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Trade: AAVE/USDT/15/LINREG/SWMA/2967

Strategy
AAVE/USDT/15/LINREG/SWMA/2967
Pair
AAVE_USDT
Interval
15m
Score
334625
Daily Profit
0.262443
Profit Factor
1.774038
Profitability
65.789474
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 17:58
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120276.6569 68345.3326 51931.3243 158995.9522 82844.354 76151.5982
Total P&L (%) 120.2767 68.3453 51.9313 158.996 82.8444 76.1516
Avg Daily Profit (%) 0.4619 0.2624 0.1994 0.3661 0.232 0.2176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44613 -27012 -48328 -127288 -80493 -106690
Profit Factor 1.6936 1.774 1.6101 1.4057 1.3992 1.4129
Total Trades 75 38 37 75 38 37
Winning Trades 49 25 24 49 25 24
Losing Trades 26 13 13 26 13 13
Profitability (%) 65.3333 65.7895 64.8649 65.3333 65.7895 64.8649
Ratio Avg Win / Avg Loss 0.8986 0.9225 0.8721 0.7459 0.7276 0.7653
Largest Winning Trade 21540 21540 20554 48518 48518 38404
Largest Losing Trade -22374 -22374 -21811 -64978 -64978 -49091
Avg Bars in Trades 323 328 318 323 328 318
Avg Bars in Winners 196 183 209 196 183 209
Avg Bars in Losers 562 607 518 562 607 518
Bars Traded 24249 12475 11774 24249 12475 11774
Profit Streak 0 0 16.6553 0 0 16.6553
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50117 334625 280491 -52304 272961 287610
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736830800000,
    "first_datapoint_time": 1737198900000,
    "last_datapoint_time": 1759329900000,
    "evaluation_time": 1759330720223,
    "expiration_time": 1765809900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "offset": 222
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            120276.6568984687,
            68345.3325542754,
            51931.3243441932,
            158995.9522244721,
            82844.3540461533,
            76151.5981783188
        ],
        [
            120.276657,
            68.345333,
            51.931324,
            158.995952,
            82.844354,
            76.151598
        ],
        [
            0.461856,
            0.262443,
            0.199414,
            0.366094,
            0.231996,
            0.217645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44613,
            -27012,
            -48328,
            -127288,
            -80493,
            -106690
        ],
        [
            1.693555,
            1.774038,
            1.610071,
            1.405659,
            1.399202,
            1.412926
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            65.333333,
            65.789474,
            64.864865,
            65.333333,
            65.789474,
            64.864865
        ],
        [
            0.898621,
            0.9225,
            0.872122,
            0.74586,
            0.727585,
            0.765335
        ],
        [
            21540,
            21540,
            20554,
            48518,
            48518,
            38404
        ],
        [
            -22374,
            -22374,
            -21811,
            -64978,
            -64978,
            -49091
        ],
        [
            323,
            328,
            318,
            323,
            328,
            318
        ],
        [
            196,
            183,
            209,
            196,
            183,
            209
        ],
        [
            562,
            607,
            518,
            562,
            607,
            518
        ],
        [
            24249,
            12475,
            11774,
            24249,
            12475,
            11774
        ],
        [
            0,
            0,
            16.655327,
            0,
            0,
            16.655327
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50117,
            334625,
            280491,
            -52304,
            272961,
            287610
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736830800000,
    "first_datapoint_time": 1737198900000,
    "last_datapoint_time": 1759329900000,
    "evaluation_time": 1759330720223,
    "expiration_time": 1765809900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "offset": 222
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)