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Trade: AAVE/USDT/15/MIDPOINT/KCL/6740

Strategy
AAVE/USDT/15/MIDPOINT/KCL/6740
Pair
AAVE_USDT
Interval
15m
Score
300850
Daily Profit
0.188852
Profit Factor
1.470312
Profitability
56.603774
Streak
7.761338
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 04:16
Expiration Time
2025-12-19 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 31136.956 25352.0074 5784.9486 -6249.2564 63451.1011 -69700.3575
Total P&L (%) 31.137 25.352 5.7849 -6.2493 63.4511 -69.7004
Avg Daily Profit (%) 0.1196 0.0974 0.0222 -0.0248 0.1889 -0.4575
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101849 -15331 -102148 -245624 -25262 -257023
Profit Factor 1.1015 1.2939 1.0262 0.989 1.4703 0.8393
Total Trades 211 106 105 211 106 105
Winning Trades 124 60 64 124 60 64
Losing Trades 87 46 41 87 46 41
Profitability (%) 58.7678 56.6038 60.9524 58.7678 56.6038 60.9524
Ratio Avg Win / Avg Loss 0.7729 0.992 0.6574 0.6939 1.1272 0.5377
Largest Winning Trade 15107 11397 15107 29762 29762 22287
Largest Losing Trade -47871 -15331 -47871 -147702 -24457 -147702
Avg Bars in Trades 116 14 219 116 14 219
Avg Bars in Winners 74 14 130 74 14 130
Avg Bars in Losers 176 14 359 176 14 359
Bars Traded 24584 1522 23062 24584 1522 23062
Profit Streak 2.9905 7.7613 0 2.9905 7.7613 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147214 -68007 -522539 -581089 300850 -581028
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737126900000,
    "first_datapoint_time": 1737232200000,
    "last_datapoint_time": 1759626000000,
    "evaluation_time": 1759626979595,
    "expiration_time": 1766106000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            31136.9559978146,
            25352.0073536082,
            5784.9486442066,
            -6249.256385824,
            63451.1011176342,
            -69700.3575034581
        ],
        [
            31.136956,
            25.352007,
            5.784949,
            -6.249256,
            63.451101,
            -69.700358
        ],
        [
            0.119564,
            0.09735,
            0.022214,
            -0.024776,
            0.188852,
            -0.457454
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101849,
            -15331,
            -102148,
            -245624,
            -25262,
            -257023
        ],
        [
            1.101535,
            1.293935,
            1.026246,
            0.989011,
            1.470312,
            0.839313
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            124,
            60,
            64,
            124,
            60,
            64
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            58.767773,
            56.603774,
            60.952381,
            58.767773,
            56.603774,
            60.952381
        ],
        [
            0.772851,
            0.992017,
            0.657439,
            0.693903,
            1.127239,
            0.537685
        ],
        [
            15107,
            11397,
            15107,
            29762,
            29762,
            22287
        ],
        [
            -47871,
            -15331,
            -47871,
            -147702,
            -24457,
            -147702
        ],
        [
            116,
            14,
            219,
            116,
            14,
            219
        ],
        [
            74,
            14,
            130,
            74,
            14,
            130
        ],
        [
            176,
            14,
            359,
            176,
            14,
            359
        ],
        [
            24584,
            1522,
            23062,
            24584,
            1522,
            23062
        ],
        [
            2.990504,
            7.761338,
            0,
            2.990505,
            7.761338,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147214,
            -68007,
            -522539,
            -581089,
            300850,
            -581028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737126900000,
    "first_datapoint_time": 1737232200000,
    "last_datapoint_time": 1759626000000,
    "evaluation_time": 1759626979595,
    "expiration_time": 1766106000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)