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Trade: AAVE/USDT/15/SSF/KCU/7483

Strategy
AAVE/USDT/15/SSF/KCU/7483
Pair
AAVE_USDT
Interval
15m
Score
423229
Daily Profit
0.512867
Profit Factor
1.505650
Profitability
49.006623
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 01:43
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 133560.9356 80461.7425 53099.1931 180545.014 114068.8062 66476.2078
Total P&L (%) 133.5609 80.4617 53.0992 180.545 114.0688 66.4762
Avg Daily Profit (%) 0.5129 0.309 0.2039 0.3969 0.2927 0.1959
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35734 -35815 -30767 -76938 -53098 -65937
Profit Factor 1.5057 1.4497 1.6231 1.3772 1.3577 1.4159
Total Trades 151 75 76 151 75 76
Winning Trades 74 34 40 74 34 40
Losing Trades 77 41 36 77 41 36
Profitability (%) 49.0066 45.3333 52.6316 49.0066 45.3333 52.6316
Ratio Avg Win / Avg Loss 1.5667 1.7482 1.4608 1.433 1.6373 1.2744
Largest Winning Trade 30051 30051 16835 43693 43693 24757
Largest Losing Trade -15896 -15896 -7831 -36725 -36725 -18333
Avg Bars in Trades 160 260 61 160 260 61
Avg Bars in Winners 167 267 81 167 267 81
Avg Bars in Losers 154 254 39 154 254 39
Bars Traded 24240 19548 4691 24240 19548 4691
Profit Streak 0 3.718 0 0 3.718 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423229 -49987 -42023 319284 -50688 -42368

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736347500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758840235563,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            133560.9355974665,
            80461.7424988538,
            53099.1930986127,
            180545.0139581139,
            114068.8061678137,
            66476.2077903003
        ],
        [
            133.560936,
            80.461742,
            53.099193,
            180.545014,
            114.068806,
            66.476208
        ],
        [
            0.512867,
            0.308969,
            0.203898,
            0.396901,
            0.292697,
            0.195907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35734,
            -35815,
            -30767,
            -76938,
            -53098,
            -65937
        ],
        [
            1.50565,
            1.449717,
            1.623078,
            1.377176,
            1.357742,
            1.415949
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            49.006623,
            45.333333,
            52.631579,
            49.006623,
            45.333333,
            52.631579
        ],
        [
            1.56669,
            1.748189,
            1.46077,
            1.433007,
            1.637277,
            1.274354
        ],
        [
            30051,
            30051,
            16835,
            43693,
            43693,
            24757
        ],
        [
            -15896,
            -15896,
            -7831,
            -36725,
            -36725,
            -18333
        ],
        [
            160,
            260,
            61,
            160,
            260,
            61
        ],
        [
            167,
            267,
            81,
            167,
            267,
            81
        ],
        [
            154,
            254,
            39,
            154,
            254,
            39
        ],
        [
            24240,
            19548,
            4691,
            24240,
            19548,
            4691
        ],
        [
            0,
            3.718004,
            0,
            0,
            3.718004,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423229,
            -49987,
            -42023,
            319284,
            -50688,
            -42368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736347500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758840235563,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)