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Trade: AAVE/USDT/15/SWMA/SMA/4779

Strategy
AAVE/USDT/15/SWMA/SMA/4779
Pair
AAVE_USDT
Interval
15m
Score
567226
Daily Profit
0.665079
Profit Factor
1.961637
Profitability
63.440860
Streak
8.307456
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 20:22
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 173199.9787 100499.3808 72700.5979 335083.253 218123.0078 116960.2452
Total P&L (%) 173.2 100.4994 72.7006 335.0833 218.123 116.9602
Avg Daily Profit (%) 0.6651 0.3859 0.2792 0.5662 0.4454 0.2979
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36945 -31238 -33311 -92736 -78362 -93920
Profit Factor 1.9616 2.0739 1.8402 1.6716 1.9015 1.4552
Total Trades 93 46 47 93 46 47
Winning Trades 59 28 31 59 28 31
Losing Trades 34 18 16 34 18 16
Profitability (%) 63.4409 60.8696 65.9574 63.4409 60.8696 65.9574
Ratio Avg Win / Avg Loss 1.1304 1.3332 0.9498 0.9633 1.2224 0.7511
Largest Winning Trade 21099 21099 16688 45441 45441 32805
Largest Losing Trade -19632 -18627 -19632 -53128 -45611 -53128
Avg Bars in Trades 259 257 261 259 257 261
Avg Bars in Winners 181 179 182 181 179 182
Avg Bars in Losers 395 378 413 395 378 413
Bars Traded 24129 11854 12276 24129 11854 12276
Profit Streak 8.3075 0 11.797 8.3075 0 11.797
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 567226 436640 374141 456658 442958 331345
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": 1736497800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758907364240,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "offset": 198
        }
    }
}
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": [
        [
            173199.9787037646,
            100499.3808303881,
            72700.5978733765,
            335083.2529952785,
            218123.007841715,
            116960.2451535636
        ],
        [
            173.199979,
            100.499381,
            72.700598,
            335.083253,
            218.123008,
            116.960245
        ],
        [
            0.665079,
            0.385913,
            0.279167,
            0.566211,
            0.445374,
            0.297864
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36945,
            -31238,
            -33311,
            -92736,
            -78362,
            -93920
        ],
        [
            1.961637,
            2.073892,
            1.840224,
            1.671634,
            1.9015,
            1.455184
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            63.44086,
            60.869565,
            65.957447,
            63.44086,
            60.869565,
            65.957447
        ],
        [
            1.130435,
            1.333216,
            0.949793,
            0.963315,
            1.222393,
            0.751063
        ],
        [
            21099,
            21099,
            16688,
            45441,
            45441,
            32805
        ],
        [
            -19632,
            -18627,
            -19632,
            -53128,
            -45611,
            -53128
        ],
        [
            259,
            257,
            261,
            259,
            257,
            261
        ],
        [
            181,
            179,
            182,
            181,
            179,
            182
        ],
        [
            395,
            378,
            413,
            395,
            378,
            413
        ],
        [
            24129,
            11854,
            12276,
            24129,
            11854,
            12276
        ],
        [
            8.307456,
            0,
            11.79704,
            8.307456,
            0,
            11.79704
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            567226,
            436640,
            374141,
            456658,
            442958,
            331345
        ]
    ]
}
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": 1736497800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758907364240,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "offset": 198
        }
    }
}

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)