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Trade: AAVE/USDT/15/ZLMA/DCM/8156

Strategy
AAVE/USDT/15/ZLMA/DCM/8156
Pair
AAVE_USDT
Interval
15m
Score
366439
Daily Profit
0.501751
Profit Factor
1.290877
Profitability
49.346405
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 03:33
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 130666.0572 83630.1153 47035.9419 144205.4948 104617.409 39588.0858
Total P&L (%) 130.6661 83.6301 47.0359 144.2055 104.6174 39.5881
Avg Daily Profit (%) 0.5018 0.3211 0.1806 0.3434 0.2753 0.1282
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49542 -42259 -44603 -65237 -67031 -85600
Profit Factor 1.2909 1.3586 1.2178 1.1968 1.2793 1.1105
Total Trades 306 153 153 306 153 153
Winning Trades 151 73 78 151 73 78
Losing Trades 155 80 75 155 80 75
Profitability (%) 49.3464 47.7124 50.9804 49.3464 47.7124 50.9804
Ratio Avg Win / Avg Loss 1.3251 1.4889 1.1709 1.2285 1.4019 1.0678
Largest Winning Trade 24043 24043 18304 30518 30518 18451
Largest Losing Trade -31378 -31378 -17801 -40499 -40499 -29982
Avg Bars in Trades 79 83 76 79 83 76
Avg Bars in Winners 76 81 71 76 81 71
Avg Bars in Losers 83 84 82 83 84 82
Bars Traded 24440 12718 11722 24440 12718 11722
Profit Streak 0 0 11.7526 0 0 11.7526
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366439 254137 215620 169785 222584 -122610

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": 1736411400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758846823649,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "offset": 0
        }
    }
}
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": [
        [
            130666.0572110619,
            83630.1153132491,
            47035.9418978128,
            144205.4948195512,
            104617.4090004299,
            39588.0858191213
        ],
        [
            130.666057,
            83.630115,
            47.035942,
            144.205495,
            104.617409,
            39.588086
        ],
        [
            0.501751,
            0.321136,
            0.180616,
            0.343435,
            0.275308,
            0.128154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49542,
            -42259,
            -44603,
            -65237,
            -67031,
            -85600
        ],
        [
            1.290877,
            1.358582,
            1.21777,
            1.196769,
            1.279254,
            1.110509
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            151,
            73,
            78,
            151,
            73,
            78
        ],
        [
            155,
            80,
            75,
            155,
            80,
            75
        ],
        [
            49.346405,
            47.712418,
            50.980392,
            49.346405,
            47.712418,
            50.980392
        ],
        [
            1.325073,
            1.488857,
            1.170932,
            1.228472,
            1.401922,
            1.067797
        ],
        [
            24043,
            24043,
            18304,
            30518,
            30518,
            18451
        ],
        [
            -31378,
            -31378,
            -17801,
            -40499,
            -40499,
            -29982
        ],
        [
            79,
            83,
            76,
            79,
            83,
            76
        ],
        [
            76,
            81,
            71,
            76,
            81,
            71
        ],
        [
            83,
            84,
            82,
            83,
            84,
            82
        ],
        [
            24440,
            12718,
            11722,
            24440,
            12718,
            11722
        ],
        [
            0,
            0,
            11.752588,
            0,
            0,
            11.752588
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366439,
            254137,
            215620,
            169785,
            222584,
            -122610
        ]
    ]
}
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": 1736411400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758846823649,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "offset": 0
        }
    }
}

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)