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Trade: AAVE/USDT/15/ZLMA/EMA/7372

Strategy
AAVE/USDT/15/ZLMA/EMA/7372
Pair
AAVE_USDT
Interval
15m
Score
332793
Daily Profit
0.240425
Profit Factor
1.291090
Profitability
70.000000
Streak
9.708269
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 14:44
Expiration Time
2025-12-18 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62611.4854 31646.8066 30964.6788 51368.942 27289.9589 24078.9831
Total P&L (%) 62.6115 31.6468 30.9647 51.3689 27.29 24.079
Avg Daily Profit (%) 0.2404 0.1215 0.1189 0.1593 0.0927 0.0829
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30178 -42647 -32714 -32205 -51153 -41743
Profit Factor 1.2911 1.2766 1.3075 1.1977 1.2013 1.1938
Total Trades 100 50 50 100 50 50
Winning Trades 70 32 38 70 32 38
Losing Trades 30 18 12 30 18 12
Profitability (%) 70 64 76 70 64 76
Ratio Avg Win / Avg Loss 0.5533 0.7181 0.4129 0.5133 0.6757 0.377
Largest Winning Trade 16995 16995 6519 15762 15762 7861
Largest Losing Trade -20537 -20537 -18151 -22763 -22763 -19831
Avg Bars in Trades 243 248 238 243 248 238
Avg Bars in Winners 140 119 157 140 119 157
Avg Bars in Losers 485 477 497 485 477 497
Bars Traded 24382 12433 11949 24382 12433 11949
Profit Streak 9.7083 9.7083 19.9791 9.7083 9.7083 19.9791
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332793 -213558 -215394 170999 -252835 -272021
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737078300000,
    "first_datapoint_time": 1737283500000,
    "last_datapoint_time": 1759577400000,
    "evaluation_time": 1759578294441,
    "expiration_time": 1766057400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 229,
            "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": [
        [
            62611.4853992745,
            31646.8066189519,
            30964.6787803226,
            51368.9420148034,
            27289.9589177376,
            24078.9830970659
        ],
        [
            62.611485,
            31.646807,
            30.964679,
            51.368942,
            27.289959,
            24.078983
        ],
        [
            0.240425,
            0.121522,
            0.118903,
            0.159312,
            0.0927,
            0.082881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30178,
            -42647,
            -32714,
            -32205,
            -51153,
            -41743
        ],
        [
            1.29109,
            1.276609,
            1.307546,
            1.197732,
            1.201314,
            1.193822
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            70,
            64,
            76,
            70,
            64,
            76
        ],
        [
            0.553324,
            0.718092,
            0.412909,
            0.513314,
            0.675739,
            0.376996
        ],
        [
            16995,
            16995,
            6519,
            15762,
            15762,
            7861
        ],
        [
            -20537,
            -20537,
            -18151,
            -22763,
            -22763,
            -19831
        ],
        [
            243,
            248,
            238,
            243,
            248,
            238
        ],
        [
            140,
            119,
            157,
            140,
            119,
            157
        ],
        [
            485,
            477,
            497,
            485,
            477,
            497
        ],
        [
            24382,
            12433,
            11949,
            24382,
            12433,
            11949
        ],
        [
            9.708269,
            9.708269,
            19.979102,
            9.708269,
            9.708269,
            19.979102
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332793,
            -213558,
            -215394,
            170999,
            -252835,
            -272021
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737078300000,
    "first_datapoint_time": 1737283500000,
    "last_datapoint_time": 1759577400000,
    "evaluation_time": 1759578294441,
    "expiration_time": 1766057400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 229,
            "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)