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Trade: AAVE/USDT/15/ZLMA/SMA/7969

Strategy
AAVE/USDT/15/ZLMA/SMA/7969
Pair
AAVE_USDT
Interval
15m
Score
346088
Daily Profit
0.301703
Profit Factor
1.326305
Profitability
73.170732
Streak
4.098441
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 21:51
Expiration Time
2025-12-12 20:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78569.4166 42517.6873 36051.7293 73436.2632 50760.1132 22676.1501
Total P&L (%) 78.5694 42.5177 36.0517 73.4363 50.7601 22.6762
Avg Daily Profit (%) 0.3017 0.1633 0.1384 0.2117 0.1578 0.0785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32897 -37633 -47830 -72383 -66635 -98183
Profit Factor 1.3263 1.3447 1.307 1.1685 1.2383 1.1017
Total Trades 123 62 61 123 62 61
Winning Trades 90 43 47 90 43 47
Losing Trades 33 19 14 33 19 14
Profitability (%) 73.1707 69.3548 77.0492 73.1707 69.3548 77.0492
Ratio Avg Win / Avg Loss 0.4863 0.5942 0.3893 0.4284 0.5472 0.3282
Largest Winning Trade 14998 14998 11205 24105 24105 17922
Largest Losing Trade -19689 -14903 -19689 -36848 -24404 -36848
Avg Bars in Trades 197 204 189 197 204 189
Avg Bars in Winners 114 112 116 114 112 116
Avg Bars in Losers 421 411 434 421 411 434
Bars Traded 24232 12664 11568 24232 12664 11568
Profit Streak 4.0984 4.0984 34.3797 4.0984 4.0984 34.3797
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346088 -149196 -170307 -26624 -149177 -361516
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736586000000,
    "first_datapoint_time": 1736836200000,
    "last_datapoint_time": 1759085100000,
    "evaluation_time": 1759085505339,
    "expiration_time": 1765565100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "offset": 195
        }
    }
}
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": [
        [
            78569.4165571626,
            42517.6872671986,
            36051.7292899638,
            73436.2632265293,
            50760.1131693766,
            22676.1500571528
        ],
        [
            78.569417,
            42.517687,
            36.051729,
            73.436263,
            50.760113,
            22.67615
        ],
        [
            0.301703,
            0.163266,
            0.138437,
            0.211667,
            0.157762,
            0.078511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32897,
            -37633,
            -47830,
            -72383,
            -66635,
            -98183
        ],
        [
            1.326305,
            1.344696,
            1.306988,
            1.168458,
            1.238337,
            1.101707
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            90,
            43,
            47,
            90,
            43,
            47
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            73.170732,
            69.354839,
            77.04918,
            73.170732,
            69.354839,
            77.04918
        ],
        [
            0.486312,
            0.594168,
            0.389316,
            0.428434,
            0.547172,
            0.328168
        ],
        [
            14998,
            14998,
            11205,
            24105,
            24105,
            17922
        ],
        [
            -19689,
            -14903,
            -19689,
            -36848,
            -24404,
            -36848
        ],
        [
            197,
            204,
            189,
            197,
            204,
            189
        ],
        [
            114,
            112,
            116,
            114,
            112,
            116
        ],
        [
            421,
            411,
            434,
            421,
            411,
            434
        ],
        [
            24232,
            12664,
            11568,
            24232,
            12664,
            11568
        ],
        [
            4.098441,
            4.098441,
            34.379691,
            4.098441,
            4.098441,
            34.379691
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346088,
            -149196,
            -170307,
            -26624,
            -149177,
            -361516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736586000000,
    "first_datapoint_time": 1736836200000,
    "last_datapoint_time": 1759085100000,
    "evaluation_time": 1759085505339,
    "expiration_time": 1765565100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "offset": 195
        }
    }
}

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)