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Trade: AAVE/USDT/240/DCL/ZLMA/4698

Strategy
AAVE/USDT/240/DCL/ZLMA/4698
Pair
AAVE_USDT
Interval
4h
Score
372938
Daily Profit
0.578368
Profit Factor
4.164739
Profitability
40.000000
Streak
461.068984
Best Strategy
Training Data Length
1823.000000
Evaluation Time
2025-10-12 00:39
Expiration Time
2025-12-05 14:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1045053.2718 1054364.8649 -9311.5931 417282.5289 329413.3303 87869.1986
Total P&L (%) 1045.0533 1054.3649 -9.3116 417.2825 329.4133 87.8692
Avg Daily Profit (%) 0.5733 0.5784 -0.0051 0.0902 0.08 0.0346
Buy And Hold Return (%) 465.4177 465.4177 465.4177 465.4177 465.4177 465.4177
Max Trade Drawdown -156540 -144117 -32195 -835245 -844791 -67505
Profit Factor 3.6644 4.1647 0.8423 1.266 1.2268 1.7576
Total Trades 60 30 30 60 30 30
Winning Trades 25 12 13 25 12 13
Losing Trades 35 18 17 35 18 17
Profitability (%) 41.6667 40 43.3333 41.6667 40 43.3333
Ratio Avg Win / Avg Loss 5.1302 6.2471 1.1015 1.7724 1.8401 2.2984
Largest Winning Trade 954667 954667 8931 650186 650186 47459
Largest Losing Trade -42060 -42060 -13329 -235528 -235528 -20007
Avg Bars in Trades 170 337 4 170 337 4
Avg Bars in Winners 262 542 2 262 542 2
Avg Bars in Losers 105 200 5 105 200 5
Bars Traded 10237 10113 124 10237 10113 124
Profit Streak 369.7357 461.069 369.7357 369.7357 461.069 369.7357
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163263 372938 -580887 -413397 -254186 -310899
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10938,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1603425600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760218760192,
    "expiration_time": 1764938016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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": [
        [
            1045053.2718053914,
            1054364.8648773478,
            -9311.5930719564,
            417282.5288753583,
            329413.3302513479,
            87869.1986240104
        ],
        [
            1045.053272,
            1054.364865,
            -9.311593,
            417.282529,
            329.41333,
            87.869199
        ],
        [
            0.57326,
            0.578368,
            -0.005108,
            0.09019,
            0.079969,
            0.034596
        ],
        [
            465.417652,
            465.417652,
            465.417652,
            465.417652,
            465.417652,
            465.417652
        ],
        [
            -156540,
            -144117,
            -32195,
            -835245,
            -844791,
            -67505
        ],
        [
            3.664449,
            4.164739,
            0.84234,
            1.266012,
            1.226764,
            1.757587
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            41.666667,
            40,
            43.333333,
            41.666667,
            40,
            43.333333
        ],
        [
            5.130228,
            6.247109,
            1.101521,
            1.772417,
            1.840145,
            2.298383
        ],
        [
            954667,
            954667,
            8931,
            650186,
            650186,
            47459
        ],
        [
            -42060,
            -42060,
            -13329,
            -235528,
            -235528,
            -20007
        ],
        [
            170,
            337,
            4,
            170,
            337,
            4
        ],
        [
            262,
            542,
            2,
            262,
            542,
            2
        ],
        [
            105,
            200,
            5,
            105,
            200,
            5
        ],
        [
            10237,
            10113,
            124,
            10237,
            10113,
            124
        ],
        [
            369.73565,
            461.068984,
            369.73565,
            369.73565,
            461.068984,
            369.73565
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163263,
            372938,
            -580887,
            -413397,
            -254186,
            -310899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10938,
    "evaluation_days": 1823,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1603425600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760218760192,
    "expiration_time": 1764938016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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)