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Trade: AAVE/USDT/30/DCL/FWMA/3434

Strategy
AAVE/USDT/30/DCL/FWMA/3434
Pair
AAVE_USDT
Interval
30m
Score
302890
Daily Profit
0.348150
Profit Factor
1.569148
Profitability
52.537313
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 08:15
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234754.4188 204341.3167 30413.1021 511118.0112 344450.1588 166667.8524
Total P&L (%) 234.7544 204.3413 30.4131 511.118 344.4502 166.6679
Avg Daily Profit (%) 0.4507 0.3923 0.0584 0.3482 0.2868 0.1885
Buy And Hold Return (%) 211.7555 211.7555 211.7555 211.7555 211.7555 211.7555
Max Trade Drawdown -56680 -65332 -63867 -131082 -165270 -83744
Profit Factor 1.5483 1.7969 1.1771 1.5691 1.6001 1.5143
Total Trades 335 167 168 335 167 168
Winning Trades 176 95 81 176 95 81
Losing Trades 159 72 87 159 72 87
Profitability (%) 52.5373 56.8862 48.2143 52.5373 56.8862 48.2143
Ratio Avg Win / Avg Loss 1.3987 1.3619 1.2643 1.4176 1.2127 1.6265
Largest Winning Trade 42244 42244 12541 69006 69006 34741
Largest Losing Trade -28062 -28062 -13767 -63968 -63968 -39064
Avg Bars in Trades 72 118 25 72 118 25
Avg Bars in Winners 65 98 26 65 98 26
Avg Bars in Losers 79 145 25 79 145 25
Bars Traded 24216 19864 4352 24216 19864 4352
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119110 -153572 -307122 302890 55643 -156411
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714143600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759036500716,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 64,
            "offset": 168
        }
    }
}
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": [
        [
            234754.4188386757,
            204341.316747762,
            30413.1020909136,
            511118.0112442541,
            344450.1588213415,
            166667.8524229126
        ],
        [
            234.754419,
            204.341317,
            30.413102,
            511.118011,
            344.450159,
            166.667852
        ],
        [
            0.450731,
            0.392338,
            0.058394,
            0.34815,
            0.286813,
            0.188499
        ],
        [
            211.755521,
            211.755521,
            211.755521,
            211.755521,
            211.755521,
            211.755521
        ],
        [
            -56680,
            -65332,
            -63867,
            -131082,
            -165270,
            -83744
        ],
        [
            1.548288,
            1.796919,
            1.177083,
            1.569148,
            1.600111,
            1.514306
        ],
        [
            335,
            167,
            168,
            335,
            167,
            168
        ],
        [
            176,
            95,
            81,
            176,
            95,
            81
        ],
        [
            159,
            72,
            87,
            159,
            72,
            87
        ],
        [
            52.537313,
            56.886228,
            48.214286,
            52.537313,
            56.886228,
            48.214286
        ],
        [
            1.398737,
            1.361875,
            1.264274,
            1.417582,
            1.212716,
            1.626477
        ],
        [
            42244,
            42244,
            12541,
            69006,
            69006,
            34741
        ],
        [
            -28062,
            -28062,
            -13767,
            -63968,
            -63968,
            -39064
        ],
        [
            72,
            118,
            25,
            72,
            118,
            25
        ],
        [
            65,
            98,
            26,
            65,
            98,
            26
        ],
        [
            79,
            145,
            25,
            79,
            145,
            25
        ],
        [
            24216,
            19864,
            4352,
            24216,
            19864,
            4352
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119110,
            -153572,
            -307122,
            302890,
            55643,
            -156411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714143600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759036500716,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 64,
            "offset": 168
        }
    }
}

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)