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Trade: AAVE/USDT/360/ZLMA/SWMA/2626

Strategy
AAVE/USDT/360/ZLMA/SWMA/2626
Pair
AAVE_USDT
Interval
6h
Score
376114
Daily Profit
0.146068
Profit Factor
4.092801
Profitability
73.333333
Streak
64.076576
Best Strategy
Training Data Length
1818.250000
Evaluation Time
2025-10-07 04:50
Expiration Time
2025-11-30 15:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 173824.8261 135441.2642 38383.5619 -650425.1727 1320998.6846 -1971423.8572
Total P&L (%) 173.8248 135.4413 38.3836 -650.4252 1320.9987 -1971.4239
Avg Daily Profit (%) 0.0956 0.0745 0.0211 0 0.1461 0
Buy And Hold Return (%) 272.8975 272.8975 272.8975 272.8975 272.8975 272.8975
Max Trade Drawdown -196508 -38979 -189821 -3255206 -181539 -3473177
Profit Factor 1.5604 2.4902 1.1751 0.8512 4.0928 0.5
Total Trades 59 30 29 59 30 29
Winning Trades 45 21 24 48 22 26
Losing Trades 14 9 5 11 8 3
Profitability (%) 76.2712 70 82.7586 81.3559 73.3333 89.6552
Ratio Avg Win / Avg Loss 0.4855 1.0672 0.2448 0.1951 1.4883 0.0577
Largest Winning Trade 29768 22921 29768 325734 325734 247894
Largest Losing Trade -143484 -38979 -143484 -3255206 -142214 -3255206
Avg Bars in Trades 110 114 107 110 114 107
Avg Bars in Winners 55 49 60 71 66 75
Avg Bars in Losers 289 266 332 284 247 384
Bars Traded 6546 3435 3111 6546 3435 3111
Profit Streak 0 0 0 64.0766 64.0766 241.3266
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -407202 -253083 -355973 -755284 376114 -575033
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7273,
    "evaluation_days": 1818.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609113600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801816177,
    "expiration_time": 1764508104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 68,
            "offset": 229
        }
    }
}
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": [
        [
            173824.8260770503,
            135441.2641829978,
            38383.5618940525,
            -650425.1726872076,
            1320998.6845609318,
            -1971423.857248139
        ],
        [
            173.824826,
            135.441264,
            38.383562,
            -650.425173,
            1320.998685,
            -1971.423857
        ],
        [
            0.0956,
            0.07449,
            0.02111,
            0,
            0.146068,
            0
        ],
        [
            272.897513,
            272.897513,
            272.897513,
            272.897513,
            272.897513,
            272.897513
        ],
        [
            -196508,
            -38979,
            -189821,
            -3255206,
            -181539,
            -3473177
        ],
        [
            1.560442,
            2.49022,
            1.175051,
            0.851154,
            4.092801,
            0.499978
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            45,
            21,
            24,
            48,
            22,
            26
        ],
        [
            14,
            9,
            5,
            11,
            8,
            3
        ],
        [
            76.271186,
            70,
            82.758621,
            81.355932,
            73.333333,
            89.655172
        ],
        [
            0.485471,
            1.067237,
            0.244802,
            0.195056,
            1.488291,
            0.05769
        ],
        [
            29768,
            22921,
            29768,
            325734,
            325734,
            247894
        ],
        [
            -143484,
            -38979,
            -143484,
            -3255206,
            -142214,
            -3255206
        ],
        [
            110,
            114,
            107,
            110,
            114,
            107
        ],
        [
            55,
            49,
            60,
            71,
            66,
            75
        ],
        [
            289,
            266,
            332,
            284,
            247,
            384
        ],
        [
            6546,
            3435,
            3111,
            6546,
            3435,
            3111
        ],
        [
            0,
            0,
            0,
            64.076576,
            64.076576,
            241.326576
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -407202,
            -253083,
            -355973,
            -755284,
            376114,
            -575033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7273,
    "evaluation_days": 1818.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609113600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801816177,
    "expiration_time": 1764508104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 68,
            "offset": 229
        }
    }
}

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)