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Trade: AAVE/USDT/480/ALMA/WMA/5904

Strategy
AAVE/USDT/480/ALMA/WMA/5904
Pair
AAVE_USDT
Interval
8h
Score
458149
Daily Profit
0.303654
Profit Factor
2.917013
Profitability
54.545455
Streak
168.783051
Best Strategy
Training Data Length
1808.000000
Evaluation Time
2025-09-26 21:47
Expiration Time
2025-11-19 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 606593.2838 549005.8521 57587.4317 801299.1079 1901119.3206 -1099820.2127
Total P&L (%) 606.5933 549.0059 57.5874 801.2991 1901.1193 -1099.8202
Avg Daily Profit (%) 0.3355 0.3037 0.0319 0.1217 0.1659 0
Buy And Hold Return (%) 222.8388 222.8388 222.8388 222.8388 222.8388 222.8388
Max Trade Drawdown -137927 -66845 -160649 -3468624 -1089111 -3915947
Profit Factor 2.0031 2.917 1.1809 1.0778 1.4163 0.808
Total Trades 87 44 43 87 44 43
Winning Trades 49 24 25 49 24 25
Losing Trades 38 20 18 38 20 18
Profitability (%) 56.3218 54.5455 58.1395 56.3218 54.5455 58.1395
Ratio Avg Win / Avg Loss 1.5534 2.4308 0.8502 0.8359 1.1802 0.5818
Largest Winning Trade 290174 290174 50451 1370252 1370252 656969
Largest Losing Trade -42575 -42575 -42184 -1289914 -978654 -1289914
Avg Bars in Trades 58 60 57 58 60 57
Avg Bars in Winners 68 71 66 68 71 66
Avg Bars in Losers 45 46 45 45 46 45
Bars Traded 5108 2646 2462 5108 2646 2462
Profit Streak 42.7831 168.7831 42.7831 42.7831 168.7831 42.7831
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436259 458149 -337664 -166841 380551 -579120

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1608652800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758912455648,
    "expiration_time": 1763588736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "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": [
        [
            606593.2838383927,
            549005.8521001795,
            57587.4317382131,
            801299.1078552026,
            1901119.3205618972,
            -1099820.2127066955
        ],
        [
            606.593284,
            549.005852,
            57.587432,
            801.299108,
            1901.119321,
            -1099.820213
        ],
        [
            0.335505,
            0.303654,
            0.031851,
            0.121682,
            0.165862,
            0
        ],
        [
            222.838847,
            222.838847,
            222.838847,
            222.838847,
            222.838847,
            222.838847
        ],
        [
            -137927,
            -66845,
            -160649,
            -3468624,
            -1089111,
            -3915947
        ],
        [
            2.003084,
            2.917013,
            1.180898,
            1.077824,
            1.416288,
            0.808039
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            56.321839,
            54.545455,
            58.139535,
            56.321839,
            54.545455,
            58.139535
        ],
        [
            1.553412,
            2.430844,
            0.850246,
            0.835864,
            1.18024,
            0.581788
        ],
        [
            290174,
            290174,
            50451,
            1370252,
            1370252,
            656969
        ],
        [
            -42575,
            -42575,
            -42184,
            -1289914,
            -978654,
            -1289914
        ],
        [
            58,
            60,
            57,
            58,
            60,
            57
        ],
        [
            68,
            71,
            66,
            68,
            71,
            66
        ],
        [
            45,
            46,
            45,
            45,
            46,
            45
        ],
        [
            5108,
            2646,
            2462,
            5108,
            2646,
            2462
        ],
        [
            42.783051,
            168.783051,
            42.783051,
            42.783051,
            168.783051,
            42.783051
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436259,
            458149,
            -337664,
            -166841,
            380551,
            -579120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1608652800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758912455648,
    "expiration_time": 1763588736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "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)