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Trade: AAVE/USDT/480/HILO/BBM/6658

Strategy
AAVE/USDT/480/HILO/BBM/6658
Pair
AAVE_USDT
Interval
8h
Score
317010
Daily Profit
0.166680
Profit Factor
1.936343
Profitability
50.276243
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-03 23:10
Expiration Time
2025-11-27 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603450.6694 556873.2131 46577.4563 1667745.1972 1954724.9484 -286979.7512
Total P&L (%) 603.4507 556.8732 46.5775 1667.7452 1954.7249 -286.9798
Avg Daily Profit (%) 0.3325 0.3068 0.0257 0.1584 0.1667 0
Buy And Hold Return (%) 709.9583 709.9583 709.9583 709.9583 709.9583 709.9583
Max Trade Drawdown -147335 -91760 -126766 -699612 -459958 -885100
Profit Factor 1.4638 1.932 1.0662 1.3224 1.9363 0.907
Total Trades 362 181 181 362 181 181
Winning Trades 194 91 103 194 91 103
Losing Trades 168 90 78 168 90 78
Profitability (%) 53.5912 50.2762 56.9061 53.5912 50.2762 56.9061
Ratio Avg Win / Avg Loss 1.2676 1.9107 0.8074 1.1452 1.9151 0.6868
Largest Winning Trade 69461 69461 46558 340149 340149 191991
Largest Losing Trade -56785 -38379 -56785 -483421 -275880 -483421
Avg Bars in Trades 14 18 11 14 18 11
Avg Bars in Winners 14 19 9 14 19 9
Avg Bars in Losers 15 17 12 15 17 12
Bars Traded 5367 3366 2001 5367 3366 2001
Profit Streak 14.5074 0 15.5074 14.5074 0 15.5074
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152295 -152452 -471584 236460 317010 -578630
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5445,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1603728000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759522242031,
    "expiration_time": 1764211680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 172,
            "offset": 0,
            "std": 2.84158
        }
    }
}
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": [
        [
            603450.6693975674,
            556873.2131148094,
            46577.4562827584,
            1667745.1972232575,
            1954724.9483964685,
            -286979.7511732117
        ],
        [
            603.450669,
            556.873213,
            46.577456,
            1667.745197,
            1954.724948,
            -286.979751
        ],
        [
            0.33248,
            0.306817,
            0.025663,
            0.158378,
            0.16668,
            0
        ],
        [
            709.958275,
            709.958275,
            709.958275,
            709.958275,
            709.958275,
            709.958275
        ],
        [
            -147335,
            -91760,
            -126766,
            -699612,
            -459958,
            -885100
        ],
        [
            1.463824,
            1.931962,
            1.066208,
            1.322447,
            1.936343,
            0.906962
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            194,
            91,
            103,
            194,
            91,
            103
        ],
        [
            168,
            90,
            78,
            168,
            90,
            78
        ],
        [
            53.59116,
            50.276243,
            56.906077,
            53.59116,
            50.276243,
            56.906077
        ],
        [
            1.267641,
            1.910732,
            0.807419,
            1.145212,
            1.915065,
            0.686825
        ],
        [
            69461,
            69461,
            46558,
            340149,
            340149,
            191991
        ],
        [
            -56785,
            -38379,
            -56785,
            -483421,
            -275880,
            -483421
        ],
        [
            14,
            18,
            11,
            14,
            18,
            11
        ],
        [
            14,
            19,
            9,
            14,
            19,
            9
        ],
        [
            15,
            17,
            12,
            15,
            17,
            12
        ],
        [
            5367,
            3366,
            2001,
            5367,
            3366,
            2001
        ],
        [
            14.507431,
            0,
            15.507431,
            14.507431,
            0,
            15.507431
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152295,
            -152452,
            -471584,
            236460,
            317010,
            -578630
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5445,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1603728000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759522242031,
    "expiration_time": 1764211680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 172,
            "offset": 0,
            "std": 2.84158
        }
    }
}

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)