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Trade: AAVE/USDT/480/HILO/DCM/6074

Strategy
AAVE/USDT/480/HILO/DCM/6074
Pair
AAVE_USDT
Interval
8h
Score
614717
Daily Profit
0.150597
Profit Factor
3.636390
Profitability
66.666667
Streak
42.842835
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-05 23:13
Expiration Time
2025-11-29 06:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350620.8384 231585.0911 119035.7473 972502.2098 1439877.951 -467375.7412
Total P&L (%) 350.6208 231.5851 119.0357 972.5022 1439.878 -467.3757
Avg Daily Profit (%) 0.193 0.1275 0.0655 0.1307 0.1506 0
Buy And Hold Return (%) 140.8576 140.8576 140.8576 140.8576 140.8576 140.8576
Max Trade Drawdown -55799 -69617 -82074 -767668 -183616 -1149981
Profit Factor 2.1457 2.7584 1.6828 1.4598 3.6364 0.7021
Total Trades 60 30 30 60 30 30
Winning Trades 38 20 18 38 20 18
Losing Trades 22 10 12 22 10 12
Profitability (%) 63.3333 66.6667 60 63.3333 66.6667 60
Ratio Avg Win / Avg Loss 1.2422 1.3792 1.1218 0.8452 1.8182 0.4681
Largest Winning Trade 49195 49195 44204 549729 549729 162800
Largest Losing Trade -39765 -39765 -32876 -452407 -119921 -452407
Avg Bars in Trades 81 94 68 81 94 68
Avg Bars in Winners 57 67 46 57 67 46
Avg Bars in Losers 122 148 101 122 148 101
Bars Traded 4891 2840 2051 4891 2840 2051
Profit Streak 42.8428 42.8428 43.5095 42.8428 42.8428 43.5095
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163445 -25310 -266921 -189192 614717 -578541
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609862400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759695220925,
    "expiration_time": 1764389664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "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": [
        [
            350620.8383793561,
            231585.091077981,
            119035.7473013751,
            972502.209759637,
            1439877.9509728116,
            -467375.7412131744
        ],
        [
            350.620838,
            231.585091,
            119.035747,
            972.50221,
            1439.877951,
            -467.375741
        ],
        [
            0.192967,
            0.127455,
            0.065512,
            0.130662,
            0.150597,
            0
        ],
        [
            140.857556,
            140.857556,
            140.857556,
            140.857556,
            140.857556,
            140.857556
        ],
        [
            -55799,
            -69617,
            -82074,
            -767668,
            -183616,
            -1149981
        ],
        [
            2.145652,
            2.758393,
            1.682771,
            1.459806,
            3.63639,
            0.702094
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            63.333333,
            66.666667,
            60,
            63.333333,
            66.666667,
            60
        ],
        [
            1.24222,
            1.379197,
            1.121847,
            0.845151,
            1.818195,
            0.468063
        ],
        [
            49195,
            49195,
            44204,
            549729,
            549729,
            162800
        ],
        [
            -39765,
            -39765,
            -32876,
            -452407,
            -119921,
            -452407
        ],
        [
            81,
            94,
            68,
            81,
            94,
            68
        ],
        [
            57,
            67,
            46,
            57,
            67,
            46
        ],
        [
            122,
            148,
            101,
            122,
            148,
            101
        ],
        [
            4891,
            2840,
            2051,
            4891,
            2840,
            2051
        ],
        [
            42.842835,
            42.842835,
            43.509501,
            42.842835,
            42.842835,
            43.509501
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163445,
            -25310,
            -266921,
            -189192,
            614717,
            -578541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609862400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759695220925,
    "expiration_time": 1764389664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "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)