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Trade: AAVE/USDT/480/KCU/MIDPOINT/1620

Strategy
AAVE/USDT/480/KCU/MIDPOINT/1620
Pair
AAVE_USDT
Interval
8h
Score
775077
Daily Profit
0.237371
Profit Factor
7.444255
Profitability
75.862069
Streak
301.621850
Best Strategy
Training Data Length
1823.670000
Evaluation Time
2025-10-12 17:55
Expiration Time
2025-12-06 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204703.1339 235668.4622 -30965.3283 -7317034.3146 7446944.2185 -14763978.5331
Total P&L (%) 204.7031 235.6685 -30.9653 -7317.0343 7446.9442 -14763.9785
Avg Daily Profit (%) 0.1122 0.1292 -0.017 0 0.2374 0
Buy And Hold Return (%) 177.3798 177.3798 177.3798 177.3798 177.3798 177.3798
Max Trade Drawdown -312217 -37085 -294980 -19032566 -834743 -19631954
Profit Factor 1.4152 3.676 0.9235 0.6659 7.4443 0.2884
Total Trades 57 29 28 57 29 28
Winning Trades 41 20 21 42 22 20
Losing Trades 16 9 7 15 7 8
Profitability (%) 71.9298 68.9655 75 73.6842 75.8621 71.4286
Ratio Avg Win / Avg Loss 0.5523 1.6542 0.3078 0.2378 2.3686 0.1154
Largest Winning Trade 63236 48550 63236 2624078 2624078 2310934
Largest Losing Trade -286961 -19384 -286961 -15770746 -607327 -15770746
Avg Bars in Trades 82 55 110 82 55 110
Avg Bars in Winners 84 65 102 82 68 96
Avg Bars in Losers 76 32 133 83 13 144
Bars Traded 4695 1605 3090 4695 1605 3090
Profit Streak 0 0 0 223.2885 301.6219 223.2885
Trades During Streak 0 0 0 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -338532 -74818 -598592 -755850 775077 -598464
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5471,
    "evaluation_days": 1823.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609142400000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760280927860,
    "expiration_time": 1764982944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "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": [
        [
            204703.1339353806,
            235668.4621884286,
            -30965.328253048,
            -7317034.314564405,
            7446944.218509903,
            -14763978.533074312
        ],
        [
            204.703134,
            235.668462,
            -30.965328,
            -7317.034315,
            7446.944219,
            -14763.978533
        ],
        [
            0.112248,
            0.129228,
            -0.01698,
            0,
            0.237371,
            0
        ],
        [
            177.379845,
            177.379845,
            177.379845,
            177.379845,
            177.379845,
            177.379845
        ],
        [
            -312217,
            -37085,
            -294980,
            -19032566,
            -834743,
            -19631954
        ],
        [
            1.415186,
            3.676029,
            0.923537,
            0.66594,
            7.444255,
            0.288406
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            41,
            20,
            21,
            42,
            22,
            20
        ],
        [
            16,
            9,
            7,
            15,
            7,
            8
        ],
        [
            71.929825,
            68.965517,
            75,
            73.684211,
            75.862069,
            71.428571
        ],
        [
            0.552268,
            1.654213,
            0.307846,
            0.237836,
            2.368627,
            0.115362
        ],
        [
            63236,
            48550,
            63236,
            2624078,
            2624078,
            2310934
        ],
        [
            -286961,
            -19384,
            -286961,
            -15770746,
            -607327,
            -15770746
        ],
        [
            82,
            55,
            110,
            82,
            55,
            110
        ],
        [
            84,
            65,
            102,
            82,
            68,
            96
        ],
        [
            76,
            32,
            133,
            83,
            13,
            144
        ],
        [
            4695,
            1605,
            3090,
            4695,
            1605,
            3090
        ],
        [
            0,
            0,
            0,
            223.288517,
            301.62185,
            223.288517
        ],
        [
            0,
            0,
            0,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -338532,
            -74818,
            -598592,
            -755850,
            775077,
            -598464
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5471,
    "evaluation_days": 1823.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609142400000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760280927860,
    "expiration_time": 1764982944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "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)