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Trade: AAVE/USDT/480/LINREG/OHLC4/8020

Strategy
AAVE/USDT/480/LINREG/OHLC4/8020
Pair
AAVE_USDT
Interval
8h
Score
317691
Daily Profit
0.272856
Profit Factor
1.534728
Profitability
57.086614
Streak
16.508677
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-09-30 23:12
Expiration Time
2025-11-24 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494414.5369 406356.1142 88058.4227 676264.934 1281886.3422 -605621.4082
Total P&L (%) 494.4145 406.3561 88.0584 676.2649 1281.8863 -605.6214
Avg Daily Profit (%) 0.2729 0.2243 0.0486 0.1132 0.145 0
Buy And Hold Return (%) 215.7355 215.7355 215.7355 215.7355 215.7355 215.7355
Max Trade Drawdown -138920 -99858 -118456 -1074761 -269895 -1221743
Profit Factor 1.5347 1.9374 1.1793 1.1827 2.1421 0.7652
Total Trades 254 127 127 254 127 127
Winning Trades 145 75 70 145 75 70
Losing Trades 109 52 57 109 52 57
Profitability (%) 57.0866 59.0551 55.1181 57.0866 59.0551 55.1181
Ratio Avg Win / Avg Loss 1.1537 1.3433 0.9603 0.8891 1.4852 0.6231
Largest Winning Trade 70258 70258 40249 239890 239890 184017
Largest Losing Trade -55893 -43374 -55893 -673359 -119219 -673359
Avg Bars in Trades 20 20 19 20 20 19
Avg Bars in Winners 20 22 19 20 22 19
Avg Bars in Losers 19 17 20 19 17 20
Bars Traded 5148 2620 2528 5148 2620 2528
Profit Streak 16.5087 16.5087 17.5087 16.5087 16.5087 17.5087
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317691 163453 -316961 -61699 181810 -578986
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609603200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759263149683,
    "expiration_time": 1763944704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 30
        }
    }
}
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": [
        [
            494414.5369010512,
            406356.1141541607,
            88058.42274689,
            676264.9340126816,
            1281886.3421867471,
            -605621.4081740661
        ],
        [
            494.414537,
            406.356114,
            88.058423,
            676.264934,
            1281.886342,
            -605.621408
        ],
        [
            0.272856,
            0.224258,
            0.048597,
            0.113161,
            0.14503,
            0
        ],
        [
            215.735472,
            215.735472,
            215.735472,
            215.735472,
            215.735472,
            215.735472
        ],
        [
            -138920,
            -99858,
            -118456,
            -1074761,
            -269895,
            -1221743
        ],
        [
            1.534728,
            1.937419,
            1.179299,
            1.182716,
            2.14211,
            0.765153
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            145,
            75,
            70,
            145,
            75,
            70
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            57.086614,
            59.055118,
            55.11811,
            57.086614,
            59.055118,
            55.11811
        ],
        [
            1.153692,
            1.343277,
            0.960287,
            0.889076,
            1.485196,
            0.623053
        ],
        [
            70258,
            70258,
            40249,
            239890,
            239890,
            184017
        ],
        [
            -55893,
            -43374,
            -55893,
            -673359,
            -119219,
            -673359
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            20,
            22,
            19,
            20,
            22,
            19
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            5148,
            2620,
            2528,
            5148,
            2620,
            2528
        ],
        [
            16.508677,
            16.508677,
            17.508677,
            16.508677,
            16.508677,
            17.508677
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317691,
            163453,
            -316961,
            -61699,
            181810,
            -578986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5436,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609603200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759263149683,
    "expiration_time": 1763944704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 30
        }
    }
}

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)