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Trade: AAVE/USDT/5/KCB/WMA/7847

Strategy
AAVE/USDT/5/KCB/WMA/7847
Pair
AAVE_USDT
Interval
5m
Score
336325
Daily Profit
0.371850
Profit Factor
1.956365
Profitability
50.000000
Streak
8.990951
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 11:21
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61272.2167 32280.3062 28991.9105 73813.1158 37012.7555 36800.3603
Total P&L (%) 61.2722 32.2803 28.9919 73.8131 37.0128 36.8004
Avg Daily Profit (%) 0.7058 0.3719 0.334 0.6388 0.3634 0.3616
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18238 -12981 -13052 -30658 -15932 -15640
Profit Factor 1.8137 1.9564 1.6978 1.7603 1.8629 1.6792
Total Trades 72 36 36 72 36 36
Winning Trades 33 18 15 33 18 15
Losing Trades 39 18 21 39 18 21
Profitability (%) 45.8333 50 41.6667 45.8333 50 41.6667
Ratio Avg Win / Avg Loss 2.1435 1.9564 2.377 2.0804 1.8629 2.3508
Largest Winning Trade 18141 18141 11036 19028 19028 17144
Largest Losing Trade -4895 -4895 -4103 -7180 -7180 -6110
Avg Bars in Trades 341 341 342 341 341 342
Avg Bars in Winners 572 513 643 572 513 643
Avg Bars in Losers 146 169 126 146 169 126
Bars Traded 24606 12289 12317 24606 12289 12317
Profit Streak 0 8.991 0 0 8.991 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72263 336325 139348 -72635 332374 161545

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751295900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758874918138,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "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": [
        [
            61272.2167491676,
            32280.3062417429,
            28991.9105074247,
            73813.1158221896,
            37012.7554861134,
            36800.3603360763
        ],
        [
            61.272217,
            32.280306,
            28.991911,
            73.813116,
            37.012755,
            36.80036
        ],
        [
            0.70582,
            0.37185,
            0.33397,
            0.638837,
            0.363409,
            0.361616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18238,
            -12981,
            -13052,
            -30658,
            -15932,
            -15640
        ],
        [
            1.813731,
            1.956365,
            1.697848,
            1.760334,
            1.86285,
            1.679175
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            45.833333,
            50,
            41.666667,
            45.833333,
            50,
            41.666667
        ],
        [
            2.1435,
            1.956365,
            2.376987,
            2.080395,
            1.86285,
            2.350846
        ],
        [
            18141,
            18141,
            11036,
            19028,
            19028,
            17144
        ],
        [
            -4895,
            -4895,
            -4103,
            -7180,
            -7180,
            -6110
        ],
        [
            341,
            341,
            342,
            341,
            341,
            342
        ],
        [
            572,
            513,
            643,
            572,
            513,
            643
        ],
        [
            146,
            169,
            126,
            146,
            169,
            126
        ],
        [
            24606,
            12289,
            12317,
            24606,
            12289,
            12317
        ],
        [
            0,
            8.990951,
            0,
            0,
            8.990951,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72263,
            336325,
            139348,
            -72635,
            332374,
            161545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751295900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758874918138,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 230,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "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)