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Trade: AAVE/USDT/60/BBL/WMA/8503

Strategy
AAVE/USDT/60/BBL/WMA/8503
Pair
AAVE_USDT
Interval
1h
Score
375254
Daily Profit
0.227637
Profit Factor
2.171897
Profitability
64.444444
Streak
51.076909
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 23:50
Expiration Time
2025-12-16 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302253.2054 254610.3965 47642.8088 883866.5027 968171.1667 -84304.664
Total P&L (%) 302.2532 254.6104 47.6428 883.8665 968.1712 -84.3047
Avg Daily Profit (%) 0.2902 0.2444 0.0457 0.2197 0.2276 -0.1776
Buy And Hold Return (%) 357.9621 357.9621 357.9621 357.9621 357.9621 357.9621
Max Trade Drawdown -50703 -48503 -39707 -577145 -563974 -431472
Profit Factor 2.1525 2.7056 1.4217 1.5546 2.1719 0.8902
Total Trades 91 45 46 91 45 46
Winning Trades 56 29 27 56 29 27
Losing Trades 35 16 19 35 16 19
Profitability (%) 61.5385 64.4444 58.6957 61.5385 64.4444 58.6957
Ratio Avg Win / Avg Loss 1.3453 1.4927 1.0005 0.9716 1.1983 0.6264
Largest Winning Trade 31586 31586 21542 235214 235214 190369
Largest Losing Trade -48503 -48503 -28039 -563974 -563974 -310311
Avg Bars in Trades 252 448 60 252 448 60
Avg Bars in Winners 208 342 65 208 342 65
Avg Bars in Losers 321 640 53 321 640 53
Bars Traded 22934 20160 2774 22934 20160 2774
Profit Streak 0 51.0769 0 0 51.0769 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152664 -151223 -295572 221644 375254 -579577
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669435200000,
    "first_datapoint_time": 1670526000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759438244919,
    "expiration_time": 1765915200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 183,
            "offset": 0,
            "std": 4.05928
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "offset": 235
        }
    }
}
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": [
        [
            302253.2053790627,
            254610.3965476918,
            47642.8088313708,
            883866.5026514176,
            968171.1666809767,
            -84304.6640295589
        ],
        [
            302.253205,
            254.610397,
            47.642809,
            883.866503,
            968.171167,
            -84.304664
        ],
        [
            0.290162,
            0.244425,
            0.045737,
            0.219727,
            0.227637,
            -0.177615
        ],
        [
            357.962085,
            357.962085,
            357.962085,
            357.962085,
            357.962085,
            357.962085
        ],
        [
            -50703,
            -48503,
            -39707,
            -577145,
            -563974,
            -431472
        ],
        [
            2.152543,
            2.7056,
            1.42173,
            1.554602,
            2.171897,
            0.890162
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            61.538462,
            64.444444,
            58.695652,
            61.538462,
            64.444444,
            58.695652
        ],
        [
            1.345339,
            1.492745,
            1.000477,
            0.971627,
            1.198288,
            0.62641
        ],
        [
            31586,
            31586,
            21542,
            235214,
            235214,
            190369
        ],
        [
            -48503,
            -48503,
            -28039,
            -563974,
            -563974,
            -310311
        ],
        [
            252,
            448,
            60,
            252,
            448,
            60
        ],
        [
            208,
            342,
            65,
            208,
            342,
            65
        ],
        [
            321,
            640,
            53,
            321,
            640,
            53
        ],
        [
            22934,
            20160,
            2774,
            22934,
            20160,
            2774
        ],
        [
            0,
            51.076909,
            0,
            0,
            51.076909,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152664,
            -151223,
            -295572,
            221644,
            375254,
            -579577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669435200000,
    "first_datapoint_time": 1670526000000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759438244919,
    "expiration_time": 1765915200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 183,
            "offset": 0,
            "std": 4.05928
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "offset": 235
        }
    }
}

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)