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Trade: AAVE/USDT/720/BBL/DEMA/6066

Strategy
AAVE/USDT/720/BBL/DEMA/6066
Pair
AAVE_USDT
Interval
12h
Score
409459
Daily Profit
0.154890
Profit Factor
1.393668
Profitability
62.162162
Streak
55.146104
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-06 18:30
Expiration Time
2025-11-30 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281589.2959 196200.6856 85388.6103 349075.8646 256794.0341 92281.8305
Total P&L (%) 281.5893 196.2007 85.3886 349.0759 256.794 92.2818
Avg Daily Profit (%) 0.1549 0.1079 0.047 0.0827 0.07 0.036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101100 -107123 -61542 -190701 -206521 -183949
Profit Factor 1.3937 1.6283 1.2119 1.2657 1.4153 1.1327
Total Trades 296 148 148 296 148 148
Winning Trades 184 88 96 184 88 96
Losing Trades 112 60 52 112 60 52
Profitability (%) 62.1622 59.4595 64.8649 62.1622 59.4595 64.8649
Ratio Avg Win / Avg Loss 0.8483 1.1102 0.6564 0.7704 0.965 0.6135
Largest Winning Trade 26097 26097 19254 56678 56678 40013
Largest Losing Trade -45916 -45916 -44963 -174091 -174091 -159127
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 6 5 7 6 5 7
Avg Bars in Losers 19 22 15 19 22 15
Bars Traded 3272 1784 1488 3272 1784 1488
Profit Streak 55.1461 56.1461 55.1461 55.1461 56.1461 55.1461
Trades During Streak 14 7 7 14 7 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409459 -44002 -128664 -79244 -97426 -217442
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1613260800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764623410,
    "expiration_time": 1764464256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 2,
            "offset": 0,
            "std": 3.15246
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "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": [
        [
            281589.2959184364,
            196200.6856482115,
            85388.6102702251,
            349075.8646443804,
            256794.0341135611,
            92281.8305308193
        ],
        [
            281.589296,
            196.200686,
            85.38861,
            349.075865,
            256.794034,
            92.281831
        ],
        [
            0.15489,
            0.107921,
            0.046968,
            0.082654,
            0.069991,
            0.035969
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101100,
            -107123,
            -61542,
            -190701,
            -206521,
            -183949
        ],
        [
            1.393668,
            1.628291,
            1.211872,
            1.265697,
            1.415289,
            1.132691
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            184,
            88,
            96,
            184,
            88,
            96
        ],
        [
            112,
            60,
            52,
            112,
            60,
            52
        ],
        [
            62.162162,
            59.459459,
            64.864865,
            62.162162,
            59.459459,
            64.864865
        ],
        [
            0.848319,
            1.110198,
            0.656431,
            0.770424,
            0.96497,
            0.613541
        ],
        [
            26097,
            26097,
            19254,
            56678,
            56678,
            40013
        ],
        [
            -45916,
            -45916,
            -44963,
            -174091,
            -174091,
            -159127
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            6,
            5,
            7,
            6,
            5,
            7
        ],
        [
            19,
            22,
            15,
            19,
            22,
            15
        ],
        [
            3272,
            1784,
            1488,
            3272,
            1784,
            1488
        ],
        [
            55.146104,
            56.146104,
            55.146104,
            55.146104,
            56.146104,
            55.146104
        ],
        [
            14,
            7,
            7,
            14,
            7,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409459,
            -44002,
            -128664,
            -79244,
            -97426,
            -217442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1613260800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764623410,
    "expiration_time": 1764464256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 2,
            "offset": 0,
            "std": 3.15246
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "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)