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Trade: AAVE/USDT/720/FWMA/ALMA/9851

Strategy
AAVE/USDT/720/FWMA/ALMA/9851
Pair
AAVE_USDT
Interval
12h
Score
650049
Daily Profit
0.174160
Profit Factor
6.222930
Profitability
86.666667
Streak
0.000000
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-08 04:35
Expiration Time
2025-12-01 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331201.8843 198552.3499 132649.5344 -773523.9317 2271426.4536 -3044950.3854
Total P&L (%) 331.2019 198.5524 132.6495 -773.5239 2271.4265 -3044.9504
Avg Daily Profit (%) 0.182 0.1091 0.0729 0 0.1742 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112849 -47128 -122308 -5115511 -236903 -5012742
Profit Factor 2.6606 3.989 1.9972 0.8637 6.2229 0.4188
Total Trades 60 30 30 60 30 30
Winning Trades 55 28 27 53 26 27
Losing Trades 5 2 3 7 4 3
Profitability (%) 91.6667 93.3333 90 88.3333 86.6667 90
Ratio Avg Win / Avg Loss 0.2419 0.2849 0.2219 0.1141 0.9574 0.0465
Largest Winning Trade 23450 23193 23450 544485 519915 544485
Largest Losing Trade -112849 -34136 -112849 -5012742 -163209 -5012742
Avg Bars in Trades 53 57 49 53 57 49
Avg Bars in Winners 32 42 21 34 38 30
Avg Bars in Losers 283 265 294 194 179 213
Bars Traded 3199 1729 1470 3199 1729 1470
Profit Streak 15.0664 1152.5664 15.0664 0 0 0
Trades During Streak 2 19 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157639 -36385 -89184 -749578 650049 -575964
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612051200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759887336764,
    "expiration_time": 1764597744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "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": [
        [
            331201.8842857506,
            198552.3499188472,
            132649.5343669033,
            -773523.9317472565,
            2271426.453617628,
            -3044950.3853648845
        ],
        [
            331.201884,
            198.55235,
            132.649534,
            -773.523932,
            2271.426454,
            -3044.950385
        ],
        [
            0.182029,
            0.109125,
            0.072904,
            0,
            0.17416,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112849,
            -47128,
            -122308,
            -5115511,
            -236903,
            -5012742
        ],
        [
            2.66061,
            3.989038,
            1.997222,
            0.863678,
            6.22293,
            0.418828
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            55,
            28,
            27,
            53,
            26,
            27
        ],
        [
            5,
            2,
            3,
            7,
            4,
            3
        ],
        [
            91.666667,
            93.333333,
            90,
            88.333333,
            86.666667,
            90
        ],
        [
            0.241874,
            0.284931,
            0.221914,
            0.114071,
            0.957374,
            0.046536
        ],
        [
            23450,
            23193,
            23450,
            544485,
            519915,
            544485
        ],
        [
            -112849,
            -34136,
            -112849,
            -5012742,
            -163209,
            -5012742
        ],
        [
            53,
            57,
            49,
            53,
            57,
            49
        ],
        [
            32,
            42,
            21,
            34,
            38,
            30
        ],
        [
            283,
            265,
            294,
            194,
            179,
            213
        ],
        [
            3199,
            1729,
            1470,
            3199,
            1729,
            1470
        ],
        [
            15.066398,
            1152.566398,
            15.066398,
            0,
            0,
            0
        ],
        [
            2,
            19,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157639,
            -36385,
            -89184,
            -749578,
            650049,
            -575964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612051200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759887336764,
    "expiration_time": 1764597744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "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)