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Trade: AAVE/USDT/720/PWMA/WMA/5116

Strategy
AAVE/USDT/720/PWMA/WMA/5116
Pair
AAVE_USDT
Interval
12h
Score
413396
Daily Profit
0.242375
Profit Factor
2.729275
Profitability
53.658537
Streak
59.673196
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-26 19:09
Expiration Time
2025-11-17 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495576.6792 437729.0642 57847.6149 574461.8143 1968276.7679 -1393814.9536
Total P&L (%) 495.5767 437.7291 57.8476 574.4618 1968.2768 -1393.815
Avg Daily Profit (%) 0.2744 0.2424 0.032 0.1057 0.1679 0
Buy And Hold Return (%) 150.6385 150.6385 150.6385 150.6385 150.6385 150.6385
Max Trade Drawdown -145917 -58280 -139307 -2816824 -475100 -2911201
Profit Factor 1.9076 2.7293 1.1975 1.078 1.7322 0.7022
Total Trades 81 41 40 81 41 40
Winning Trades 48 22 26 48 22 26
Losing Trades 33 19 14 33 19 14
Profitability (%) 59.2593 53.6585 65 59.2593 53.6585 65
Ratio Avg Win / Avg Loss 1.3115 2.3571 0.6448 0.7411 1.496 0.3781
Largest Winning Trade 227148 227148 44288 701690 701690 520612
Largest Losing Trade -47097 -35208 -47097 -1000412 -449068 -1000412
Avg Bars in Trades 42 43 40 42 43 40
Avg Bars in Winners 48 52 44 48 52 44
Avg Bars in Losers 33 32 33 33 32 33
Bars Traded 3405 1779 1626 3405 1779 1626
Profit Streak 37.6732 59.6732 37.6732 37.6732 59.6732 37.6732
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -5452 413396 -318314 -203580 411215 -578260

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902964123,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "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": [
        [
            495576.6791545659,
            437729.0642399408,
            57847.6149146247,
            574461.8142888801,
            1968276.7678869928,
            -1393814.9535981133
        ],
        [
            495.576679,
            437.729064,
            57.847615,
            574.461814,
            1968.276768,
            -1393.814954
        ],
        [
            0.274406,
            0.242375,
            0.032031,
            0.105745,
            0.167876,
            0
        ],
        [
            150.638515,
            150.638515,
            150.638515,
            150.638515,
            150.638515,
            150.638515
        ],
        [
            -145917,
            -58280,
            -139307,
            -2816824,
            -475100,
            -2911201
        ],
        [
            1.907576,
            2.729275,
            1.197489,
            1.077967,
            1.732173,
            0.702162
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            59.259259,
            53.658537,
            65,
            59.259259,
            53.658537,
            65
        ],
        [
            1.311459,
            2.357101,
            0.644802,
            0.741102,
            1.495967,
            0.378087
        ],
        [
            227148,
            227148,
            44288,
            701690,
            701690,
            520612
        ],
        [
            -47097,
            -35208,
            -47097,
            -1000412,
            -449068,
            -1000412
        ],
        [
            42,
            43,
            40,
            42,
            43,
            40
        ],
        [
            48,
            52,
            44,
            48,
            52,
            44
        ],
        [
            33,
            32,
            33,
            33,
            32,
            33
        ],
        [
            3405,
            1779,
            1626,
            3405,
            1779,
            1626
        ],
        [
            37.673196,
            59.673196,
            37.673196,
            37.673196,
            59.673196,
            37.673196
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5452,
            413396,
            -318314,
            -203580,
            411215,
            -578260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902964123,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "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)