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Trade: AAVE/USDT/120/MIDPOINT/ALMA/2738

Strategy
AAVE/USDT/120/MIDPOINT/ALMA/2738
Pair
AAVE_USDT
Interval
2h
Score
367015
Daily Profit
0.265045
Profit Factor
1.643420
Profitability
42.857143
Streak
36.701982
Best Strategy
Training Data Length
1811.670000
Evaluation Time
2025-10-01 07:50
Expiration Time
2025-12-05 11:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 48155.1447 394482.2553 -346327.1105 419718.7877 -11575455.7215 11995174.5092
Total P&L (%) 48.1551 394.4823 -346.3271 419.7188 -11575.4557 11995.1745
Avg Daily Profit (%) 0.0266 0.2177 -0.1912 0.091 0 0.265
Buy And Hold Return (%) 703.4047 703.4047 703.4047 703.4047 703.4047 703.4047
Max Trade Drawdown -447647 -109087 -442268 -15784952 -12750667 -6712215
Profit Factor 1.0349 1.9913 0.6479 1.01 0.5048 1.6434
Total Trades 237 118 119 237 118 119
Winning Trades 144 68 76 108 57 51
Losing Trades 93 50 43 129 61 68
Profitability (%) 60.7595 57.6271 63.8655 45.5696 48.3051 42.8571
Ratio Avg Win / Avg Loss 0.6683 1.4642 0.3666 1.2064 0.5402 2.1912
Largest Winning Trade 51740 51740 37207 14679128 1674001 14679128
Largest Losing Trade -408487 -39380 -408487 -2628368 -2628368 -1550625
Avg Bars in Trades 90 83 97 90 83 97
Avg Bars in Winners 69 68 69 97 89 106
Avg Bars in Losers 122 102 146 84 77 90
Bars Traded 21422 9824 11598 21422 9824 11598
Profit Streak 14.1186 14.1186 36.702 14.1186 14.1186 36.702
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -502863 -153989 -577713 -445759 -581082 367015
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21740,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603864800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759294251225,
    "expiration_time": 1764926208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 91
        }
    }
}
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": [
        [
            48155.1447455433,
            394482.2552677217,
            -346327.1105221784,
            419718.787692694,
            -11575455.721501576,
            11995174.509194264
        ],
        [
            48.155145,
            394.482255,
            -346.327111,
            419.718788,
            -11575.455722,
            11995.174509
        ],
        [
            0.026581,
            0.217745,
            -0.191165,
            0.091014,
            0,
            0.265045
        ],
        [
            703.404658,
            703.404658,
            703.404658,
            703.404658,
            703.404658,
            703.404658
        ],
        [
            -447647,
            -109087,
            -442268,
            -15784952,
            -12750667,
            -6712215
        ],
        [
            1.034857,
            1.991281,
            0.647884,
            1.009989,
            0.504782,
            1.64342
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            144,
            68,
            76,
            108,
            57,
            51
        ],
        [
            93,
            50,
            43,
            129,
            61,
            68
        ],
        [
            60.759494,
            57.627119,
            63.865546,
            45.56962,
            48.305085,
            42.857143
        ],
        [
            0.668345,
            1.464177,
            0.366566,
            1.206376,
            0.540205,
            2.191227
        ],
        [
            51740,
            51740,
            37207,
            14679128,
            1674001,
            14679128
        ],
        [
            -408487,
            -39380,
            -408487,
            -2628368,
            -2628368,
            -1550625
        ],
        [
            90,
            83,
            97,
            90,
            83,
            97
        ],
        [
            69,
            68,
            69,
            97,
            89,
            106
        ],
        [
            122,
            102,
            146,
            84,
            77,
            90
        ],
        [
            21422,
            9824,
            11598,
            21422,
            9824,
            11598
        ],
        [
            14.118648,
            14.118648,
            36.701982,
            14.118648,
            14.118648,
            36.701982
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -502863,
            -153989,
            -577713,
            -445759,
            -581082,
            367015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21740,
    "evaluation_days": 1811.67,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603864800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759294251225,
    "expiration_time": 1764926208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 91
        }
    }
}

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)