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Trade: AAVE/USDT/15/BBL/PWMA/8468

Strategy
AAVE/USDT/15/BBL/PWMA/8468
Pair
AAVE_USDT
Interval
15m
Score
324045
Daily Profit
0.302931
Profit Factor
1.250327
Profitability
58.549223
Streak
7.391612
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 12:23
Expiration Time
2025-12-21 11:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78889.3462 44236.6076 34652.7386 67469.8592 53210.1744 14259.6848
Total P&L (%) 78.8893 44.2366 34.6527 67.4699 53.2102 14.2597
Avg Daily Profit (%) 0.3029 0.1699 0.1331 0.1982 0.164 0.0512
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36992 -57215 -21335 -46414 -52059 -33779
Profit Factor 1.2503 1.2221 1.2989 1.1695 1.2173 1.0931
Total Trades 193 97 96 193 97 96
Winning Trades 113 55 58 113 55 58
Losing Trades 80 42 38 80 42 38
Profitability (%) 58.5492 56.701 60.4167 58.5492 56.701 60.4167
Ratio Avg Win / Avg Loss 0.8852 0.9332 0.851 0.8279 0.9296 0.7162
Largest Winning Trade 18046 18046 10389 24719 24719 8408
Largest Losing Trade -20787 -20787 -16509 -22024 -20431 -22024
Avg Bars in Trades 127 195 60 127 195 60
Avg Bars in Winners 91 137 48 91 137 48
Avg Bars in Losers 179 271 78 179 271 78
Bars Traded 24703 18937 5766 24703 18937 5766
Profit Streak 7.3916 10.277 7.3916 7.3916 10.277 7.3916
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324045 151825 -18872 -25946 175099 -276807
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737329400000,
    "first_datapoint_time": 1737540000000,
    "last_datapoint_time": 1759828500000,
    "evaluation_time": 1759829035323,
    "expiration_time": 1766308500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 2.34227
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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": [
        [
            78889.3461910782,
            44236.6075687076,
            34652.7386223707,
            67469.859206344,
            53210.1744273643,
            14259.6847789798
        ],
        [
            78.889346,
            44.236608,
            34.652739,
            67.469859,
            53.210174,
            14.259685
        ],
        [
            0.302931,
            0.169866,
            0.133065,
            0.198197,
            0.163962,
            0.051201
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36992,
            -57215,
            -21335,
            -46414,
            -52059,
            -33779
        ],
        [
            1.250327,
            1.222079,
            1.298854,
            1.169476,
            1.217277,
            1.093071
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            58.549223,
            56.701031,
            60.416667,
            58.549223,
            56.701031,
            60.416667
        ],
        [
            0.885187,
            0.933224,
            0.850974,
            0.827948,
            0.929557,
            0.71615
        ],
        [
            18046,
            18046,
            10389,
            24719,
            24719,
            8408
        ],
        [
            -20787,
            -20787,
            -16509,
            -22024,
            -20431,
            -22024
        ],
        [
            127,
            195,
            60,
            127,
            195,
            60
        ],
        [
            91,
            137,
            48,
            91,
            137,
            48
        ],
        [
            179,
            271,
            78,
            179,
            271,
            78
        ],
        [
            24703,
            18937,
            5766,
            24703,
            18937,
            5766
        ],
        [
            7.391612,
            10.277029,
            7.391612,
            7.391612,
            10.277029,
            7.391613
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324045,
            151825,
            -18872,
            -25946,
            175099,
            -276807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737329400000,
    "first_datapoint_time": 1737540000000,
    "last_datapoint_time": 1759828500000,
    "evaluation_time": 1759829035323,
    "expiration_time": 1766308500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 2.34227
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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)