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Trade: AAVE/USDT/15/BBL/SINWMA/2102

Strategy
AAVE/USDT/15/BBL/SINWMA/2102
Pair
AAVE_USDT
Interval
15m
Score
323473
Daily Profit
0.292721
Profit Factor
1.268231
Profitability
67.721519
Streak
5.625403
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 13:15
Expiration Time
2025-12-16 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 100340.7974 59628.5242 40712.2733 105496.3058 114082.1627 -8585.857
Total P&L (%) 100.3408 59.6285 40.7123 105.4963 114.0822 -8.5859
Avg Daily Profit (%) 0.3853 0.229 0.1563 0.277 0.2927 -0.0345
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52896 -42706 -44334 -164247 -84365 -127277
Profit Factor 1.2628 1.2769 1.2446 1.128 1.2682 0.9785
Total Trades 315 158 157 315 158 157
Winning Trades 215 107 108 215 107 108
Losing Trades 100 51 49 100 51 49
Profitability (%) 68.254 67.7215 68.7898 68.254 67.7215 68.7898
Ratio Avg Win / Avg Loss 0.5874 0.6086 0.5647 0.5247 0.6045 0.4439
Largest Winning Trade 13284 13284 11943 23449 21887 23449
Largest Losing Trade -19834 -15885 -19834 -54871 -41884 -54871
Avg Bars in Trades 78 98 58 78 98 58
Avg Bars in Winners 46 57 34 46 57 34
Avg Bars in Losers 147 184 110 147 184 110
Bars Traded 24724 15575 9149 24724 15575 9149
Profit Streak 2.115 5.6254 0 2.115 5.6254 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 289548 280871 161098 -72469 323473 -579470
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736900100000,
    "first_datapoint_time": 1737063900000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759400134779,
    "expiration_time": 1765879200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 1.50537
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 183,
            "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": [
        [
            100340.7974138232,
            59628.5241542091,
            40712.2732596142,
            105496.3057678793,
            114082.1627439997,
            -8585.8569761206
        ],
        [
            100.340797,
            59.628524,
            40.712273,
            105.496306,
            114.082163,
            -8.585857
        ],
        [
            0.385304,
            0.228971,
            0.156333,
            0.276958,
            0.292721,
            -0.034465
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52896,
            -42706,
            -44334,
            -164247,
            -84365,
            -127277
        ],
        [
            1.262817,
            1.276889,
            1.24461,
            1.127998,
            1.268231,
            0.978476
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            68.253968,
            67.721519,
            68.789809,
            68.253968,
            67.721519,
            68.789809
        ],
        [
            0.587357,
            0.608611,
            0.564684,
            0.52465,
            0.604484,
            0.443938
        ],
        [
            13284,
            13284,
            11943,
            23449,
            21887,
            23449
        ],
        [
            -19834,
            -15885,
            -19834,
            -54871,
            -41884,
            -54871
        ],
        [
            78,
            98,
            58,
            78,
            98,
            58
        ],
        [
            46,
            57,
            34,
            46,
            57,
            34
        ],
        [
            147,
            184,
            110,
            147,
            184,
            110
        ],
        [
            24724,
            15575,
            9149,
            24724,
            15575,
            9149
        ],
        [
            2.114986,
            5.625402,
            0,
            2.114986,
            5.625403,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289548,
            280871,
            161098,
            -72469,
            323473,
            -579470
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736900100000,
    "first_datapoint_time": 1737063900000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759400134779,
    "expiration_time": 1765879200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 1.50537
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 183,
            "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)