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Trade: AAVE/USDT/15/DCM/ZLMA/5370

Strategy
AAVE/USDT/15/DCM/ZLMA/5370
Pair
AAVE_USDT
Interval
15m
Score
337546
Daily Profit
0.374583
Profit Factor
1.351299
Profitability
69.406393
Streak
3.442294
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 02:21
Expiration Time
2025-12-17 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97548.7791 53981.1333 43567.6457 109054.0996 76998.7838 32055.3158
Total P&L (%) 97.5488 53.9811 43.5676 109.0541 76.9988 32.0553
Avg Daily Profit (%) 0.3746 0.2073 0.1673 0.2836 0.2195 0.1068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33358 -28055 -58983 -80406 -61173 -128063
Profit Factor 1.3513 1.3836 1.3181 1.2052 1.302 1.116
Total Trades 219 110 109 219 110 109
Winning Trades 152 78 74 152 78 74
Losing Trades 67 32 35 67 32 35
Profitability (%) 69.4064 70.9091 67.8899 69.4064 70.9091 67.8899
Ratio Avg Win / Avg Loss 0.5956 0.5676 0.6234 0.5313 0.5341 0.5278
Largest Winning Trade 13810 13810 9033 26279 26279 15032
Largest Losing Trade -18963 -16209 -18963 -44157 -35022 -44157
Avg Bars in Trades 111 113 108 111 113 108
Avg Bars in Winners 63 64 61 63 64 61
Avg Bars in Losers 219 235 205 219 235 205
Bars Traded 24319 12536 11783 24319 12536 11783
Profit Streak 3.4423 8.1819 0 3.4423 8.1819 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337546 303506 166459 277408 327755 -147250
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736947800000,
    "first_datapoint_time": 1737248400000,
    "last_datapoint_time": 1759446900000,
    "evaluation_time": 1759447314212,
    "expiration_time": 1765926900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 100,
            "offset": 235
        }
    }
}
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": [
        [
            97548.7790579158,
            53981.1333194439,
            43567.645738472,
            109054.0995650993,
            76998.7837603236,
            32055.3158047757
        ],
        [
            97.548779,
            53.981133,
            43.567646,
            109.0541,
            76.998784,
            32.055316
        ],
        [
            0.374583,
            0.207285,
            0.167298,
            0.283568,
            0.219491,
            0.106827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33358,
            -28055,
            -58983,
            -80406,
            -61173,
            -128063
        ],
        [
            1.351299,
            1.383578,
            1.318128,
            1.205237,
            1.301979,
            1.115984
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            152,
            78,
            74,
            152,
            78,
            74
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            69.406393,
            70.909091,
            67.889908,
            69.406393,
            70.909091,
            67.889908
        ],
        [
            0.595638,
            0.567622,
            0.623439,
            0.531256,
            0.534145,
            0.52783
        ],
        [
            13810,
            13810,
            9033,
            26279,
            26279,
            15032
        ],
        [
            -18963,
            -16209,
            -18963,
            -44157,
            -35022,
            -44157
        ],
        [
            111,
            113,
            108,
            111,
            113,
            108
        ],
        [
            63,
            64,
            61,
            63,
            64,
            61
        ],
        [
            219,
            235,
            205,
            219,
            235,
            205
        ],
        [
            24319,
            12536,
            11783,
            24319,
            12536,
            11783
        ],
        [
            3.442294,
            8.181877,
            0,
            3.442294,
            8.181877,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337546,
            303506,
            166459,
            277408,
            327755,
            -147250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736947800000,
    "first_datapoint_time": 1737248400000,
    "last_datapoint_time": 1759446900000,
    "evaluation_time": 1759447314212,
    "expiration_time": 1765926900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 100,
            "offset": 235
        }
    }
}

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)