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Trade: AAVE/USDT/15/DEMA/DEMA/5313

Strategy
AAVE/USDT/15/DEMA/DEMA/5313
Pair
AAVE_USDT
Interval
15m
Score
327053
Daily Profit
0.327074
Profit Factor
1.303450
Profitability
69.811321
Streak
3.671356
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 09:06
Expiration Time
2025-12-18 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85176.6773 45546.8464 39629.8309 79627.8817 81482.9553 -1855.0736
Total P&L (%) 85.1767 45.5468 39.6298 79.6279 81.483 -1.8551
Avg Daily Profit (%) 0.3271 0.1749 0.1522 0.2252 0.2291 -0.0072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59969 -30773 -53400 -162031 -69825 -138349
Profit Factor 1.3035 1.3237 1.2831 1.129 1.2834 0.9944
Total Trades 159 79 80 159 79 80
Winning Trades 111 54 57 111 54 57
Losing Trades 48 25 23 48 25 23
Profitability (%) 69.8113 68.3544 71.25 69.8113 68.3544 71.25
Ratio Avg Win / Avg Loss 0.5637 0.6128 0.5178 0.4882 0.5942 0.4012
Largest Winning Trade 17621 17621 13128 19934 19934 16846
Largest Losing Trade -22235 -15358 -22235 -54621 -25994 -54621
Avg Bars in Trades 154 157 152 154 157 152
Avg Bars in Winners 109 112 107 109 112 107
Avg Bars in Losers 258 255 263 258 255 263
Bars Traded 24632 12437 12195 24632 12437 12195
Profit Streak 3.6714 10.6505 3.6714 3.6714 10.6505 3.6714
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327053 -20360 -15073 -70550 -18413 -599123
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737058500000,
    "first_datapoint_time": 1737260100000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759558005139,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 225,
            "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": [
        [
            85176.6773104701,
            45546.8463706019,
            39629.8309398681,
            79627.8817329341,
            81482.9553401788,
            -1855.0736072443
        ],
        [
            85.176677,
            45.546846,
            39.629831,
            79.627882,
            81.482955,
            -1.855074
        ],
        [
            0.327074,
            0.174898,
            0.152177,
            0.225166,
            0.22912,
            -0.00719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59969,
            -30773,
            -53400,
            -162031,
            -69825,
            -138349
        ],
        [
            1.30345,
            1.323657,
            1.283134,
            1.128971,
            1.283417,
            0.994377
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            111,
            54,
            57,
            111,
            54,
            57
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            69.811321,
            68.35443,
            71.25,
            69.811321,
            68.35443,
            71.25
        ],
        [
            0.563654,
            0.612804,
            0.517756,
            0.488204,
            0.594174,
            0.40124
        ],
        [
            17621,
            17621,
            13128,
            19934,
            19934,
            16846
        ],
        [
            -22235,
            -15358,
            -22235,
            -54621,
            -25994,
            -54621
        ],
        [
            154,
            157,
            152,
            154,
            157,
            152
        ],
        [
            109,
            112,
            107,
            109,
            112,
            107
        ],
        [
            258,
            255,
            263,
            258,
            255,
            263
        ],
        [
            24632,
            12437,
            12195,
            24632,
            12437,
            12195
        ],
        [
            3.671356,
            10.650522,
            3.671356,
            3.671356,
            10.650522,
            3.671356
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327053,
            -20360,
            -15073,
            -70550,
            -18413,
            -599123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737058500000,
    "first_datapoint_time": 1737260100000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759558005139,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 225,
            "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)