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Trade: AAVE/USDT/15/JMA/BBU/2631

Strategy
AAVE/USDT/15/JMA/BBU/2631
Pair
AAVE_USDT
Interval
15m
Score
366125
Daily Profit
0.369354
Profit Factor
1.457266
Profitability
59.047619
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 20:11
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96187.0585 55743.7219 40443.3366 97583.5206 69304.1401 28279.3806
Total P&L (%) 96.1871 55.7437 40.4433 97.5835 69.3041 28.2794
Avg Daily Profit (%) 0.3694 0.2141 0.1553 0.2618 0.2024 0.0957
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31873 -43426 -18596 -79188 -57386 -46432
Profit Factor 1.4573 1.3272 2.0119 1.2651 1.2395 1.3592
Total Trades 105 52 53 105 52 53
Winning Trades 62 30 32 62 30 32
Losing Trades 43 22 21 43 22 21
Profitability (%) 59.0476 57.6923 60.3774 59.0476 57.6923 60.3774
Ratio Avg Win / Avg Loss 1.0107 0.9733 1.3203 0.8774 0.909 0.892
Largest Winning Trade 20928 20928 12999 43954 43954 11935
Largest Losing Trade -20549 -20549 -5184 -39347 -39347 -14153
Avg Bars in Trades 229 430 32 229 430 32
Avg Bars in Winners 167 311 31 167 311 31
Avg Bars in Losers 320 592 34 320 592 34
Bars Traded 24119 22390 1729 24119 22390 1729
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366125 -175079 -172337 230767 -174811 -249828

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736370900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758906703970,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.46031
        }
    }
}
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": [
        [
            96187.0585018178,
            55743.7219492635,
            40443.3365525542,
            97583.520645923,
            69304.1400909469,
            28279.3805549761
        ],
        [
            96.187059,
            55.743722,
            40.443337,
            97.583521,
            69.30414,
            28.279381
        ],
        [
            0.369354,
            0.214053,
            0.1553,
            0.261839,
            0.202388,
            0.095676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31873,
            -43426,
            -18596,
            -79188,
            -57386,
            -46432
        ],
        [
            1.457266,
            1.327167,
            2.011856,
            1.265104,
            1.239499,
            1.359221
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            59.047619,
            57.692308,
            60.377358,
            59.047619,
            57.692308,
            60.377358
        ],
        [
            1.010684,
            0.973256,
            1.32028,
            0.877411,
            0.908966,
            0.891989
        ],
        [
            20928,
            20928,
            12999,
            43954,
            43954,
            11935
        ],
        [
            -20549,
            -20549,
            -5184,
            -39347,
            -39347,
            -14153
        ],
        [
            229,
            430,
            32,
            229,
            430,
            32
        ],
        [
            167,
            311,
            31,
            167,
            311,
            31
        ],
        [
            320,
            592,
            34,
            320,
            592,
            34
        ],
        [
            24119,
            22390,
            1729,
            24119,
            22390,
            1729
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366125,
            -175079,
            -172337,
            230767,
            -174811,
            -249828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736370900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758906703970,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.46031
        }
    }
}

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)