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Trade: AAVE/USDT/15/JMA/BBU/6699

Strategy
AAVE/USDT/15/JMA/BBU/6699
Pair
AAVE_USDT
Interval
15m
Score
303118
Daily Profit
0.490209
Profit Factor
1.406135
Profitability
48.301887
Streak
1.110485
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 04:39
Expiration Time
2025-12-23 03:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127660.3463 69061.6675 58598.6788 167275.2213 88448.9567 78826.2646
Total P&L (%) 127.6603 69.0617 58.5987 167.2752 88.449 78.8263
Avg Daily Profit (%) 0.4902 0.2652 0.225 0.3782 0.2436 0.2234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51581 -43644 -18330 -77800 -64160 -35831
Profit Factor 1.4061 1.3108 1.6361 1.2778 1.2073 1.4491
Total Trades 265 132 133 265 132 133
Winning Trades 128 61 67 128 61 67
Losing Trades 137 71 66 137 71 66
Profitability (%) 48.3019 46.2121 50.3759 48.3019 46.2121 50.3759
Ratio Avg Win / Avg Loss 1.505 1.5257 1.6117 1.3676 1.4052 1.4275
Largest Winning Trade 27123 27123 14256 52848 52848 15314
Largest Losing Trade -17596 -17596 -3608 -31462 -31462 -8712
Avg Bars in Trades 92 157 27 92 157 27
Avg Bars in Winners 100 171 35 100 171 35
Avg Bars in Losers 85 146 20 85 146 20
Bars Traded 24558 20845 3713 24558 20845 3713
Profit Streak 1.1105 0 2.7772 1.1105 0 2.7772
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303118 226947 298550 200417 159784 239728
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737474300000,
    "first_datapoint_time": 1737679500000,
    "last_datapoint_time": 1759973400000,
    "evaluation_time": 1759973945895,
    "expiration_time": 1766453400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 1.99935
        }
    }
}
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": [
        [
            127660.3463406495,
            69061.6675306688,
            58598.6788099807,
            167275.2213122556,
            88448.9567329504,
            78826.2645793052
        ],
        [
            127.660346,
            69.061668,
            58.598679,
            167.275221,
            88.448957,
            78.826265
        ],
        [
            0.490209,
            0.265193,
            0.225016,
            0.378222,
            0.243617,
            0.223444
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51581,
            -43644,
            -18330,
            -77800,
            -64160,
            -35831
        ],
        [
            1.406135,
            1.310803,
            1.636073,
            1.277759,
            1.207278,
            1.449113
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            137,
            71,
            66,
            137,
            71,
            66
        ],
        [
            48.301887,
            46.212121,
            50.37594,
            48.301887,
            46.212121,
            50.37594
        ],
        [
            1.505004,
            1.525688,
            1.611654,
            1.367601,
            1.405192,
            1.427484
        ],
        [
            27123,
            27123,
            14256,
            52848,
            52848,
            15314
        ],
        [
            -17596,
            -17596,
            -3608,
            -31462,
            -31462,
            -8712
        ],
        [
            92,
            157,
            27,
            92,
            157,
            27
        ],
        [
            100,
            171,
            35,
            100,
            171,
            35
        ],
        [
            85,
            146,
            20,
            85,
            146,
            20
        ],
        [
            24558,
            20845,
            3713,
            24558,
            20845,
            3713
        ],
        [
            1.110485,
            0,
            2.777151,
            1.110485,
            0,
            2.777152
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303118,
            226947,
            298550,
            200417,
            159784,
            239728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737474300000,
    "first_datapoint_time": 1737679500000,
    "last_datapoint_time": 1759973400000,
    "evaluation_time": 1759973945895,
    "expiration_time": 1766453400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 1.99935
        }
    }
}

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)