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Trade: AAVE/USDT/15/KCL/ALMA/2178

Strategy
AAVE/USDT/15/KCL/ALMA/2178
Pair
AAVE_USDT
Interval
15m
Score
315540
Daily Profit
0.367162
Profit Factor
1.346774
Profitability
65.714286
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 00:05
Expiration Time
2025-12-18 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95616.4246 61550.0001 34066.4246 90014.0821 72399.0631 17615.019
Total P&L (%) 95.6164 61.55 34.0664 90.0141 72.3991 17.615
Avg Daily Profit (%) 0.3672 0.2363 0.1308 0.2468 0.2094 0.0623
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45190 -42843 -34619 -82170 -67888 -64923
Profit Factor 1.3468 1.3465 1.3473 1.1909 1.2511 1.0962
Total Trades 140 70 70 140 70 70
Winning Trades 92 44 48 92 44 48
Losing Trades 48 26 22 48 26 22
Profitability (%) 65.7143 62.8571 68.5714 65.7143 62.8571 68.5714
Ratio Avg Win / Avg Loss 0.7027 0.7956 0.6175 0.6214 0.7393 0.5024
Largest Winning Trade 18880 18880 16121 28837 28837 17102
Largest Losing Trade -21343 -21343 -19351 -38835 -29204 -38835
Avg Bars in Trades 176 252 99 176 252 99
Avg Bars in Winners 123 169 82 123 169 82
Avg Bars in Losers 276 393 137 276 393 137
Bars Traded 24644 17673 6971 24644 17673 6971
Profit Streak 0 7.6079 0 0 7.6079 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315540 -86699 -115600 -3128 -86950 -327737
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737112500000,
    "first_datapoint_time": 1737279900000,
    "last_datapoint_time": 1759611600000,
    "evaluation_time": 1759611922123,
    "expiration_time": 1766091600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 187,
            "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": [
        [
            95616.4246464517,
            61550.0000551101,
            34066.4245913415,
            90014.0821227593,
            72399.0630992526,
            17615.0190235067
        ],
        [
            95.616425,
            61.55,
            34.066425,
            90.014082,
            72.399063,
            17.615019
        ],
        [
            0.367162,
            0.236349,
            0.130813,
            0.246801,
            0.209359,
            0.062321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45190,
            -42843,
            -34619,
            -82170,
            -67888,
            -64923
        ],
        [
            1.346774,
            1.346481,
            1.347305,
            1.190938,
            1.251112,
            1.096196
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            65.714286,
            62.857143,
            68.571429,
            65.714286,
            62.857143,
            68.571429
        ],
        [
            0.702665,
            0.795648,
            0.617515,
            0.621359,
            0.739293,
            0.502423
        ],
        [
            18880,
            18880,
            16121,
            28837,
            28837,
            17102
        ],
        [
            -21343,
            -21343,
            -19351,
            -38835,
            -29204,
            -38835
        ],
        [
            176,
            252,
            99,
            176,
            252,
            99
        ],
        [
            123,
            169,
            82,
            123,
            169,
            82
        ],
        [
            276,
            393,
            137,
            276,
            393,
            137
        ],
        [
            24644,
            17673,
            6971,
            24644,
            17673,
            6971
        ],
        [
            0,
            7.607895,
            0,
            0,
            7.607895,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315540,
            -86699,
            -115600,
            -3128,
            -86950,
            -327737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737112500000,
    "first_datapoint_time": 1737279900000,
    "last_datapoint_time": 1759611600000,
    "evaluation_time": 1759611922123,
    "expiration_time": 1766091600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 187,
            "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)