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Trade: AAVE/USDT/15/KCL/TEMA/6661

Strategy
AAVE/USDT/15/KCL/TEMA/6661
Pair
AAVE_USDT
Interval
15m
Score
408377
Daily Profit
0.378261
Profit Factor
1.371634
Profitability
68.211921
Streak
9.460845
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 13:18
Expiration Time
2025-12-26 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98506.7825 59167.2565 39339.526 105938.9389 82879.3575 23059.5814
Total P&L (%) 98.5068 59.1673 39.3395 105.9389 82.8794 23.0596
Avg Daily Profit (%) 0.3783 0.2272 0.1511 0.2778 0.2321 0.0797
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37136 -26758 -29643 -73245 -41708 -54991
Profit Factor 1.3716 1.3576 1.395 1.258 1.3491 1.1331
Total Trades 151 75 76 151 75 76
Winning Trades 103 52 51 103 52 51
Losing Trades 48 23 25 48 23 25
Profitability (%) 68.2119 69.3333 67.1053 68.2119 69.3333 67.1053
Ratio Avg Win / Avg Loss 0.6392 0.6005 0.6838 0.5862 0.5967 0.5554
Largest Winning Trade 15744 15744 8237 16036 16036 10778
Largest Losing Trade -20075 -20075 -18362 -31487 -26274 -31487
Avg Bars in Trades 159 214 104 159 214 104
Avg Bars in Winners 115 153 75 115 153 75
Avg Bars in Losers 253 351 163 253 351 163
Bars Traded 24037 16081 7956 24037 16081 7956
Profit Streak 9.4608 18.5442 9.4608 9.4608 18.5442 9.4608
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408377 -48097 -43329 352461 -47384 -214403
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737764100000,
    "first_datapoint_time": 1738069200000,
    "last_datapoint_time": 1760263200000,
    "evaluation_time": 1760264317051,
    "expiration_time": 1766743200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 228,
            "offset": 112
        }
    }
}
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": [
        [
            98506.7824678237,
            59167.2564981325,
            39339.5259696912,
            105938.9388854349,
            82879.3574941307,
            23059.5813913043
        ],
        [
            98.506782,
            59.167256,
            39.339526,
            105.938939,
            82.879357,
            23.059581
        ],
        [
            0.378261,
            0.227199,
            0.151062,
            0.277787,
            0.23207,
            0.07971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37136,
            -26758,
            -29643,
            -73245,
            -41708,
            -54991
        ],
        [
            1.371634,
            1.357558,
            1.395022,
            1.257991,
            1.349135,
            1.133104
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            68.211921,
            69.333333,
            67.105263,
            68.211921,
            69.333333,
            67.105263
        ],
        [
            0.639208,
            0.600458,
            0.683834,
            0.586248,
            0.596733,
            0.555443
        ],
        [
            15744,
            15744,
            8237,
            16036,
            16036,
            10778
        ],
        [
            -20075,
            -20075,
            -18362,
            -31487,
            -26274,
            -31487
        ],
        [
            159,
            214,
            104,
            159,
            214,
            104
        ],
        [
            115,
            153,
            75,
            115,
            153,
            75
        ],
        [
            253,
            351,
            163,
            253,
            351,
            163
        ],
        [
            24037,
            16081,
            7956,
            24037,
            16081,
            7956
        ],
        [
            9.460845,
            18.544179,
            9.460845,
            9.460845,
            18.544179,
            9.460845
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408377,
            -48097,
            -43329,
            352461,
            -47384,
            -214403
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737764100000,
    "first_datapoint_time": 1738069200000,
    "last_datapoint_time": 1760263200000,
    "evaluation_time": 1760264317051,
    "expiration_time": 1766743200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 228,
            "offset": 112
        }
    }
}

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)