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Trade: AAVE/USDT/15/KCL/WMA/7663

Strategy
AAVE/USDT/15/KCL/WMA/7663
Pair
AAVE_USDT
Interval
15m
Score
303452
Daily Profit
0.220228
Profit Factor
1.201198
Profitability
68.715084
Streak
8.029635
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 14:42
Expiration Time
2025-12-25 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 57351.7782 38428.1489 18923.6293 39271.3359 40699.6661 -1428.3303
Total P&L (%) 57.3518 38.4281 18.9236 39.2713 40.6997 -1.4283
Avg Daily Profit (%) 0.2202 0.1476 0.0727 0.1273 0.1312 -0.0055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55965 -51423 -34874 -99157 -55321 -58989
Profit Factor 1.2012 1.2252 1.1654 1.105 1.1905 0.9911
Total Trades 179 89 90 179 89 90
Winning Trades 123 63 60 123 63 60
Losing Trades 56 26 30 56 26 30
Profitability (%) 68.7151 70.7865 66.6667 68.7151 70.7865 66.6667
Ratio Avg Win / Avg Loss 0.5469 0.5057 0.5827 0.5031 0.4913 0.4955
Largest Winning Trade 9077 9077 8783 13839 13839 11667
Largest Losing Trade -19061 -18558 -19061 -27686 -23404 -27686
Avg Bars in Trades 134 173 95 134 173 95
Avg Bars in Winners 81 100 61 81 100 61
Avg Bars in Losers 249 351 161 249 351 161
Bars Traded 24013 15440 8573 24013 15440 8573
Profit Streak 8.0296 14.4776 8.0296 8.0296 14.4776 8.0296
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303452 86235 -141540 -128425 -29863 -578491
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737683100000,
    "first_datapoint_time": 1737899100000,
    "last_datapoint_time": 1760182200000,
    "evaluation_time": 1760182960443,
    "expiration_time": 1766662200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 41,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "offset": 70
        }
    }
}
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": [
        [
            57351.7781887283,
            38428.1488829051,
            18923.6293058232,
            39271.3358811323,
            40699.6661443779,
            -1428.3302632457
        ],
        [
            57.351778,
            38.428149,
            18.923629,
            39.271336,
            40.699666,
            -1.42833
        ],
        [
            0.220228,
            0.147562,
            0.072666,
            0.127281,
            0.131204,
            -0.005524
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55965,
            -51423,
            -34874,
            -99157,
            -55321,
            -58989
        ],
        [
            1.201198,
            1.22524,
            1.165356,
            1.10499,
            1.190458,
            0.991093
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            68.715084,
            70.786517,
            66.666667,
            68.715084,
            70.786517,
            66.666667
        ],
        [
            0.546887,
            0.505655,
            0.582678,
            0.503085,
            0.4913,
            0.495546
        ],
        [
            9077,
            9077,
            8783,
            13839,
            13839,
            11667
        ],
        [
            -19061,
            -18558,
            -19061,
            -27686,
            -23404,
            -27686
        ],
        [
            134,
            173,
            95,
            134,
            173,
            95
        ],
        [
            81,
            100,
            61,
            81,
            100,
            61
        ],
        [
            249,
            351,
            161,
            249,
            351,
            161
        ],
        [
            24013,
            15440,
            8573,
            24013,
            15440,
            8573
        ],
        [
            8.029635,
            14.477551,
            8.029635,
            8.029635,
            14.477551,
            8.029635
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303452,
            86235,
            -141540,
            -128425,
            -29863,
            -578491
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737683100000,
    "first_datapoint_time": 1737899100000,
    "last_datapoint_time": 1760182200000,
    "evaluation_time": 1760182960443,
    "expiration_time": 1766662200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 41,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "offset": 70
        }
    }
}

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)