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Trade: AAVE/USDT/15/LINREG/T3/5017

Strategy
AAVE/USDT/15/LINREG/T3/5017
Pair
AAVE_USDT
Interval
15m
Score
300960
Daily Profit
0.256675
Profit Factor
1.235568
Profitability
72.891566
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 18:16
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 66843.2283 43352.0849 23491.1434 51613.2146 40509.1761 11104.0385
Total P&L (%) 66.8432 43.3521 23.4911 51.6132 40.5092 11.104
Avg Daily Profit (%) 0.2567 0.1665 0.0902 0.1599 0.1307 0.0404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50789 -36187 -48894 -107366 -63697 -91348
Profit Factor 1.2356 1.2958 1.1713 1.1023 1.1547 1.0458
Total Trades 166 83 83 166 83 83
Winning Trades 121 61 60 121 61 60
Losing Trades 45 22 23 45 22 23
Profitability (%) 72.8916 73.494 72.2892 72.8916 73.494 72.2892
Ratio Avg Win / Avg Loss 0.4595 0.4673 0.449 0.41 0.4164 0.4009
Largest Winning Trade 17805 17805 11332 26879 26879 12344
Largest Losing Trade -19910 -14116 -19910 -34250 -26230 -34250
Avg Bars in Trades 147 151 143 147 151 143
Avg Bars in Winners 77 71 84 77 71 84
Avg Bars in Losers 335 374 298 335 374 298
Bars Traded 24505 12595 11910 24505 12595 11910
Profit Streak 0 0 13.3657 0 0 13.3657
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300960 194305 -108869 -101125 -71222 -440071
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": 1736434800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758986198162,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 231,
            "offset": 0,
            "a": 0.60868
        }
    }
}
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": [
        [
            66843.2283201776,
            43352.0849348686,
            23491.143385309,
            51613.2145960171,
            40509.1761016983,
            11104.0384943189
        ],
        [
            66.843228,
            43.352085,
            23.491143,
            51.613215,
            40.509176,
            11.104038
        ],
        [
            0.256675,
            0.16647,
            0.090205,
            0.159932,
            0.130683,
            0.040442
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50789,
            -36187,
            -48894,
            -107366,
            -63697,
            -91348
        ],
        [
            1.235568,
            1.295759,
            1.17125,
            1.10234,
            1.15465,
            1.045811
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            72.891566,
            73.493976,
            72.289157,
            72.891566,
            73.493976,
            72.289157
        ],
        [
            0.459509,
            0.467323,
            0.448979,
            0.409961,
            0.416431,
            0.400894
        ],
        [
            17805,
            17805,
            11332,
            26879,
            26879,
            12344
        ],
        [
            -19910,
            -14116,
            -19910,
            -34250,
            -26230,
            -34250
        ],
        [
            147,
            151,
            143,
            147,
            151,
            143
        ],
        [
            77,
            71,
            84,
            77,
            71,
            84
        ],
        [
            335,
            374,
            298,
            335,
            374,
            298
        ],
        [
            24505,
            12595,
            11910,
            24505,
            12595,
            11910
        ],
        [
            0,
            0,
            13.365719,
            0,
            0,
            13.365719
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300960,
            194305,
            -108869,
            -101125,
            -71222,
            -440071
        ]
    ]
}
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": 1736434800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758986198162,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 231,
            "offset": 0,
            "a": 0.60868
        }
    }
}

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)