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Trade: AAVE/USDT/15/MIDPOINT/T3/3859

Strategy
AAVE/USDT/15/MIDPOINT/T3/3859
Pair
AAVE_USDT
Interval
15m
Score
314215
Daily Profit
0.264024
Profit Factor
1.292000
Profitability
70.212766
Streak
7.779355
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 23:42
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 68757.1913 46124.6682 22632.5231 61124.3769 50883.3215 10241.0554
Total P&L (%) 68.7572 46.1247 22.6325 61.1244 50.8833 10.2411
Avg Daily Profit (%) 0.264 0.1771 0.0869 0.1833 0.1581 0.0374
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37490 -40236 -46060 -71829 -69327 -85446
Profit Factor 1.292 1.3832 1.1966 1.1491 1.2446 1.0507
Total Trades 141 70 71 141 70 71
Winning Trades 99 50 49 99 50 49
Losing Trades 42 20 22 42 20 22
Profitability (%) 70.2128 71.4286 69.0141 70.2128 71.4286 69.0141
Ratio Avg Win / Avg Loss 0.5481 0.5533 0.5373 0.4875 0.4978 0.4718
Largest Winning Trade 15168 15168 8578 22896 22896 11925
Largest Losing Trade -18836 -18836 -18551 -31243 -30401 -31243
Avg Bars in Trades 170 170 170 170 170 170
Avg Bars in Winners 82 80 83 82 80 83
Avg Bars in Losers 379 397 363 379 397 363
Bars Traded 24058 11961 12096 24058 11961 12096
Profit Streak 7.7794 0 11.4148 7.7794 0 11.4148
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314215 -88124 -172967 -49026 -88731 -552538

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": 1736351100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758832936306,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 138,
            "offset": 0,
            "a": 0.02742
        }
    }
}
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": [
        [
            68757.1912668611,
            46124.6681976601,
            22632.5230692009,
            61124.3768726849,
            50883.3214748502,
            10241.0553978348
        ],
        [
            68.757191,
            46.124668,
            22.632523,
            61.124377,
            50.883321,
            10.241055
        ],
        [
            0.264024,
            0.177116,
            0.086908,
            0.183336,
            0.158076,
            0.037446
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37490,
            -40236,
            -46060,
            -71829,
            -69327,
            -85446
        ],
        [
            1.292,
            1.383241,
            1.196606,
            1.149096,
            1.244577,
            1.050718
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            70.212766,
            71.428571,
            69.014085,
            70.212766,
            71.428571,
            69.014085
        ],
        [
            0.548121,
            0.553296,
            0.537252,
            0.487495,
            0.497831,
            0.471751
        ],
        [
            15168,
            15168,
            8578,
            22896,
            22896,
            11925
        ],
        [
            -18836,
            -18836,
            -18551,
            -31243,
            -30401,
            -31243
        ],
        [
            170,
            170,
            170,
            170,
            170,
            170
        ],
        [
            82,
            80,
            83,
            82,
            80,
            83
        ],
        [
            379,
            397,
            363,
            379,
            397,
            363
        ],
        [
            24058,
            11961,
            12096,
            24058,
            11961,
            12096
        ],
        [
            7.779355,
            0,
            11.414772,
            7.779355,
            0,
            11.414772
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314215,
            -88124,
            -172967,
            -49026,
            -88731,
            -552538
        ]
    ]
}
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": 1736351100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758832936306,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 138,
            "offset": 0,
            "a": 0.02742
        }
    }
}

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)