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Trade: AAVE/USDT/15/MIDPRICE/FWMA/2896

Strategy
AAVE/USDT/15/MIDPRICE/FWMA/2896
Pair
AAVE_USDT
Interval
15m
Score
306478
Daily Profit
0.329279
Profit Factor
1.232060
Profitability
48.704663
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 13:37
Expiration Time
2025-12-17 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85750.8961 46757.7832 38993.1129 83686.0946 51660.2423 32025.8524
Total P&L (%) 85.7509 46.7578 38.9931 83.6861 51.6602 32.0259
Avg Daily Profit (%) 0.3293 0.1795 0.1497 0.2338 0.1601 0.1067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44203 -32780 -47158 -65591 -42271 -63764
Profit Factor 1.2321 1.254 1.2103 1.1681 1.2152 1.1242
Total Trades 386 193 193 386 193 193
Winning Trades 188 94 94 188 94 94
Losing Trades 198 99 99 198 99 99
Profitability (%) 48.7047 48.7047 48.7047 48.7047 48.7047 48.7047
Ratio Avg Win / Avg Loss 1.2976 1.3207 1.2747 1.2302 1.2799 1.184
Largest Winning Trade 19295 19295 16072 19759 16354 19759
Largest Losing Trade -20301 -14374 -20301 -28379 -21233 -28379
Avg Bars in Trades 63 62 64 63 62 64
Avg Bars in Winners 62 62 62 62 62 62
Avg Bars in Losers 63 61 66 63 61 66
Bars Traded 24464 11977 12487 24464 11977 12487
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306478 150597 94174 -27641 150424 -138809
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736988300000,
    "first_datapoint_time": 1737379800000,
    "last_datapoint_time": 1759487400000,
    "evaluation_time": 1759487825608,
    "expiration_time": 1765967400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 187,
            "offset": 249
        }
    }
}
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": [
        [
            85750.8961068971,
            46757.7832421997,
            38993.1128646973,
            83686.0946341862,
            51660.2422541002,
            32025.852380086
        ],
        [
            85.750896,
            46.757783,
            38.993113,
            83.686095,
            51.660242,
            32.025852
        ],
        [
            0.329279,
            0.179548,
            0.149732,
            0.233764,
            0.160051,
            0.106741
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44203,
            -32780,
            -47158,
            -65591,
            -42271,
            -63764
        ],
        [
            1.23206,
            1.254004,
            1.210277,
            1.168052,
            1.215213,
            1.124162
        ],
        [
            386,
            193,
            193,
            386,
            193,
            193
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            48.704663,
            48.704663,
            48.704663,
            48.704663,
            48.704663,
            48.704663
        ],
        [
            1.297595,
            1.320707,
            1.274653,
            1.230182,
            1.279852,
            1.183958
        ],
        [
            19295,
            19295,
            16072,
            19759,
            16354,
            19759
        ],
        [
            -20301,
            -14374,
            -20301,
            -28379,
            -21233,
            -28379
        ],
        [
            63,
            62,
            64,
            63,
            62,
            64
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            63,
            61,
            66,
            63,
            61,
            66
        ],
        [
            24464,
            11977,
            12487,
            24464,
            11977,
            12487
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306478,
            150597,
            94174,
            -27641,
            150424,
            -138809
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736988300000,
    "first_datapoint_time": 1737379800000,
    "last_datapoint_time": 1759487400000,
    "evaluation_time": 1759487825608,
    "expiration_time": 1765967400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 187,
            "offset": 249
        }
    }
}

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)