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Trade: AAVE/USDT/15/RMA/MIDPRICE/7899

Strategy
AAVE/USDT/15/RMA/MIDPRICE/7899
Pair
AAVE_USDT
Interval
15m
Score
473197
Daily Profit
0.591706
Profit Factor
1.850543
Profitability
67.647059
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 07:49
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 154092.1798 86233.3142 67858.8655 269024.0298 161831.6368 107192.393
Total P&L (%) 154.0922 86.2333 67.8589 269.024 161.8316 107.1924
Avg Daily Profit (%) 0.5917 0.3311 0.2606 0.5026 0.3703 0.2801
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36065 -22771 -28661 -95535 -62114 -80307
Profit Factor 1.8505 1.9832 1.7261 1.5391 1.686 1.4073
Total Trades 102 51 51 102 51 51
Winning Trades 69 31 38 69 31 38
Losing Trades 33 20 13 33 20 13
Profitability (%) 67.6471 60.7843 74.5098 67.6471 60.7843 74.5098
Ratio Avg Win / Avg Loss 0.885 1.2795 0.5905 0.7361 1.0878 0.4815
Largest Winning Trade 23776 23776 19661 49415 49415 34149
Largest Losing Trade -18384 -12178 -18384 -47344 -35840 -47344
Avg Bars in Trades 239 235 243 239 235 243
Avg Bars in Winners 157 141 170 157 141 170
Avg Bars in Losers 412 381 460 412 381 460
Bars Traded 24453 12010 12443 24453 12010 12443
Profit Streak 0 0 11.4509 0 0 11.4509
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473197 -168654 -169150 414984 -168893 -170261

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": 1736550000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758862155060,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "offset": 166
        }
    }
}
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": [
        [
            154092.1797552709,
            86233.314241383,
            67858.865513888,
            269024.0297730674,
            161831.6367690282,
            107192.3930040391
        ],
        [
            154.09218,
            86.233314,
            67.858866,
            269.02403,
            161.831637,
            107.192393
        ],
        [
            0.591706,
            0.331132,
            0.260575,
            0.502638,
            0.370291,
            0.280123
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36065,
            -22771,
            -28661,
            -95535,
            -62114,
            -80307
        ],
        [
            1.850543,
            1.983152,
            1.726088,
            1.539085,
            1.686044,
            1.407347
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            67.647059,
            60.784314,
            74.509804,
            67.647059,
            60.784314,
            74.509804
        ],
        [
            0.885042,
            1.279453,
            0.590504,
            0.736084,
            1.08777,
            0.481461
        ],
        [
            23776,
            23776,
            19661,
            49415,
            49415,
            34149
        ],
        [
            -18384,
            -12178,
            -18384,
            -47344,
            -35840,
            -47344
        ],
        [
            239,
            235,
            243,
            239,
            235,
            243
        ],
        [
            157,
            141,
            170,
            157,
            141,
            170
        ],
        [
            412,
            381,
            460,
            412,
            381,
            460
        ],
        [
            24453,
            12010,
            12443,
            24453,
            12010,
            12443
        ],
        [
            0,
            0,
            11.450869,
            0,
            0,
            11.450869
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473197,
            -168654,
            -169150,
            414984,
            -168893,
            -170261
        ]
    ]
}
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": 1736550000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758862155060,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "offset": 166
        }
    }
}

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)