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Trade: AAVE/USDT/15/SINWMA/SMA/9826

Strategy
AAVE/USDT/15/SINWMA/SMA/9826
Pair
AAVE_USDT
Interval
15m
Score
421502
Daily Profit
0.496127
Profit Factor
1.637481
Profitability
63.157895
Streak
8.679518
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 03:18
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 129201.4475 79816.216 49385.2315 176503.5931 131938.948 44564.6451
Total P&L (%) 129.2014 79.8162 49.3852 176.5036 131.9389 44.5646
Avg Daily Profit (%) 0.4961 0.3065 0.1896 0.3913 0.3236 0.1416
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39333 -27116 -44169 -113186 -75520 -123372
Profit Factor 1.6375 1.784 1.4896 1.346 1.5435 1.1667
Total Trades 95 47 48 95 47 48
Winning Trades 60 27 33 60 27 33
Losing Trades 35 20 15 35 20 15
Profitability (%) 63.1579 57.4468 68.75 63.1579 57.4468 68.75
Ratio Avg Win / Avg Loss 0.9552 1.3215 0.6771 0.7852 1.1433 0.5303
Largest Winning Trade 22899 22899 20775 54207 54207 40719
Largest Losing Trade -22153 -17026 -22153 -56362 -40589 -56362
Avg Bars in Trades 253 251 256 253 251 256
Avg Bars in Winners 169 162 175 169 162 175
Avg Bars in Losers 397 370 433 397 370 433
Bars Traded 24098 11797 12301 24098 11797 12301
Profit Streak 8.6795 0 12.2212 8.6795 0 12.2212
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421502 376359 268712 330768 356403 -42877

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": 1736499600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758932310397,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 167,
            "offset": 136
        }
    }
}
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": [
        [
            129201.447508367,
            79816.216009457,
            49385.2314989101,
            176503.5930985126,
            131938.9480434454,
            44564.645055067
        ],
        [
            129.201448,
            79.816216,
            49.385231,
            176.503593,
            131.938948,
            44.564645
        ],
        [
            0.496127,
            0.30649,
            0.189637,
            0.391307,
            0.323579,
            0.141624
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39333,
            -27116,
            -44169,
            -113186,
            -75520,
            -123372
        ],
        [
            1.637481,
            1.783963,
            1.489623,
            1.346013,
            1.543487,
            1.166694
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            63.157895,
            57.446809,
            68.75,
            63.157895,
            57.446809,
            68.75
        ],
        [
            0.955197,
            1.321454,
            0.677101,
            0.785174,
            1.143324,
            0.530316
        ],
        [
            22899,
            22899,
            20775,
            54207,
            54207,
            40719
        ],
        [
            -22153,
            -17026,
            -22153,
            -56362,
            -40589,
            -56362
        ],
        [
            253,
            251,
            256,
            253,
            251,
            256
        ],
        [
            169,
            162,
            175,
            169,
            162,
            175
        ],
        [
            397,
            370,
            433,
            397,
            370,
            433
        ],
        [
            24098,
            11797,
            12301,
            24098,
            11797,
            12301
        ],
        [
            8.679518,
            0,
            12.221185,
            8.679518,
            0,
            12.221185
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421502,
            376359,
            268712,
            330768,
            356403,
            -42877
        ]
    ]
}
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": 1736499600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758932310397,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 167,
            "offset": 136
        }
    }
}

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)