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Trade: AAVE/USDT/15/SINWMA/T3/8254

Strategy
AAVE/USDT/15/SINWMA/T3/8254
Pair
AAVE_USDT
Interval
15m
Score
510326
Daily Profit
0.547966
Profit Factor
1.723603
Profitability
60.550459
Streak
6.621610
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 01:25
Expiration Time
2025-12-26 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 142701.3804 76216.179 66485.2014 228841.4064 129005.9221 99835.4844
Total P&L (%) 142.7014 76.2162 66.4852 228.8414 129.0059 99.8355
Avg Daily Profit (%) 0.548 0.2927 0.2553 0.4582 0.3187 0.2662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33473 -24862 -53019 -81675 -53984 -104686
Profit Factor 1.7236 1.8706 1.6062 1.5637 1.7329 1.4342
Total Trades 109 54 55 109 54 55
Winning Trades 66 33 33 66 33 33
Losing Trades 43 21 22 43 21 22
Profitability (%) 60.5505 61.1111 60 60.5505 61.1111 60
Ratio Avg Win / Avg Loss 1.123 1.1904 1.0708 1.0188 1.1028 0.9561
Largest Winning Trade 24448 24448 14018 40075 40075 27321
Largest Losing Trade -21434 -14881 -21434 -45240 -34423 -45240
Avg Bars in Trades 220 219 221 220 219 221
Avg Bars in Winners 171 172 170 171 172 170
Avg Bars in Losers 295 291 298 295 291 298
Bars Traded 24022 11827 12195 24022 11827 12195
Profit Streak 6.6216 6.9445 6.6216 6.6216 6.9445 6.6216
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510326 -168473 -169677 466118 -168516 -172041
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737721800000,
    "first_datapoint_time": 1737967500000,
    "last_datapoint_time": 1760220900000,
    "evaluation_time": 1760221507089,
    "expiration_time": 1766700900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 229,
            "a": 0.65152
        }
    }
}
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": [
        [
            142701.380443807,
            76216.1790396574,
            66485.2014041496,
            228841.4064377903,
            129005.9220646194,
            99835.4843731709
        ],
        [
            142.70138,
            76.216179,
            66.485201,
            228.841406,
            129.005922,
            99.835484
        ],
        [
            0.547966,
            0.292666,
            0.2553,
            0.458156,
            0.318676,
            0.266203
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33473,
            -24862,
            -53019,
            -81675,
            -53984,
            -104686
        ],
        [
            1.723603,
            1.870635,
            1.606237,
            1.563695,
            1.732901,
            1.43417
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            60.550459,
            61.111111,
            60,
            60.550459,
            61.111111,
            60
        ],
        [
            1.122953,
            1.190404,
            1.070825,
            1.018771,
            1.102755,
            0.956113
        ],
        [
            24448,
            24448,
            14018,
            40075,
            40075,
            27321
        ],
        [
            -21434,
            -14881,
            -21434,
            -45240,
            -34423,
            -45240
        ],
        [
            220,
            219,
            221,
            220,
            219,
            221
        ],
        [
            171,
            172,
            170,
            171,
            172,
            170
        ],
        [
            295,
            291,
            298,
            295,
            291,
            298
        ],
        [
            24022,
            11827,
            12195,
            24022,
            11827,
            12195
        ],
        [
            6.62161,
            6.944526,
            6.62161,
            6.62161,
            6.944526,
            6.62161
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510326,
            -168473,
            -169677,
            466118,
            -168516,
            -172041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737721800000,
    "first_datapoint_time": 1737967500000,
    "last_datapoint_time": 1760220900000,
    "evaluation_time": 1760221507089,
    "expiration_time": 1766700900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 229,
            "a": 0.65152
        }
    }
}

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)