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Trade: AAVE/USDT/15/SMA/HMA/5922

Strategy
AAVE/USDT/15/SMA/HMA/5922
Pair
AAVE_USDT
Interval
15m
Score
322674
Daily Profit
0.414281
Profit Factor
1.440913
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 19:37
Expiration Time
2025-12-20 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107887.1644 58742.8506 49144.3138 129948.5305 91222.5219 38726.0086
Total P&L (%) 107.8872 58.7429 49.1443 129.9485 91.2225 38.726
Avg Daily Profit (%) 0.4143 0.2256 0.1887 0.3203 0.2492 0.1258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39192 -25382 -48217 -70892 -41049 -90749
Profit Factor 1.4409 1.501 1.3856 1.3255 1.503 1.1778
Total Trades 125 62 63 125 62 63
Winning Trades 75 36 39 75 36 39
Losing Trades 50 26 24 50 26 24
Profitability (%) 60 58.0645 61.9048 60 58.0645 61.9048
Ratio Avg Win / Avg Loss 0.9606 1.0841 0.8527 0.8837 1.0855 0.7248
Largest Winning Trade 17004 17004 14860 22978 22978 20915
Largest Losing Trade -20287 -12691 -20287 -35535 -21903 -35535
Avg Bars in Trades 193 192 194 193 192 194
Avg Bars in Winners 142 131 152 142 131 152
Avg Bars in Losers 269 276 262 269 276 262
Bars Traded 24165 11921 12244 24165 11921 12244
Profit Streak 0 8.5885 0 0 8.5885 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322674 -145458 -141476 268352 -144493 -200642
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737269100000,
    "first_datapoint_time": 1737669600000,
    "last_datapoint_time": 1759768200000,
    "evaluation_time": 1759768647081,
    "expiration_time": 1766248200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 204,
            "offset": 229
        }
    }
}
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": [
        [
            107887.164408489,
            58742.8505948177,
            49144.3138136715,
            129948.5305052946,
            91222.5218928795,
            38726.008612415
        ],
        [
            107.887164,
            58.742851,
            49.144314,
            129.948531,
            91.222522,
            38.726009
        ],
        [
            0.414281,
            0.22557,
            0.188712,
            0.320259,
            0.249242,
            0.125772
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39192,
            -25382,
            -48217,
            -70892,
            -41049,
            -90749
        ],
        [
            1.440913,
            1.500993,
            1.385635,
            1.325494,
            1.502959,
            1.177754
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            75,
            36,
            39,
            75,
            36,
            39
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            60,
            58.064516,
            61.904762,
            60,
            58.064516,
            61.904762
        ],
        [
            0.960609,
            1.084051,
            0.852698,
            0.883663,
            1.08547,
            0.724772
        ],
        [
            17004,
            17004,
            14860,
            22978,
            22978,
            20915
        ],
        [
            -20287,
            -12691,
            -20287,
            -35535,
            -21903,
            -35535
        ],
        [
            193,
            192,
            194,
            193,
            192,
            194
        ],
        [
            142,
            131,
            152,
            142,
            131,
            152
        ],
        [
            269,
            276,
            262,
            269,
            276,
            262
        ],
        [
            24165,
            11921,
            12244,
            24165,
            11921,
            12244
        ],
        [
            0,
            8.588508,
            0,
            0,
            8.588508,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322674,
            -145458,
            -141476,
            268352,
            -144493,
            -200642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737269100000,
    "first_datapoint_time": 1737669600000,
    "last_datapoint_time": 1759768200000,
    "evaluation_time": 1759768647081,
    "expiration_time": 1766248200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 204,
            "offset": 229
        }
    }
}

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)