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Trade: AAVE/USDT/15/SMA/KCU/3817

Strategy
AAVE/USDT/15/SMA/KCU/3817
Pair
AAVE_USDT
Interval
15m
Score
473155
Daily Profit
0.523210
Profit Factor
1.764490
Profitability
68.421053
Streak
8.988328
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 17:43
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 136254.2528 83474.4481 52779.8047 202489.5632 135564.2852 66925.278
Total P&L (%) 136.2543 83.4744 52.7798 202.4896 135.5643 66.9253
Avg Daily Profit (%) 0.5232 0.3205 0.2027 0.4259 0.3296 0.1969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30279 -38980 -24863 -52153 -64077 -45945
Profit Factor 1.7645 1.7063 1.8791 1.5808 1.6169 1.5192
Total Trades 95 47 48 95 47 48
Winning Trades 65 30 35 65 30 35
Losing Trades 30 17 13 30 17 13
Profitability (%) 68.4211 63.8298 72.9167 68.4211 63.8298 72.9167
Ratio Avg Win / Avg Loss 0.8144 0.9669 0.6979 0.7296 0.9163 0.5643
Largest Winning Trade 21993 21993 18171 29390 29390 20433
Largest Losing Trade -27214 -27214 -17078 -44991 -44991 -31415
Avg Bars in Trades 250 392 111 250 392 111
Avg Bars in Winners 157 243 83 157 243 83
Avg Bars in Losers 451 654 185 451 654 185
Bars Traded 23791 18450 5341 23791 18450 5341
Profit Streak 8.9883 0 13.5196 8.9883 0 13.5196
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473155 345071 343836 427575 341637 338864
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": 1736442900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758984191548,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            136254.2528470553,
            83474.4481309301,
            52779.8047161252,
            202489.5632049571,
            135564.2851927632,
            66925.2780121941
        ],
        [
            136.254253,
            83.474448,
            52.779805,
            202.489563,
            135.564285,
            66.925278
        ],
        [
            0.52321,
            0.320538,
            0.202672,
            0.42594,
            0.329554,
            0.196944
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30279,
            -38980,
            -24863,
            -52153,
            -64077,
            -45945
        ],
        [
            1.76449,
            1.706285,
            1.879064,
            1.580805,
            1.616927,
            1.519225
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            68.421053,
            63.829787,
            72.916667,
            68.421053,
            63.829787,
            72.916667
        ],
        [
            0.81438,
            0.966895,
            0.697938,
            0.729603,
            0.916259,
            0.564283
        ],
        [
            21993,
            21993,
            18171,
            29390,
            29390,
            20433
        ],
        [
            -27214,
            -27214,
            -17078,
            -44991,
            -44991,
            -31415
        ],
        [
            250,
            392,
            111,
            250,
            392,
            111
        ],
        [
            157,
            243,
            83,
            157,
            243,
            83
        ],
        [
            451,
            654,
            185,
            451,
            654,
            185
        ],
        [
            23791,
            18450,
            5341,
            23791,
            18450,
            5341
        ],
        [
            8.988328,
            0,
            13.519578,
            8.988328,
            0,
            13.519578
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473155,
            345071,
            343836,
            427575,
            341637,
            338864
        ]
    ]
}
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": 1736442900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758984191548,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)