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Trade: AAVE/USDT/15/ZLMA/KCB/8704

Strategy
AAVE/USDT/15/ZLMA/KCB/8704
Pair
AAVE_USDT
Interval
15m
Score
312979
Daily Profit
0.349311
Profit Factor
1.448894
Profitability
71.578947
Streak
2.161604
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 22:22
Expiration Time
2025-12-13 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90967.6538 50950.6813 40016.9725 92239.9913 63182.2598 29057.7315
Total P&L (%) 90.9677 50.9507 40.017 92.24 63.1823 29.0577
Avg Daily Profit (%) 0.3493 0.1956 0.1537 0.2513 0.1882 0.098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37394 -23061 -43071 -73643 -46975 -85693
Profit Factor 1.4489 1.4892 1.4063 1.2441 1.3373 1.1525
Total Trades 95 48 47 95 48 47
Winning Trades 68 31 37 68 31 37
Losing Trades 27 17 10 27 17 10
Profitability (%) 71.5789 64.5833 78.7234 71.5789 64.5833 78.7234
Ratio Avg Win / Avg Loss 0.5753 0.8166 0.3801 0.494 0.7334 0.3115
Largest Winning Trade 25429 25429 22516 38425 38425 27771
Largest Losing Trade -28282 -15852 -28282 -49593 -31317 -49593
Avg Bars in Trades 255 261 249 255 261 249
Avg Bars in Winners 141 113 164 141 113 164
Avg Bars in Losers 543 530 563 543 530 563
Bars Traded 24277 12555 11722 24277 12555 11722
Profit Streak 2.1616 2.1616 35.1304 2.1616 2.1616 35.1304
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312979 163560 290832 237772 157220 -115730
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736674200000,
    "first_datapoint_time": 1736895600000,
    "last_datapoint_time": 1759173300000,
    "evaluation_time": 1759173762610,
    "expiration_time": 1765653300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "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": [
        [
            90967.6537757917,
            50950.6812961269,
            40016.9724796648,
            92239.9913375815,
            63182.2598324568,
            29057.7315051248
        ],
        [
            90.967654,
            50.950681,
            40.016972,
            92.239991,
            63.18226,
            29.057732
        ],
        [
            0.349311,
            0.195648,
            0.153663,
            0.251285,
            0.188218,
            0.098001
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37394,
            -23061,
            -43071,
            -73643,
            -46975,
            -85693
        ],
        [
            1.448894,
            1.489152,
            1.406317,
            1.244139,
            1.337296,
            1.152536
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            71.578947,
            64.583333,
            78.723404,
            71.578947,
            64.583333,
            78.723404
        ],
        [
            0.575296,
            0.816632,
            0.380086,
            0.493996,
            0.733356,
            0.311496
        ],
        [
            25429,
            25429,
            22516,
            38425,
            38425,
            27771
        ],
        [
            -28282,
            -15852,
            -28282,
            -49593,
            -31317,
            -49593
        ],
        [
            255,
            261,
            249,
            255,
            261,
            249
        ],
        [
            141,
            113,
            164,
            141,
            113,
            164
        ],
        [
            543,
            530,
            563,
            543,
            530,
            563
        ],
        [
            24277,
            12555,
            11722,
            24277,
            12555,
            11722
        ],
        [
            2.161604,
            2.161604,
            35.130354,
            2.161604,
            2.161604,
            35.130354
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312979,
            163560,
            290832,
            237772,
            157220,
            -115730
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736674200000,
    "first_datapoint_time": 1736895600000,
    "last_datapoint_time": 1759173300000,
    "evaluation_time": 1759173762610,
    "expiration_time": 1765653300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "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)