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Trade: AAVE/USDT/15/ZLMA/KCU/7299

Strategy
AAVE/USDT/15/ZLMA/KCU/7299
Pair
AAVE_USDT
Interval
15m
Score
352403
Daily Profit
0.454859
Profit Factor
1.315495
Profitability
46.351931
Streak
4.551112
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 23:13
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 118454.2978 75540.9625 42913.3353 127710.1306 84360.3347 43349.7959
Total P&L (%) 118.4543 75.541 42.9133 127.7101 84.3603 43.3498
Avg Daily Profit (%) 0.4549 0.2901 0.1648 0.3165 0.2352 0.1384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39235 -43917 -14914 -58728 -57568 -28870
Profit Factor 1.3155 1.299 1.3494 1.2156 1.2153 1.2161
Total Trades 233 116 117 233 116 117
Winning Trades 108 52 56 108 52 56
Losing Trades 125 64 61 125 64 61
Profitability (%) 46.3519 44.8276 47.8632 46.3519 44.8276 47.8632
Ratio Avg Win / Avg Loss 1.5226 1.5988 1.4699 1.4069 1.4957 1.3247
Largest Winning Trade 27873 27873 18897 36476 36476 16476
Largest Losing Trade -20372 -20372 -8811 -26593 -26593 -13023
Avg Bars in Trades 103 162 45 103 162 45
Avg Bars in Winners 111 167 60 111 167 60
Avg Bars in Losers 97 159 32 97 159 32
Bars Traded 24227 18900 5327 24227 18900 5327
Profit Streak 4.5511 0 6.999 4.5511 0 6.999
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352403 213373 142449 247842 138058 -12439

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": 1736365500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758917616088,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            118454.2977558924,
            75540.9625033993,
            42913.3352524932,
            127710.1305825157,
            84360.3346956806,
            43349.7958868352
        ],
        [
            118.454298,
            75.540963,
            42.913335,
            127.710131,
            84.360335,
            43.349796
        ],
        [
            0.454859,
            0.290074,
            0.164785,
            0.316491,
            0.235174,
            0.138379
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39235,
            -43917,
            -14914,
            -58728,
            -57568,
            -28870
        ],
        [
            1.315495,
            1.299014,
            1.349395,
            1.215558,
            1.215277,
            1.216106
        ],
        [
            233,
            116,
            117,
            233,
            116,
            117
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            46.351931,
            44.827586,
            47.863248,
            46.351931,
            44.827586,
            47.863248
        ],
        [
            1.522563,
            1.598786,
            1.469877,
            1.406895,
            1.495726,
            1.324687
        ],
        [
            27873,
            27873,
            18897,
            36476,
            36476,
            16476
        ],
        [
            -20372,
            -20372,
            -8811,
            -26593,
            -26593,
            -13023
        ],
        [
            103,
            162,
            45,
            103,
            162,
            45
        ],
        [
            111,
            167,
            60,
            111,
            167,
            60
        ],
        [
            97,
            159,
            32,
            97,
            159,
            32
        ],
        [
            24227,
            18900,
            5327,
            24227,
            18900,
            5327
        ],
        [
            4.551112,
            0,
            6.999029,
            4.551112,
            0,
            6.999029
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352403,
            213373,
            142449,
            247842,
            138058,
            -12439
        ]
    ]
}
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": 1736365500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758917616088,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)