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Trade: AAVE/USDT/240/HWMA/T3/8347

Strategy
AAVE/USDT/240/HWMA/T3/8347
Pair
AAVE_USDT
Interval
4h
Score
543715
Daily Profit
0.180000
Profit Factor
2.011711
Profitability
87.704918
Streak
146.710762
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-29 00:03
Expiration Time
2025-11-22 05:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264053.6387 176646.2691 87407.3696 25471.3918 2492169.2283 -2466697.8365
Total P&L (%) 264.0536 176.6463 87.4074 25.4714 2492.1692 -2466.6978
Avg Daily Profit (%) 0.1459 0.0976 0.0483 0.0125 0.18 0
Buy And Hold Return (%) 298.3222 298.3222 298.3222 298.3222 298.3222 298.3222
Max Trade Drawdown -187911 -49175 -197646 -4995094 -788030 -6198605
Profit Factor 1.5959 2.0215 1.3235 1.0025 2.0117 0.6865
Total Trades 244 122 122 244 122 122
Winning Trades 218 107 111 218 107 111
Losing Trades 26 15 11 26 15 11
Profitability (%) 89.3443 87.7049 90.9836 89.3443 87.7049 90.9836
Ratio Avg Win / Avg Loss 0.1903 0.2834 0.1312 0.1196 0.282 0.068
Largest Winning Trade 19620 19620 19081 474867 474867 373815
Largest Losing Trade -91309 -44054 -91309 -2538922 -681872 -2538922
Avg Bars in Trades 40 41 39 40 41 39
Avg Bars in Winners 12 9 14 12 9 14
Avg Bars in Losers 278 263 297 278 263 297
Bars Traded 9855 5023 4832 9855 5023 4832
Profit Streak 12.8774 146.7108 12.8774 12.8774 146.7108 12.8774
Trades During Streak 8 8 4 8 8 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155790 -221202 -289063 -553297 543715 -574206
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10860,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1605499200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759093409797,
    "expiration_time": 1763781120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.86196,
            "nb": 0.1,
            "nc": 0.05371
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 194,
            "offset": 0,
            "a": 0.10845
        }
    }
}
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": [
        [
            264053.6386974317,
            176646.2690930403,
            87407.3696043918,
            25471.3917775749,
            2492169.228257042,
            -2466697.836479464
        ],
        [
            264.053639,
            176.646269,
            87.40737,
            25.471392,
            2492.169228,
            -2466.697836
        ],
        [
            0.145886,
            0.097595,
            0.048291,
            0.012537,
            0.18,
            0
        ],
        [
            298.322202,
            298.322202,
            298.322202,
            298.322202,
            298.322202,
            298.322202
        ],
        [
            -187911,
            -49175,
            -197646,
            -4995094,
            -788030,
            -6198605
        ],
        [
            1.595947,
            2.021544,
            1.323537,
            1.002465,
            2.011711,
            0.686529
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            218,
            107,
            111,
            218,
            107,
            111
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            89.344262,
            87.704918,
            90.983607,
            89.344262,
            87.704918,
            90.983607
        ],
        [
            0.190342,
            0.283394,
            0.131161,
            0.11956,
            0.282016,
            0.068034
        ],
        [
            19620,
            19620,
            19081,
            474867,
            474867,
            373815
        ],
        [
            -91309,
            -44054,
            -91309,
            -2538922,
            -681872,
            -2538922
        ],
        [
            40,
            41,
            39,
            40,
            41,
            39
        ],
        [
            12,
            9,
            14,
            12,
            9,
            14
        ],
        [
            278,
            263,
            297,
            278,
            263,
            297
        ],
        [
            9855,
            5023,
            4832,
            9855,
            5023,
            4832
        ],
        [
            12.877428,
            146.710761,
            12.877428,
            12.877428,
            146.710762,
            12.877428
        ],
        [
            8,
            8,
            4,
            8,
            8,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155790,
            -221202,
            -289063,
            -553297,
            543715,
            -574206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10860,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1605499200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759093409797,
    "expiration_time": 1763781120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.86196,
            "nb": 0.1,
            "nc": 0.05371
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 194,
            "offset": 0,
            "a": 0.10845
        }
    }
}

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)