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Trade: AAVE/USDT/240/SSF/BBU/2838

Strategy
AAVE/USDT/240/SSF/BBU/2838
Pair
AAVE_USDT
Interval
4h
Score
307120
Daily Profit
0.680253
Profit Factor
2.620516
Profitability
42.748092
Streak
7.502082
Best Strategy
Training Data Length
1812.330000
Evaluation Time
2025-10-01 11:03
Expiration Time
2025-11-24 14:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1104965.5146 1232842.8944 -127877.3798 -48096.2306 237055.756 -285151.9866
Total P&L (%) 1104.9655 1232.8429 -127.8774 -48.0962 237.0558 -285.152
Avg Daily Profit (%) 0.6097 0.6803 -0.0706 -0.0362 0.0671 0
Buy And Hold Return (%) 588.7053 588.7053 588.7053 588.7053 588.7053 588.7053
Max Trade Drawdown -170487 -130610 -111920 -597637 -394345 -309082
Profit Factor 1.9414 2.6205 0.6903 0.973 1.1984 0.5151
Total Trades 262 131 131 262 131 131
Winning Trades 112 56 56 112 56 56
Losing Trades 150 75 75 150 75 75
Profitability (%) 42.7481 42.7481 42.7481 42.7481 42.7481 42.7481
Ratio Avg Win / Avg Loss 2.6001 3.5096 0.9246 1.3032 1.6049 0.6898
Largest Winning Trade 1173261 1173261 16849 581731 581731 48322
Largest Losing Trade -34879 -34879 -30032 -156584 -156584 -81619
Avg Bars in Trades 41 74 7 41 74 7
Avg Bars in Winners 59 110 7 59 110 7
Avg Bars in Losers 27 48 7 27 48 7
Bars Traded 10781 9792 989 10781 9792 989
Profit Streak 0 7.5021 0 0 7.5021 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 218437 307120 -583527 -580560 -272732 -583527
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10874,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1602878400000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759305779928,
    "expiration_time": 1763988768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 4.94547
        }
    }
}
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": [
        [
            1104965.5145837124,
            1232842.8943558128,
            -127877.3797721007,
            -48096.2305923546,
            237055.7560073321,
            -285151.9865996864
        ],
        [
            1104.965515,
            1232.842894,
            -127.87738,
            -48.096231,
            237.055756,
            -285.151987
        ],
        [
            0.609693,
            0.680253,
            -0.07056,
            -0.036178,
            0.067068,
            0
        ],
        [
            588.705304,
            588.705304,
            588.705304,
            588.705304,
            588.705304,
            588.705304
        ],
        [
            -170487,
            -130610,
            -111920,
            -597637,
            -394345,
            -309082
        ],
        [
            1.941402,
            2.620516,
            0.690349,
            0.973027,
            1.198356,
            0.515083
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            42.748092,
            42.748092,
            42.748092,
            42.748092,
            42.748092,
            42.748092
        ],
        [
            2.600092,
            3.50962,
            0.924574,
            1.303162,
            1.604941,
            0.689844
        ],
        [
            1173261,
            1173261,
            16849,
            581731,
            581731,
            48322
        ],
        [
            -34879,
            -34879,
            -30032,
            -156584,
            -156584,
            -81619
        ],
        [
            41,
            74,
            7,
            41,
            74,
            7
        ],
        [
            59,
            110,
            7,
            59,
            110,
            7
        ],
        [
            27,
            48,
            7,
            27,
            48,
            7
        ],
        [
            10781,
            9792,
            989,
            10781,
            9792,
            989
        ],
        [
            0,
            7.502082,
            0,
            0,
            7.502082,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            218437,
            307120,
            -583527,
            -580560,
            -272732,
            -583527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10874,
    "evaluation_days": 1812.33,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1602878400000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759305779928,
    "expiration_time": 1763988768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 4.94547
        }
    }
}

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)