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Trade: AAVE/USDT/30/KCL/ALMA/8256

Strategy
AAVE/USDT/30/KCL/ALMA/8256
Pair
AAVE_USDT
Interval
30m
Score
376116
Daily Profit
0.345904
Profit Factor
1.945565
Profitability
61.666667
Streak
13.418924
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 07:33
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 221830.126 192476.3247 29353.8013 504034.3697 338716.1569 165318.2128
Total P&L (%) 221.8301 192.4763 29.3538 504.0344 338.7162 165.3182
Avg Daily Profit (%) 0.4259 0.3696 0.0564 0.3459 0.2843 0.1875
Buy And Hold Return (%) 209.5117 209.5117 209.5117 209.5117 209.5117 209.5117
Max Trade Drawdown -53044 -27737 -59149 -64956 -86207 -62659
Profit Factor 1.8476 2.2654 1.2678 1.9456 1.9884 1.8684
Total Trades 120 60 60 120 60 60
Winning Trades 74 38 36 74 38 36
Losing Trades 46 22 24 46 22 24
Profitability (%) 61.6667 63.3333 60 61.6667 63.3333 60
Ratio Avg Win / Avg Loss 1.1485 1.3115 0.8452 1.2094 1.1512 1.2456
Largest Winning Trade 31742 31742 12878 50059 50059 32480
Largest Losing Trade -20517 -20517 -18167 -63350 -63350 -27695
Avg Bars in Trades 204 323 85 204 323 85
Avg Bars in Winners 136 203 65 136 203 65
Avg Bars in Losers 314 530 117 314 530 117
Bars Traded 24568 19412 5156 24568 19412 5156
Profit Streak 13.4189 13.4189 45.4189 13.4189 13.4189 45.4189
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132775 -320923 -452177 376116 -165853 -322788

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714053600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758861195013,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    }
}
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": [
        [
            221830.1259957849,
            192476.3247061365,
            29353.8012896483,
            504034.3696566508,
            338716.15686136,
            165318.2127952909
        ],
        [
            221.830126,
            192.476325,
            29.353801,
            504.03437,
            338.716157,
            165.318213
        ],
        [
            0.425917,
            0.369557,
            0.05636,
            0.345904,
            0.284312,
            0.187523
        ],
        [
            209.511682,
            209.511682,
            209.511682,
            209.511682,
            209.511682,
            209.511682
        ],
        [
            -53044,
            -27737,
            -59149,
            -64956,
            -86207,
            -62659
        ],
        [
            1.847637,
            2.265396,
            1.267835,
            1.945565,
            1.988414,
            1.868429
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            61.666667,
            63.333333,
            60,
            61.666667,
            63.333333,
            60
        ],
        [
            1.148531,
            1.311545,
            0.845223,
            1.209405,
            1.151187,
            1.24562
        ],
        [
            31742,
            31742,
            12878,
            50059,
            50059,
            32480
        ],
        [
            -20517,
            -20517,
            -18167,
            -63350,
            -63350,
            -27695
        ],
        [
            204,
            323,
            85,
            204,
            323,
            85
        ],
        [
            136,
            203,
            65,
            136,
            203,
            65
        ],
        [
            314,
            530,
            117,
            314,
            530,
            117
        ],
        [
            24568,
            19412,
            5156,
            24568,
            19412,
            5156
        ],
        [
            13.418924,
            13.418924,
            45.418924,
            13.418924,
            13.418924,
            45.418924
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132775,
            -320923,
            -452177,
            376116,
            -165853,
            -322788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714053600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758861195013,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    }
}

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)