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Trade: AAVE/USDT/360/FWMA/MIDPOINT/3892

Strategy
AAVE/USDT/360/FWMA/MIDPOINT/3892
Pair
AAVE_USDT
Interval
6h
Score
805000
Daily Profit
0.221909
Profit Factor
8.984845
Profitability
83.333333
Streak
146.420457
Best Strategy
Training Data Length
1814.250000
Evaluation Time
2025-10-03 07:05
Expiration Time
2025-11-26 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371908.7369 229660.7539 142247.983 364787.3032 5478650.347 -5113863.0437
Total P&L (%) 371.9087 229.6608 142.248 364.7873 5478.6503 -5113.863
Avg Daily Profit (%) 0.205 0.1266 0.0784 0.0847 0.2219 0
Buy And Hold Return (%) 241.282 241.282 241.282 241.282 241.282 241.282
Max Trade Drawdown -160931 -30466 -150244 -8725432 -238747 -8809907
Profit Factor 2.3559 4.3918 1.6886 1.0306 8.9848 0.5452
Total Trades 84 42 42 84 42 42
Winning Trades 67 35 32 67 35 32
Losing Trades 17 7 10 17 7 10
Profitability (%) 79.7619 83.3333 76.1905 79.7619 83.3333 76.1905
Ratio Avg Win / Avg Loss 0.5978 0.8784 0.5277 0.2615 1.797 0.1704
Largest Winning Trade 27412 27412 27196 1497240 1497240 1032935
Largest Losing Trade -89606 -29442 -89606 -5505067 -203011 -5505067
Avg Bars in Trades 77 81 73 77 81 73
Avg Bars in Winners 46 48 44 46 48 44
Avg Bars in Losers 199 245 167 199 245 167
Bars Traded 6501 3408 3094 6501 3408 3094
Profit Streak 16.9205 146.4205 16.9205 16.9205 146.4205 16.9205
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 174779 -179622 -249611 -273115 805000 -576768
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609286400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759464327505,
    "expiration_time": 1764152136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 229
        }
    }
}
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": [
        [
            371908.7368767522,
            229660.7538675016,
            142247.9830092506,
            364787.3032459223,
            5478650.346954726,
            -5113863.043708806
        ],
        [
            371.908737,
            229.660754,
            142.247983,
            364.787303,
            5478.650347,
            -5113.863044
        ],
        [
            0.204993,
            0.126587,
            0.078406,
            0.084722,
            0.221909,
            0
        ],
        [
            241.282036,
            241.282036,
            241.282036,
            241.282036,
            241.282036,
            241.282036
        ],
        [
            -160931,
            -30466,
            -150244,
            -8725432,
            -238747,
            -8809907
        ],
        [
            2.355895,
            4.391791,
            1.688588,
            1.030579,
            8.984845,
            0.545155
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            17,
            7,
            10,
            17,
            7,
            10
        ],
        [
            79.761905,
            83.333333,
            76.190476,
            79.761905,
            83.333333,
            76.190476
        ],
        [
            0.597765,
            0.878358,
            0.527684,
            0.26149,
            1.796969,
            0.170361
        ],
        [
            27412,
            27412,
            27196,
            1497240,
            1497240,
            1032935
        ],
        [
            -89606,
            -29442,
            -89606,
            -5505067,
            -203011,
            -5505067
        ],
        [
            77,
            81,
            73,
            77,
            81,
            73
        ],
        [
            46,
            48,
            44,
            46,
            48,
            44
        ],
        [
            199,
            245,
            167,
            199,
            245,
            167
        ],
        [
            6501,
            3408,
            3094,
            6501,
            3408,
            3094
        ],
        [
            16.920457,
            146.420457,
            16.920457,
            16.920457,
            146.420457,
            16.920457
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            174779,
            -179622,
            -249611,
            -273115,
            805000,
            -576768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7257,
    "evaluation_days": 1814.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609286400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759464327505,
    "expiration_time": 1764152136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 229
        }
    }
}

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)