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Trade: AAVE/USDT/360/HMA/T3/4685

Strategy
AAVE/USDT/360/HMA/T3/4685
Pair
AAVE_USDT
Interval
6h
Score
611907
Daily Profit
0.214206
Profit Factor
3.586899
Profitability
61.764706
Streak
143.047832
Best Strategy
Training Data Length
1811.250000
Evaluation Time
2025-09-30 04:08
Expiration Time
2025-11-23 10:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391052.0531 257850.4179 133201.6352 487647.9408 4721454.6069 -4233806.6661
Total P&L (%) 391.0521 257.8504 133.2016 487.6479 4721.4546 -4233.8067
Avg Daily Profit (%) 0.2159 0.1424 0.0735 0.0978 0.2142 0
Buy And Hold Return (%) 217.9272 217.9272 217.9272 217.9272 217.9272 217.9272
Max Trade Drawdown -152214 -38853 -150105 -6550972 -710353 -7425280
Profit Factor 2.129 3.2144 1.5793 1.0436 3.5869 0.5477
Total Trades 68 34 34 68 34 34
Winning Trades 47 21 26 47 21 26
Losing Trades 21 13 8 21 13 8
Profitability (%) 69.1176 61.7647 76.4706 69.1176 61.7647 76.4706
Ratio Avg Win / Avg Loss 0.9513 1.9898 0.4859 0.4663 2.2205 0.1685
Largest Winning Trade 53374 53374 48282 1251612 1251612 686739
Largest Losing Trade -82380 -31391 -82380 -4832422 -518221 -4832422
Avg Bars in Trades 97 101 93 97 101 93
Avg Bars in Winners 66 76 58 66 76 58
Avg Bars in Losers 166 140 207 166 140 207
Bars Traded 6608 3441 3167 6608 3441 3167
Profit Streak 42.2978 143.0478 42.2978 42.2978 143.0478 42.2978
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109265 -103553 -256439 -351955 611907 -576812
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1608184800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194532651,
    "expiration_time": 1763885160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 47,
            "offset": 0,
            "a": 0.61335
        }
    }
}
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": [
        [
            391052.0531450037,
            257850.4179416798,
            133201.6352033238,
            487647.940821612,
            4721454.606926809,
            -4233806.666105198
        ],
        [
            391.052053,
            257.850418,
            133.201635,
            487.647941,
            4721.454607,
            -4233.806666
        ],
        [
            0.215902,
            0.14236,
            0.073541,
            0.097823,
            0.214206,
            0
        ],
        [
            217.927187,
            217.927187,
            217.927187,
            217.927187,
            217.927187,
            217.927187
        ],
        [
            -152214,
            -38853,
            -150105,
            -6550972,
            -710353,
            -7425280
        ],
        [
            2.129011,
            3.214356,
            1.579334,
            1.043594,
            3.586899,
            0.547717
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            21,
            13,
            8,
            21,
            13,
            8
        ],
        [
            69.117647,
            61.764706,
            76.470588,
            69.117647,
            61.764706,
            76.470588
        ],
        [
            0.95126,
            1.98984,
            0.485949,
            0.466287,
            2.220461,
            0.168528
        ],
        [
            53374,
            53374,
            48282,
            1251612,
            1251612,
            686739
        ],
        [
            -82380,
            -31391,
            -82380,
            -4832422,
            -518221,
            -4832422
        ],
        [
            97,
            101,
            93,
            97,
            101,
            93
        ],
        [
            66,
            76,
            58,
            66,
            76,
            58
        ],
        [
            166,
            140,
            207,
            166,
            140,
            207
        ],
        [
            6608,
            3441,
            3167,
            6608,
            3441,
            3167
        ],
        [
            42.297832,
            143.047832,
            42.297832,
            42.297832,
            143.047832,
            42.297832
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109265,
            -103553,
            -256439,
            -351955,
            611907,
            -576812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7245,
    "evaluation_days": 1811.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1608184800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194532651,
    "expiration_time": 1763885160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 47,
            "offset": 0,
            "a": 0.61335
        }
    }
}

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)