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Trade: AAVE/USDT/360/LINREG/MIDPRICE/3707

Strategy
AAVE/USDT/360/LINREG/MIDPRICE/3707
Pair
AAVE_USDT
Interval
6h
Score
550397
Daily Profit
0.459560
Profit Factor
3.349831
Profitability
52.941176
Streak
73.062403
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-05 10:29
Expiration Time
2025-11-28 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 834791.6234 629290.7882 205500.8352 28291772.6256 24038923.4835 4252849.1421
Total P&L (%) 834.7916 629.2908 205.5008 28291.7726 24038.9235 4252.8491
Avg Daily Profit (%) 0.4596 0.3464 0.1131 0.3114 0.3025 0.2079
Buy And Hold Return (%) 270.6373 270.6373 270.6373 270.6373 270.6373 270.6373
Max Trade Drawdown -77600 -49246 -78055 -11283102 -6679618 -11510427
Profit Factor 3.3498 4.6089 2.1361 1.6789 2.2664 1.1874
Total Trades 119 60 59 119 60 59
Winning Trades 63 30 33 63 30 33
Losing Trades 56 30 26 56 30 26
Profitability (%) 52.9412 50 55.9322 52.9412 50 55.9322
Ratio Avg Win / Avg Loss 2.9776 4.6089 1.683 1.4923 2.2664 0.9355
Largest Winning Trade 218143 218143 58689 7751362 7751362 3748027
Largest Losing Trade -21670 -21258 -21670 -4310989 -3249835 -4310989
Avg Bars in Trades 57 63 51 57 63 51
Avg Bars in Winners 69 75 64 69 75 64
Avg Bars in Losers 44 51 35 44 51 35
Bars Traded 6851 3792 3059 6851 3792 3059
Profit Streak 73.0624 73.0624 88.3124 73.0624 73.0624 88.3124
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 550397 -156545 -378632 458032 -155394 -182891
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7266,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759649391629,
    "expiration_time": 1764352368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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": [
        [
            834791.6234012875,
            629290.7881706132,
            205500.8352306737,
            28291772.625621047,
            24038923.483541984,
            4252849.142079056
        ],
        [
            834.791623,
            629.290788,
            205.500835,
            28291.772626,
            24038.923484,
            4252.849142
        ],
        [
            0.45956,
            0.34643,
            0.11313,
            0.311449,
            0.302489,
            0.207946
        ],
        [
            270.63731,
            270.63731,
            270.63731,
            270.63731,
            270.63731,
            270.63731
        ],
        [
            -77600,
            -49246,
            -78055,
            -11283102,
            -6679618,
            -11510427
        ],
        [
            3.349831,
            4.60888,
            2.136098,
            1.678868,
            2.26642,
            1.187407
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            52.941176,
            50,
            55.932203,
            52.941176,
            50,
            55.932203
        ],
        [
            2.977628,
            4.60888,
            1.682986,
            1.492328,
            2.26642,
            0.935533
        ],
        [
            218143,
            218143,
            58689,
            7751362,
            7751362,
            3748027
        ],
        [
            -21670,
            -21258,
            -21670,
            -4310989,
            -3249835,
            -4310989
        ],
        [
            57,
            63,
            51,
            57,
            63,
            51
        ],
        [
            69,
            75,
            64,
            69,
            75,
            64
        ],
        [
            44,
            51,
            35,
            44,
            51,
            35
        ],
        [
            6851,
            3792,
            3059,
            6851,
            3792,
            3059
        ],
        [
            73.062403,
            73.062403,
            88.312403,
            73.062403,
            73.062403,
            88.312403
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            550397,
            -156545,
            -378632,
            458032,
            -155394,
            -182891
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7266,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759649391629,
    "expiration_time": 1764352368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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)