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Trade: AAVE/USDT/360/LINREG/SINWMA/3881

Strategy
AAVE/USDT/360/LINREG/SINWMA/3881
Pair
AAVE_USDT
Interval
6h
Score
535562
Daily Profit
0.180133
Profit Factor
2.658552
Profitability
65.625000
Streak
20.895651
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-10-03 12:29
Expiration Time
2025-11-26 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347012.5572 243730.1299 103282.4273 204500.6678 2519493.0877 -2314992.4199
Total P&L (%) 347.0126 243.7301 103.2824 204.5007 2519.4931 -2314.9924
Avg Daily Profit (%) 0.1912 0.1343 0.0569 0.0614 0.1801 0
Buy And Hold Return (%) 261.7091 261.7091 261.7091 261.7091 261.7091 261.7091
Max Trade Drawdown -172302 -61837 -144700 -3980739 -1112307 -4097129
Profit Factor 1.916 2.9928 1.4026 1.0287 2.6586 0.5874
Total Trades 63 32 31 63 32 31
Winning Trades 44 21 23 44 21 23
Losing Trades 19 11 8 19 11 8
Profitability (%) 69.8413 65.625 74.1935 69.8413 65.625 74.1935
Ratio Avg Win / Avg Loss 0.8274 1.5677 0.4879 0.4442 1.3926 0.2043
Largest Winning Trade 60514 60514 38582 962541 962541 675713
Largest Losing Trade -84020 -30351 -84020 -3549139 -628515 -3549139
Avg Bars in Trades 104 108 101 104 108 101
Avg Bars in Winners 82 86 78 82 86 78
Avg Bars in Losers 157 152 164 157 152 164
Bars Traded 6613 3481 3132 6613 3481 3132
Profit Streak 20.8957 20.8957 36.3957 20.8957 20.8957 36.3957
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -202879 -170720 -279558 -614290 535562 -576691
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7258,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607580000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759483784286,
    "expiration_time": 1764174384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 83,
            "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": [
        [
            347012.5572342372,
            243730.1298988077,
            103282.4273354295,
            204500.6677720128,
            2519493.087670349,
            -2314992.4198983354
        ],
        [
            347.012557,
            243.73013,
            103.282427,
            204.500668,
            2519.493088,
            -2314.99242
        ],
        [
            0.191244,
            0.134324,
            0.056921,
            0.061386,
            0.180133,
            0
        ],
        [
            261.709133,
            261.709133,
            261.709133,
            261.709133,
            261.709133,
            261.709133
        ],
        [
            -172302,
            -61837,
            -144700,
            -3980739,
            -1112307,
            -4097129
        ],
        [
            1.91602,
            2.992824,
            1.402625,
            1.028685,
            2.658552,
            0.587354
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            69.84127,
            65.625,
            74.193548,
            69.84127,
            65.625,
            74.193548
        ],
        [
            0.827372,
            1.56767,
            0.48787,
            0.444205,
            1.392575,
            0.204297
        ],
        [
            60514,
            60514,
            38582,
            962541,
            962541,
            675713
        ],
        [
            -84020,
            -30351,
            -84020,
            -3549139,
            -628515,
            -3549139
        ],
        [
            104,
            108,
            101,
            104,
            108,
            101
        ],
        [
            82,
            86,
            78,
            82,
            86,
            78
        ],
        [
            157,
            152,
            164,
            157,
            152,
            164
        ],
        [
            6613,
            3481,
            3132,
            6613,
            3481,
            3132
        ],
        [
            20.895651,
            20.895651,
            36.395651,
            20.895651,
            20.895651,
            36.395651
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -202879,
            -170720,
            -279558,
            -614290,
            535562,
            -576691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7258,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607580000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759483784286,
    "expiration_time": 1764174384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 83,
            "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)