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Trade: AAVE/USDT/360/ZLMA/MIDPRICE/1033

Strategy
AAVE/USDT/360/ZLMA/MIDPRICE/1033
Pair
AAVE_USDT
Interval
6h
Score
304495
Daily Profit
0.181431
Profit Factor
1.223261
Profitability
50.931677
Streak
0.000000
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-04 04:36
Expiration Time
2025-11-27 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 552662.7457 430832.9341 121829.8116 2584249.3412 3755866.4759 -1171617.1347
Total P&L (%) 552.6627 430.8329 121.8298 2584.2493 3755.8665 -1171.6171
Avg Daily Profit (%) 0.3045 0.2374 0.0671 0.1814 0.2014 0
Buy And Hold Return (%) 253.1549 253.1549 253.1549 253.1549 253.1549 253.1549
Max Trade Drawdown -57693 -57286 -71457 -2492238 -1845873 -2642198
Profit Factor 1.8296 2.4587 1.3285 1.2233 1.7292 0.8176
Total Trades 161 81 80 161 81 80
Winning Trades 82 44 38 82 44 38
Losing Trades 79 37 42 79 37 42
Profitability (%) 50.9317 54.321 47.5 50.9317 54.321 47.5
Ratio Avg Win / Avg Loss 1.7627 2.0676 1.4684 1.1785 1.4541 0.9037
Largest Winning Trade 95098 95098 38166 2240100 2240100 547039
Largest Losing Trade -35637 -31381 -35637 -1286726 -664885 -1286726
Avg Bars in Trades 42 45 38 42 45 38
Avg Bars in Winners 54 57 51 54 57 51
Avg Bars in Losers 29 32 27 29 32 27
Bars Traded 6789 3715 3074 6789 3715 3074
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 277140 -7648 -289257 304495 -1181 -601208
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7260,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607536800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759541767539,
    "expiration_time": 1764218880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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": [
        [
            552662.7456670706,
            430832.9340926809,
            121829.8115743898,
            2584249.341173507,
            3755866.4758580937,
            -1171617.1346845862
        ],
        [
            552.662746,
            430.832934,
            121.829812,
            2584.249341,
            3755.866476,
            -1171.617135
        ],
        [
            0.304497,
            0.237374,
            0.067124,
            0.181431,
            0.201425,
            0
        ],
        [
            253.154899,
            253.154899,
            253.154899,
            253.154899,
            253.154899,
            253.154899
        ],
        [
            -57693,
            -57286,
            -71457,
            -2492238,
            -1845873,
            -2642198
        ],
        [
            1.829602,
            2.458711,
            1.328536,
            1.223261,
            1.729227,
            0.817634
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            50.931677,
            54.320988,
            47.5,
            50.931677,
            54.320988,
            47.5
        ],
        [
            1.762665,
            2.067553,
            1.468382,
            1.178507,
            1.454123,
            0.903701
        ],
        [
            95098,
            95098,
            38166,
            2240100,
            2240100,
            547039
        ],
        [
            -35637,
            -31381,
            -35637,
            -1286726,
            -664885,
            -1286726
        ],
        [
            42,
            45,
            38,
            42,
            45,
            38
        ],
        [
            54,
            57,
            51,
            54,
            57,
            51
        ],
        [
            29,
            32,
            27,
            29,
            32,
            27
        ],
        [
            6789,
            3715,
            3074,
            6789,
            3715,
            3074
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            277140,
            -7648,
            -289257,
            304495,
            -1181,
            -601208
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7260,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607536800000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759541767539,
    "expiration_time": 1764218880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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)