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Trade: AAVE/USDT/480/MIDPOINT/DCM/8591

Strategy
AAVE/USDT/480/MIDPOINT/DCM/8591
Pair
AAVE_USDT
Interval
8h
Score
587455
Daily Profit
0.199484
Profit Factor
3.502604
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-02 21:02
Expiration Time
2025-11-26 04:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514073.9998 335955.4409 178118.5589 1886522.3897 3615282.1093 -1728759.7196
Total P&L (%) 514.074 335.9554 178.1186 1886.5224 3615.2821 -1728.7597
Avg Daily Profit (%) 0.2834 0.1852 0.0982 0.1649 0.1995 0
Buy And Hold Return (%) 144.933 144.933 144.933 144.933 144.933 144.933
Max Trade Drawdown -80642 -75669 -90277 -3592338 -643149 -3702445
Profit Factor 2.7581 3.8992 2.009 1.2913 3.5026 0.6564
Total Trades 64 32 32 64 32 32
Winning Trades 38 20 18 38 20 18
Losing Trades 26 12 14 26 12 14
Profitability (%) 59.375 62.5 56.25 59.375 62.5 56.25
Ratio Avg Win / Avg Loss 1.8871 2.3395 1.5626 0.8835 2.1016 0.5105
Largest Winning Trade 122746 122746 59108 1333452 1333452 838965
Largest Losing Trade -75487 -40360 -75487 -3527993 -404585 -3527993
Avg Bars in Trades 79 82 76 79 82 76
Avg Bars in Winners 66 60 73 66 60 73
Avg Bars in Losers 98 118 80 98 118 80
Bars Traded 5073 2628 2445 5073 2628 2445
Profit Streak 13.4182 0 18.4182 13.4182 0 18.4182
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130292 406850 -151269 -135579 587455 -579437
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609833600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759428135099,
    "expiration_time": 1764122688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 248,
            "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": [
        [
            514073.9997824815,
            335955.4408651073,
            178118.5589173747,
            1886522.3897400757,
            3615282.109348059,
            -1728759.7196079835
        ],
        [
            514.074,
            335.955441,
            178.118559,
            1886.52239,
            3615.282109,
            -1728.75972
        ],
        [
            0.283393,
            0.185201,
            0.098191,
            0.164908,
            0.199484,
            0
        ],
        [
            144.933024,
            144.933024,
            144.933024,
            144.933024,
            144.933024,
            144.933024
        ],
        [
            -80642,
            -75669,
            -90277,
            -3592338,
            -643149,
            -3702445
        ],
        [
            2.75807,
            3.899168,
            2.009009,
            1.291331,
            3.502604,
            0.656372
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            59.375,
            62.5,
            56.25,
            59.375,
            62.5,
            56.25
        ],
        [
            1.887101,
            2.339501,
            1.562563,
            0.883543,
            2.101563,
            0.510512
        ],
        [
            122746,
            122746,
            59108,
            1333452,
            1333452,
            838965
        ],
        [
            -75487,
            -40360,
            -75487,
            -3527993,
            -404585,
            -3527993
        ],
        [
            79,
            82,
            76,
            79,
            82,
            76
        ],
        [
            66,
            60,
            73,
            66,
            60,
            73
        ],
        [
            98,
            118,
            80,
            98,
            118,
            80
        ],
        [
            5073,
            2628,
            2445,
            5073,
            2628,
            2445
        ],
        [
            13.41823,
            0,
            18.41823,
            13.41823,
            0,
            18.41823
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130292,
            406850,
            -151269,
            -135579,
            587455,
            -579437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609833600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759428135099,
    "expiration_time": 1764122688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 248,
            "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)