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Trade: AAVE/USDT/480/MIDPRICE/HL2/2617

Strategy
AAVE/USDT/480/MIDPRICE/HL2/2617
Pair
AAVE_USDT
Interval
8h
Score
306129
Daily Profit
0.202718
Profit Factor
1.645643
Profitability
43.877551
Streak
0.000000
Best Strategy
Training Data Length
1816.000000
Evaluation Time
2025-10-04 23:38
Expiration Time
2025-11-28 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166746.9142 323740.4914 -156993.5772 -2312804.6866 -6168099.8772 3855295.1906
Total P&L (%) 166.7469 323.7405 -156.9936 -2312.8047 -6168.0999 3855.2952
Avg Daily Profit (%) 0.0918 0.1783 -0.0865 0 0 0.2027
Buy And Hold Return (%) 351.6263 351.6263 351.6263 351.6263 351.6263 351.6263
Max Trade Drawdown -350266 -61995 -325010 -7448303 -6744454 -2409156
Profit Factor 1.1783 2.122 0.7572 0.8481 0.3332 1.6456
Total Trades 197 99 98 197 99 98
Winning Trades 101 49 52 96 53 43
Losing Trades 96 50 46 101 46 55
Profitability (%) 51.269 49.4949 53.0612 48.731 53.5354 43.8776
Ratio Avg Win / Avg Loss 1.12 2.1654 0.6698 0.8922 0.2892 2.1049
Largest Winning Trade 55443 55443 54997 4799405 433829 4799405
Largest Losing Trade -292394 -30175 -292394 -2325279 -2325279 -979119
Avg Bars in Trades 26 22 30 26 22 30
Avg Bars in Winners 26 25 26 24 18 31
Avg Bars in Losers 26 19 34 28 26 29
Bars Traded 5195 2219 2976 5195 2219 2976
Profit Streak 0 0 37.8599 9.5266 30.8599 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -259046 -154515 -579685 -579296 -579791 306129
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5448,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759610294814,
    "expiration_time": 1764300672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 131
        }
    }
}
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": [
        [
            166746.9141964277,
            323740.4914165145,
            -156993.5772200869,
            -2312804.68662937,
            -6168099.877195924,
            3855295.1905665533
        ],
        [
            166.746914,
            323.740491,
            -156.993577,
            -2312.804687,
            -6168.099877,
            3855.295191
        ],
        [
            0.091821,
            0.178271,
            -0.08645,
            0,
            0,
            0.202718
        ],
        [
            351.626282,
            351.626282,
            351.626282,
            351.626282,
            351.626282,
            351.626282
        ],
        [
            -350266,
            -61995,
            -325010,
            -7448303,
            -6744454,
            -2409156
        ],
        [
            1.17833,
            2.122043,
            0.757172,
            0.848057,
            0.333202,
            1.645643
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            101,
            49,
            52,
            96,
            53,
            43
        ],
        [
            96,
            50,
            46,
            101,
            46,
            55
        ],
        [
            51.269036,
            49.494949,
            53.061224,
            48.730964,
            53.535354,
            43.877551
        ],
        [
            1.119997,
            2.16535,
            0.669806,
            0.892227,
            0.289194,
            2.104893
        ],
        [
            55443,
            55443,
            54997,
            4799405,
            433829,
            4799405
        ],
        [
            -292394,
            -30175,
            -292394,
            -2325279,
            -2325279,
            -979119
        ],
        [
            26,
            22,
            30,
            26,
            22,
            30
        ],
        [
            26,
            25,
            26,
            24,
            18,
            31
        ],
        [
            26,
            19,
            34,
            28,
            26,
            29
        ],
        [
            5195,
            2219,
            2976,
            5195,
            2219,
            2976
        ],
        [
            0,
            0,
            37.859894,
            9.52656,
            30.859894,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -259046,
            -154515,
            -579685,
            -579296,
            -579791,
            306129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5448,
    "evaluation_days": 1816,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1606608000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759610294814,
    "expiration_time": 1764300672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 131
        }
    }
}

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)