← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: AAVE/USDT/480/MIDPRICE/SMA/5783

Strategy
AAVE/USDT/480/MIDPRICE/SMA/5783
Pair
AAVE_USDT
Interval
8h
Score
394204
Daily Profit
0.183607
Profit Factor
1.915016
Profitability
45.161290
Streak
450.245380
Best Strategy
Training Data Length
1808.000000
Evaluation Time
2025-09-27 00:53
Expiration Time
2025-11-19 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -77149.8024 209514.5462 -286664.3487 -142744.4185 -2799308.0081 2656563.5895
Total P&L (%) -77.1498 209.5145 -286.6643 -142.7444 -2799.308 2656.5636
Avg Daily Profit (%) -0.0427 0.1159 -0.1586 0 0 0.1836
Buy And Hold Return (%) 252.79 252.79 252.79 252.79 252.79 252.79
Max Trade Drawdown -300948 -52903 -165495 -3638932 -2991199 -1041695
Profit Factor 0.9012 2.2769 0.5351 0.9789 0.2743 1.915
Total Trades 63 32 31 63 32 31
Winning Trades 36 20 16 25 11 14
Losing Trades 27 12 15 38 21 17
Profitability (%) 57.1429 62.5 51.6129 39.6825 34.375 45.1613
Ratio Avg Win / Avg Loss 0.6759 1.3662 0.5017 1.4879 0.5236 2.3254
Largest Winning Trade 72851 72851 59160 3372104 315079 3372104
Largest Losing Trade -300948 -37406 -300948 -893389 -893389 -403899
Avg Bars in Trades 79 61 98 79 61 98
Avg Bars in Winners 60 45 79 103 95 109
Avg Bars in Losers 104 87 118 64 43 89
Bars Traded 5013 1966 3047 5013 1966 3047
Profit Streak 0 0 0 324.2454 324.2454 450.2454
Trades During Streak 0 0 0 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -730851 -199263 -580608 -733035 -585920 394204

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607760000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758923600832,
    "expiration_time": 1763588736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 176,
            "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": [
        [
            -77149.8024319728,
            209514.5462444279,
            -286664.3486764006,
            -142744.4185144925,
            -2799308.008060367,
            2656563.5895458744
        ],
        [
            -77.149802,
            209.514546,
            -286.664349,
            -142.744419,
            -2799.308008,
            2656.56359
        ],
        [
            -0.042671,
            0.115882,
            -0.158553,
            0,
            0,
            0.183607
        ],
        [
            252.789981,
            252.789981,
            252.789981,
            252.789981,
            252.789981,
            252.789981
        ],
        [
            -300948,
            -52903,
            -165495,
            -3638932,
            -2991199,
            -1041695
        ],
        [
            0.901181,
            2.276916,
            0.53512,
            0.978886,
            0.274265,
            1.915016
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            36,
            20,
            16,
            25,
            11,
            14
        ],
        [
            27,
            12,
            15,
            38,
            21,
            17
        ],
        [
            57.142857,
            62.5,
            51.612903,
            39.68254,
            34.375,
            45.16129
        ],
        [
            0.675886,
            1.36615,
            0.501675,
            1.487906,
            0.523596,
            2.325376
        ],
        [
            72851,
            72851,
            59160,
            3372104,
            315079,
            3372104
        ],
        [
            -300948,
            -37406,
            -300948,
            -893389,
            -893389,
            -403899
        ],
        [
            79,
            61,
            98,
            79,
            61,
            98
        ],
        [
            60,
            45,
            79,
            103,
            95,
            109
        ],
        [
            104,
            87,
            118,
            64,
            43,
            89
        ],
        [
            5013,
            1966,
            3047,
            5013,
            1966,
            3047
        ],
        [
            0,
            0,
            0,
            324.24538,
            324.24538,
            450.24538
        ],
        [
            0,
            0,
            0,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -730851,
            -199263,
            -580608,
            -733035,
            -585920,
            394204
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5424,
    "evaluation_days": 1808,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607760000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758923600832,
    "expiration_time": 1763588736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 176,
            "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)