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Trade: AAVE/USDT/480/SSF/BBU/5975

Strategy
AAVE/USDT/480/SSF/BBU/5975
Pair
AAVE_USDT
Interval
8h
Score
300881
Daily Profit
0.686790
Profit Factor
4.137157
Profitability
39.393939
Streak
216.463792
Best Strategy
Training Data Length
1814.670000
Evaluation Time
2025-10-03 14:07
Expiration Time
2025-11-26 20:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1203615.5939 1246296.9969 -42681.403 242063.2502 388789.991 -146726.7408
Total P&L (%) 1203.6156 1246.297 -42.6814 242.0633 388.79 -146.7267
Avg Daily Profit (%) 0.6633 0.6868 -0.0235 0.0678 0.0875 0
Buy And Hold Return (%) 650.2632 650.2632 650.2632 650.2632 650.2632 650.2632
Max Trade Drawdown -155560 -143148 -41128 -1053246 -943212 -98407
Profit Factor 3.5438 4.1372 0.4376 1.1283 1.2355 0.3776
Total Trades 66 33 33 66 33 33
Winning Trades 26 13 13 26 13 13
Losing Trades 40 20 20 40 20 20
Profitability (%) 39.3939 39.3939 39.3939 39.3939 39.3939 39.3939
Ratio Avg Win / Avg Loss 5.452 6.3649 0.6732 1.7359 1.9008 0.5809
Largest Winning Trade 1050050 1050050 9173 1050050 1050050 32133
Largest Losing Trade -51385 -51385 -11302 -419102 -419102 -56746
Avg Bars in Trades 78 153 4 78 153 4
Avg Bars in Winners 123 243 3 123 243 3
Avg Bars in Losers 49 95 4 49 95 4
Bars Traded 5208 5073 135 5208 5073 135
Profit Streak 0 216.4638 0 0 216.4638 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122060 300881 -584649 -479363 -244702 -584649
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759489671594,
    "expiration_time": 1764182016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 14,
            "offset": 0,
            "std": 2.98008
        }
    }
}
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": [
        [
            1203615.5939202018,
            1246296.996938251,
            -42681.4030180487,
            242063.2502480928,
            388789.9910045241,
            -146726.7407564315
        ],
        [
            1203.615594,
            1246.296997,
            -42.681403,
            242.06325,
            388.789991,
            -146.726741
        ],
        [
            0.66327,
            0.68679,
            -0.02352,
            0.067794,
            0.087479,
            0
        ],
        [
            650.263158,
            650.263158,
            650.263158,
            650.263158,
            650.263158,
            650.263158
        ],
        [
            -155560,
            -143148,
            -41128,
            -1053246,
            -943212,
            -98407
        ],
        [
            3.543808,
            4.137157,
            0.437555,
            1.128315,
            1.235526,
            0.377611
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            39.393939,
            39.393939,
            39.393939,
            39.393939,
            39.393939,
            39.393939
        ],
        [
            5.452012,
            6.364856,
            0.673162,
            1.735869,
            1.90081,
            0.58094
        ],
        [
            1050050,
            1050050,
            9173,
            1050050,
            1050050,
            32133
        ],
        [
            -51385,
            -51385,
            -11302,
            -419102,
            -419102,
            -56746
        ],
        [
            78,
            153,
            4,
            78,
            153,
            4
        ],
        [
            123,
            243,
            3,
            123,
            243,
            3
        ],
        [
            49,
            95,
            4,
            49,
            95,
            4
        ],
        [
            5208,
            5073,
            135,
            5208,
            5073,
            135
        ],
        [
            0,
            216.463792,
            0,
            0,
            216.463792,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122060,
            300881,
            -584649,
            -479363,
            -244702,
            -584649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759489671594,
    "expiration_time": 1764182016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 14,
            "offset": 0,
            "std": 2.98008
        }
    }
}

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)