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Trade: AAVE/USDT/5/SINWMA/KCB/9076

Strategy
AAVE/USDT/5/SINWMA/KCB/9076
Pair
AAVE_USDT
Interval
5m
Score
305989
Daily Profit
0.360525
Profit Factor
2.032559
Profitability
50.000000
Streak
4.583722
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-02 08:40
Expiration Time
2025-12-16 07:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61239.6152 31297.2021 29942.4131 73189.2366 32657.707 40531.5296
Total P&L (%) 61.2396 31.2972 29.9424 73.1892 32.6577 40.5315
Avg Daily Profit (%) 0.7054 0.3605 0.3449 0.6347 0.3261 0.3927
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -8059 -6036 -5919 -14049 -10087 -9010
Profit Factor 2.0215 2.0326 2.0102 1.8925 1.7669 2.0283
Total Trades 68 34 34 68 34 34
Winning Trades 32 17 15 32 17 15
Losing Trades 36 17 19 36 17 19
Profitability (%) 47.0588 50 44.1176 47.0588 50 44.1176
Ratio Avg Win / Avg Loss 2.2742 2.0326 2.5462 2.1291 1.7669 2.5692
Largest Winning Trade 20297 20297 9244 24679 24679 14542
Largest Losing Trade -4957 -4226 -4957 -7892 -7892 -7825
Avg Bars in Trades 358 351 365 358 351 365
Avg Bars in Winners 533 505 566 533 505 566
Avg Bars in Losers 202 198 206 202 198 206
Bars Traded 24379 11965 12414 24379 11965 12414
Profit Streak 0 4.5837 0 0 4.5837 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 -101391 305989 201229 -101938 271284 241082
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751883600000,
    "first_datapoint_time": 1751975700000,
    "last_datapoint_time": 1759383300000,
    "evaluation_time": 1759383633553,
    "expiration_time": 1765863300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "offset": 233
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            61239.6151726958,
            31297.2021010491,
            29942.4130716467,
            73189.2365661774,
            32657.7069802778,
            40531.5295858996
        ],
        [
            61.239615,
            31.297202,
            29.942413,
            73.189237,
            32.657707,
            40.53153
        ],
        [
            0.705444,
            0.360525,
            0.344919,
            0.634668,
            0.326071,
            0.392731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -8059,
            -6036,
            -5919,
            -14049,
            -10087,
            -9010
        ],
        [
            2.021501,
            2.032559,
            2.010194,
            1.892532,
            1.766873,
            2.028295
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            47.058824,
            50,
            44.117647,
            47.058824,
            50,
            44.117647
        ],
        [
            2.274189,
            2.032559,
            2.546245,
            2.129099,
            1.766873,
            2.569174
        ],
        [
            20297,
            20297,
            9244,
            24679,
            24679,
            14542
        ],
        [
            -4957,
            -4226,
            -4957,
            -7892,
            -7892,
            -7825
        ],
        [
            358,
            351,
            365,
            358,
            351,
            365
        ],
        [
            533,
            505,
            566,
            533,
            505,
            566
        ],
        [
            202,
            198,
            206,
            202,
            198,
            206
        ],
        [
            24379,
            11965,
            12414,
            24379,
            11965,
            12414
        ],
        [
            0,
            4.583722,
            0,
            0,
            4.583722,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101391,
            305989,
            201229,
            -101938,
            271284,
            241082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751883600000,
    "first_datapoint_time": 1751975700000,
    "last_datapoint_time": 1759383300000,
    "evaluation_time": 1759383633553,
    "expiration_time": 1765863300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "offset": 233
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)