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Trade: AAVE/USDT/5/ZLMA/JMA/4706

Strategy
AAVE/USDT/5/ZLMA/JMA/4706
Pair
AAVE_USDT
Interval
5m
Score
366655
Daily Profit
0.911556
Profit Factor
1.327591
Profitability
52.739726
Streak
0.735792
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 13:04
Expiration Time
2025-12-25 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79132.2122 47772.3755 31359.8367 46910.6367 40141.9799 6768.6568
Total P&L (%) 79.1322 47.7724 31.3598 46.9106 40.142 6.7687
Avg Daily Profit (%) 0.9116 0.5503 0.3612 0.4441 0.3895 0.0755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85903 -44823 -52487 -63620 -32924 -42428
Profit Factor 1.3276 1.3782 1.2721 1.2644 1.4323 1.0801
Total Trades 292 146 146 292 146 146
Winning Trades 154 70 84 154 70 84
Losing Trades 138 76 62 138 76 62
Profitability (%) 52.7397 47.9452 57.5342 52.7397 47.9452 57.5342
Ratio Avg Win / Avg Loss 1.1897 1.4964 0.9389 1.133 1.555 0.7972
Largest Winning Trade 84554 84554 55159 67307 67307 28298
Largest Losing Trade -9345 -5675 -9345 -7161 -3942 -7161
Avg Bars in Trades 83 85 81 83 85 81
Avg Bars in Winners 74 76 71 74 76 71
Avg Bars in Losers 94 93 95 94 93 95
Bars Traded 24457 12494 11963 24457 12494 11963
Profit Streak 0.7358 0.7358 1.2532 0.7358 0.7358 1.2532
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366655 126458 27778 181870 114452 -395572
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752677100000,
    "first_datapoint_time": 1752748800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760177072442,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 240,
            "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": [
        [
            79132.2121520624,
            47772.3754888263,
            31359.8366632362,
            46910.6366517183,
            40141.9798633202,
            6768.6567883981
        ],
        [
            79.132212,
            47.772375,
            31.359837,
            46.910637,
            40.14198,
            6.768657
        ],
        [
            0.911556,
            0.55031,
            0.361247,
            0.444082,
            0.38952,
            0.075474
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85903,
            -44823,
            -52487,
            -63620,
            -32924,
            -42428
        ],
        [
            1.327591,
            1.37824,
            1.272088,
            1.264409,
            1.432268,
            1.080052
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            154,
            70,
            84,
            154,
            70,
            84
        ],
        [
            138,
            76,
            62,
            138,
            76,
            62
        ],
        [
            52.739726,
            47.945205,
            57.534247,
            52.739726,
            47.945205,
            57.534247
        ],
        [
            1.189659,
            1.496375,
            0.938922,
            1.133042,
            1.555033,
            0.797181
        ],
        [
            84554,
            84554,
            55159,
            67307,
            67307,
            28298
        ],
        [
            -9345,
            -5675,
            -9345,
            -7161,
            -3942,
            -7161
        ],
        [
            83,
            85,
            81,
            83,
            85,
            81
        ],
        [
            74,
            76,
            71,
            74,
            76,
            71
        ],
        [
            94,
            93,
            95,
            94,
            93,
            95
        ],
        [
            24457,
            12494,
            11963,
            24457,
            12494,
            11963
        ],
        [
            0.735792,
            0.735792,
            1.253153,
            0.735792,
            0.735792,
            1.253153
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366655,
            126458,
            27778,
            181870,
            114452,
            -395572
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752677100000,
    "first_datapoint_time": 1752748800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760177072442,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 240,
            "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)