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Trade: AAVE/USDT/720/FWMA/BBL/6136

Strategy
AAVE/USDT/720/FWMA/BBL/6136
Pair
AAVE_USDT
Interval
12h
Score
690208
Daily Profit
0.174149
Profit Factor
5.689516
Profitability
79.545455
Streak
0.000000
Best Strategy
Training Data Length
1812.000000
Evaluation Time
2025-09-30 22:58
Expiration Time
2025-11-23 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112613.7088 140911.8519 -28298.1431 -363984.226 2240232.6176 -2604216.8436
Total P&L (%) 112.6137 140.9119 -28.2981 -363.9842 2240.2326 -2604.2168
Avg Daily Profit (%) 0.0621 0.0778 -0.0156 0 0.1741 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -295524 -31634 -267130 -5044086 -197799 -5589257
Profit Factor 1.2375 2.6158 0.9269 0.9535 5.6895 0.6458
Total Trades 87 44 43 87 44 43
Winning Trades 72 35 37 71 35 36
Losing Trades 15 9 6 16 9 7
Profitability (%) 82.7586 79.5455 86.0465 81.6092 79.5455 83.7209
Ratio Avg Win / Avg Loss 0.2578 0.6726 0.1503 0.2149 1.463 0.1256
Largest Winning Trade 37300 26896 37300 1705721 450587 1705721
Largest Losing Trade -190565 -18796 -190565 -5044086 -152751 -5044086
Avg Bars in Trades 37 17 57 37 17 57
Avg Bars in Winners 18 10 25 24 14 34
Avg Bars in Losers 127 45 250 93 32 172
Bars Traded 3238 783 2454 3238 783 2454
Profit Streak 7.8322 162.8322 7.8322 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105679 -81775 -575574 -576222 690208 -576476
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612008000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759262299734,
    "expiration_time": 1763930304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 143,
            "offset": 0,
            "std": 1.15169
        }
    }
}
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": [
        [
            112613.7088102218,
            140911.8519252996,
            -28298.1431150777,
            -363984.2259949887,
            2240232.6176186274,
            -2604216.8436136157
        ],
        [
            112.613709,
            140.911852,
            -28.298143,
            -363.984226,
            2240.232618,
            -2604.216844
        ],
        [
            0.062149,
            0.077766,
            -0.015617,
            0,
            0.174149,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -295524,
            -31634,
            -267130,
            -5044086,
            -197799,
            -5589257
        ],
        [
            1.237478,
            2.615804,
            0.926878,
            0.95351,
            5.689516,
            0.645761
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            72,
            35,
            37,
            71,
            35,
            36
        ],
        [
            15,
            9,
            6,
            16,
            9,
            7
        ],
        [
            82.758621,
            79.545455,
            86.046512,
            81.609195,
            79.545455,
            83.72093
        ],
        [
            0.257808,
            0.672635,
            0.150305,
            0.214875,
            1.463018,
            0.125565
        ],
        [
            37300,
            26896,
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            450587,
            1705721
        ],
        [
            -190565,
            -18796,
            -190565,
            -5044086,
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            -5044086
        ],
        [
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            17,
            57,
            37,
            17,
            57
        ],
        [
            18,
            10,
            25,
            24,
            14,
            34
        ],
        [
            127,
            45,
            250,
            93,
            32,
            172
        ],
        [
            3238,
            783,
            2454,
            3238,
            783,
            2454
        ],
        [
            7.832173,
            162.832173,
            7.832173,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            -105679,
            -81775,
            -575574,
            -576222,
            690208,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612008000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759262299734,
    "expiration_time": 1763930304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 143,
            "offset": 0,
            "std": 1.15169
        }
    }
}

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)