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Trade: AAVE/USDT/720/HL2/KCU/1479

Strategy
AAVE/USDT/720/HL2/KCU/1479
Pair
AAVE_USDT
Interval
12h
Score
633539
Daily Profit
0.251078
Profit Factor
2.806449
Profitability
85.245902
Streak
69.332193
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 454953.9873 273143.6945 181810.2928 2749825.2818 2039772.1677 710053.1141
Total P&L (%) 454.954 273.1437 181.8103 2749.8253 2039.7722 710.0531
Avg Daily Profit (%) 0.2511 0.1507 0.1003 0.185 0.1692 0.1155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78448 -94215 -62109 -1055926 -328773 -1035491
Profit Factor 2.8064 2.6813 3.034 2.4722 3.8342 1.6184
Total Trades 122 61 61 122 61 61
Winning Trades 104 53 51 104 53 51
Losing Trades 18 8 10 18 8 10
Profitability (%) 85.2459 86.8852 83.6066 85.2459 86.8852 83.6066
Ratio Avg Win / Avg Loss 0.4857 0.4047 0.5949 0.4279 0.5787 0.3173
Largest Winning Trade 24639 24639 21107 298432 298432 181808
Largest Losing Trade -62223 -62223 -62109 -1035491 -252104 -1035491
Avg Bars in Trades 26 41 11 26 41 11
Avg Bars in Winners 8 9 7 8 9 7
Avg Bars in Losers 133 254 36 133 254 36
Bars Traded 3254 2523 731 3254 2523 731
Profit Streak 69.3322 139.8322 69.3322 69.3322 139.8322 69.3322
Trades During Streak 12 13 6 12 13 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 633539 -145932 -211633 604997 -143532 -193711
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3624,
    "evaluation_days": 1812,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612094400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759262301454,
    "expiration_time": 1763930304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            454953.9873245256,
            273143.6945187278,
            181810.2928057977,
            2749825.2818065956,
            2039772.1677014097,
            710053.1141051853
        ],
        [
            454.953987,
            273.143695,
            181.810293,
            2749.825282,
            2039.772168,
            710.053114
        ],
        [
            0.251078,
            0.150742,
            0.100337,
            0.185041,
            0.169198,
            0.115515
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78448,
            -94215,
            -62109,
            -1055926,
            -328773,
            -1035491
        ],
        [
            2.806449,
            2.681261,
            3.033983,
            2.472168,
            3.834212,
            1.618417
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            104,
            53,
            51,
            104,
            53,
            51
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            85.245902,
            86.885246,
            83.606557,
            85.245902,
            86.885246,
            83.606557
        ],
        [
            0.485731,
            0.404719,
            0.594899,
            0.427875,
            0.578749,
            0.317337
        ],
        [
            24639,
            24639,
            21107,
            298432,
            298432,
            181808
        ],
        [
            -62223,
            -62223,
            -62109,
            -1035491,
            -252104,
            -1035491
        ],
        [
            26,
            41,
            11,
            26,
            41,
            11
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            133,
            254,
            36,
            133,
            254,
            36
        ],
        [
            3254,
            2523,
            731,
            3254,
            2523,
            731
        ],
        [
            69.332193,
            139.832193,
            69.332193,
            69.332193,
            139.832193,
            69.332193
        ],
        [
            12,
            13,
            6,
            12,
            13,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            633539,
            -145932,
            -211633,
            604997,
            -143532,
            -193711
        ]
    ]
}
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": 1612094400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759262301454,
    "expiration_time": 1763930304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)