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Trade: AAVE/USDT/720/HLC3/ALMA/5426

Strategy
AAVE/USDT/720/HLC3/ALMA/5426
Pair
AAVE_USDT
Interval
12h
Score
718727
Daily Profit
0.222282
Profit Factor
7.200893
Profitability
87.878788
Streak
453.525308
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-07 03:36
Expiration Time
2025-11-30 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320034.8496 212551.9186 107482.931 -4466428.7109 5563373.7762 -10029802.4872
Total P&L (%) 320.0349 212.5519 107.4829 -4466.4287 5563.3738 -10029.8025
Avg Daily Profit (%) 0.176 0.1169 0.0591 0 0.2223 0
Buy And Hold Return (%) 147.732 147.732 147.732 147.732 147.732 147.732
Max Trade Drawdown -191220 -35336 -181275 -14788081 -446269 -14788081
Profit Factor 2.0862 3.79 1.492 0.7453 7.2009 0.3973
Total Trades 66 33 33 66 33 33
Winning Trades 58 28 30 60 29 31
Losing Trades 8 5 3 6 4 2
Profitability (%) 87.8788 84.8485 90.9091 90.9091 87.8788 93.9394
Ratio Avg Win / Avg Loss 0.2877 0.6768 0.1492 0.0745 0.9932 0.0256
Largest Winning Trade 29289 29289 27259 1468470 1468470 866179
Largest Losing Trade -164721 -31468 -164721 -14788081 -347557 -14788081
Avg Bars in Trades 49 51 46 49 51 46
Avg Bars in Winners 27 32 23 34 36 31
Avg Bars in Losers 203 160 277 199 158 281
Bars Traded 3236 1701 1535 3236 1701 1535
Profit Streak 0 0 0 233.5253 453.5253 233.5253
Trades During Streak 0 0 0 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121020 -57726 -275239 -703355 718727 -574968
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610409600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759797386652,
    "expiration_time": 1764464256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 179,
            "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": [
        [
            320034.8496398757,
            212551.9186255421,
            107482.9310143331,
            -4466428.710942062,
            5563373.776229848,
            -10029802.487171913
        ],
        [
            320.03485,
            212.551919,
            107.482931,
            -4466.428711,
            5563.373776,
            -10029.802487
        ],
        [
            0.176037,
            0.116915,
            0.059122,
            0,
            0.222282,
            0
        ],
        [
            147.731984,
            147.731984,
            147.731984,
            147.731984,
            147.731984,
            147.731984
        ],
        [
            -191220,
            -35336,
            -181275,
            -14788081,
            -446269,
            -14788081
        ],
        [
            2.086173,
            3.79003,
            1.491999,
            0.745332,
            7.200893,
            0.397285
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            58,
            28,
            30,
            60,
            29,
            31
        ],
        [
            8,
            5,
            3,
            6,
            4,
            2
        ],
        [
            87.878788,
            84.848485,
            90.909091,
            90.909091,
            87.878788,
            93.939394
        ],
        [
            0.287748,
            0.676791,
            0.1492,
            0.074533,
            0.993227,
            0.025631
        ],
        [
            29289,
            29289,
            27259,
            1468470,
            1468470,
            866179
        ],
        [
            -164721,
            -31468,
            -164721,
            -14788081,
            -347557,
            -14788081
        ],
        [
            49,
            51,
            46,
            49,
            51,
            46
        ],
        [
            27,
            32,
            23,
            34,
            36,
            31
        ],
        [
            203,
            160,
            277,
            199,
            158,
            281
        ],
        [
            3236,
            1701,
            1535,
            3236,
            1701,
            1535
        ],
        [
            0,
            0,
            0,
            233.525308,
            453.525308,
            233.525308
        ],
        [
            0,
            0,
            0,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121020,
            -57726,
            -275239,
            -703355,
            718727,
            -574968
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3636,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610409600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759797386652,
    "expiration_time": 1764464256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 179,
            "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)