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Trade: AAVE/USDT/720/KCL/SUPERTREND/2136

Strategy
AAVE/USDT/720/KCL/SUPERTREND/2136
Pair
AAVE_USDT
Interval
12h
Score
337291
Daily Profit
0.358809
Profit Factor
2.614663
Profitability
57.142857
Streak
173.304527
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-27 10:18
Expiration Time
2025-11-17 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 630993.8219 648009.6846 -17015.8627 277608.7231 258294.5565 19314.1666
Total P&L (%) 630.9938 648.0097 -17.0159 277.6087 258.2946 19.3142
Avg Daily Profit (%) 0.3494 0.3588 -0.0094 0.0736 0.0707 0.0098
Buy And Hold Return (%) 337.3827 337.3827 337.3827 337.3827 337.3827 337.3827
Max Trade Drawdown -223733 -136826 -130645 -3717002 -2563536 -1659903
Profit Factor 1.9088 2.6147 0.9419 1.037 1.0527 1.0074
Total Trades 98 49 49 98 49 49
Winning Trades 44 28 16 44 28 16
Losing Trades 54 21 33 54 21 33
Profitability (%) 44.898 57.1429 32.6531 44.898 57.1429 32.6531
Ratio Avg Win / Avg Loss 2.3426 1.961 1.9427 1.2726 0.7896 2.0777
Largest Winning Trade 362914 362914 40415 1029755 1029755 821289
Largest Losing Trade -66322 -66322 -43495 -1474086 -1474086 -726976
Avg Bars in Trades 35 55 14 35 55 14
Avg Bars in Winners 45 58 22 45 58 22
Avg Bars in Losers 27 52 10 27 52 10
Bars Traded 3455 2736 719 3455 2736 719
Profit Streak 0 173.3045 0 0 173.3045 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 124626 337291 -584372 -442038 -426100 -563202
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1606564800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957511145,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 89,
            "offset": 0,
            "multiplier": 3.13124
        }
    }
}
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": [
        [
            630993.8219194828,
            648009.684621898,
            -17015.8627024154,
            277608.7230608736,
            258294.5564531379,
            19314.1666077354
        ],
        [
            630.993822,
            648.009685,
            -17.015863,
            277.608723,
            258.294556,
            19.314167
        ],
        [
            0.349387,
            0.358809,
            -0.009422,
            0.073598,
            0.070689,
            0.009778
        ],
        [
            337.38271,
            337.38271,
            337.38271,
            337.38271,
            337.38271,
            337.38271
        ],
        [
            -223733,
            -136826,
            -130645,
            -3717002,
            -2563536,
            -1659903
        ],
        [
            1.908775,
            2.614663,
            0.941927,
            1.036968,
            1.052746,
            1.007393
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            44,
            28,
            16,
            44,
            28,
            16
        ],
        [
            54,
            21,
            33,
            54,
            21,
            33
        ],
        [
            44.897959,
            57.142857,
            32.653061,
            44.897959,
            57.142857,
            32.653061
        ],
        [
            2.342588,
            1.960997,
            1.942724,
            1.272643,
            0.78956,
            2.077748
        ],
        [
            362914,
            362914,
            40415,
            1029755,
            1029755,
            821289
        ],
        [
            -66322,
            -66322,
            -43495,
            -1474086,
            -1474086,
            -726976
        ],
        [
            35,
            55,
            14,
            35,
            55,
            14
        ],
        [
            45,
            58,
            22,
            45,
            58,
            22
        ],
        [
            27,
            52,
            10,
            27,
            52,
            10
        ],
        [
            3455,
            2736,
            719,
            3455,
            2736,
            719
        ],
        [
            0,
            173.304527,
            0,
            0,
            173.304527,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            124626,
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            -584372,
            -442038,
            -426100,
            -563202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1606564800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957511145,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 89,
            "offset": 0,
            "multiplier": 3.13124
        }
    }
}

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)