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Trade: AAVE/USDT/720/PWMA/MIDPOINT/2078

Strategy
AAVE/USDT/720/PWMA/MIDPOINT/2078
Pair
AAVE_USDT
Interval
12h
Score
696060
Daily Profit
0.215858
Profit Factor
5.816366
Profitability
80.000000
Streak
0.000000
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-27 06:50
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 429491.244 258365.0017 171126.2423 2470144.38 4811608.8908 -2341464.5108
Total P&L (%) 429.4912 258.365 171.1262 2470.1444 4811.6089 -2341.4645
Avg Daily Profit (%) 0.2378 0.1431 0.0948 0.1799 0.2159 0
Buy And Hold Return (%) 218.2956 218.2956 218.2956 218.2956 218.2956 218.2956
Max Trade Drawdown -83762 -47274 -84666 -4062218 -516351 -4570802
Profit Factor 2.9637 4.1985 2.2406 1.4099 5.8164 0.5342
Total Trades 70 35 35 70 35 35
Winning Trades 53 28 25 53 28 25
Losing Trades 17 7 10 17 7 10
Profitability (%) 75.7143 80 71.4286 75.7143 80 71.4286
Ratio Avg Win / Avg Loss 0.9506 1.0496 0.8963 0.4522 1.4541 0.2137
Largest Winning Trade 41581 41581 36591 1790056 1790056 622468
Largest Losing Trade -53773 -47274 -53773 -3277487 -516351 -3277487
Avg Bars in Trades 46 51 42 46 51 42
Avg Bars in Winners 36 43 27 36 43 27
Avg Bars in Losers 80 84 78 80 84 78
Bars Traded 3281 1803 1478 3281 1803 1478
Profit Streak 6.66 0 56.16 6.66 0 56.16
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90757 -100757 -226589 -87523 696060 -576608
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609459200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758945023026,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 157,
            "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": [
        [
            429491.2440353554,
            258365.0016959131,
            171126.2423394423,
            2470144.379986414,
            4811608.89078245,
            -2341464.510796035
        ],
        [
            429.491244,
            258.365002,
            171.126242,
            2470.14438,
            4811.608891,
            -2341.464511
        ],
        [
            0.237814,
            0.143059,
            0.094754,
            0.179926,
            0.215858,
            0
        ],
        [
            218.295625,
            218.295625,
            218.295625,
            218.295625,
            218.295625,
            218.295625
        ],
        [
            -83762,
            -47274,
            -84666,
            -4062218,
            -516351,
            -4570802
        ],
        [
            2.96373,
            4.198473,
            2.240636,
            1.4099,
            5.816366,
            0.534241
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            17,
            7,
            10,
            17,
            7,
            10
        ],
        [
            75.714286,
            80,
            71.428571,
            75.714286,
            80,
            71.428571
        ],
        [
            0.95063,
            1.049618,
            0.896254,
            0.452232,
            1.454091,
            0.213696
        ],
        [
            41581,
            41581,
            36591,
            1790056,
            1790056,
            622468
        ],
        [
            -53773,
            -47274,
            -53773,
            -3277487,
            -516351,
            -3277487
        ],
        [
            46,
            51,
            42,
            46,
            51,
            42
        ],
        [
            36,
            43,
            27,
            36,
            43,
            27
        ],
        [
            80,
            84,
            78,
            80,
            84,
            78
        ],
        [
            3281,
            1803,
            1478,
            3281,
            1803,
            1478
        ],
        [
            6.659989,
            0,
            56.159989,
            6.659989,
            0,
            56.159989
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90757,
            -100757,
            -226589,
            -87523,
            696060,
            -576608
        ]
    ]
}
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": 1609459200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758945023026,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 157,
            "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)