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Trade: AAVE/USDT/720/SMA/HWMA/2000

Strategy
AAVE/USDT/720/SMA/HWMA/2000
Pair
AAVE_USDT
Interval
12h
Score
465838
Daily Profit
0.319874
Profit Factor
2.927044
Profitability
52.631579
Streak
176.127686
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-27 06:03
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 543225.8138 577692.4942 -34466.6803 -189743.4582 -615545.7499 425802.2917
Total P&L (%) 543.2258 577.6925 -34.4667 -189.7435 -615.5458 425.8023
Avg Daily Profit (%) 0.3008 0.3199 -0.0191 0 0 0.0919
Buy And Hold Return (%) 217.9266 217.9266 217.9266 217.9266 217.9266 217.9266
Max Trade Drawdown -205843 -102944 -214463 -7186649 -4953301 -2764633
Profit Factor 1.7831 2.927 0.9125 0.9808 0.8996 1.1139
Total Trades 76 38 38 76 38 38
Winning Trades 38 20 18 38 20 18
Losing Trades 38 18 20 38 18 20
Profitability (%) 50 52.6316 47.3684 50 52.6316 47.3684
Ratio Avg Win / Avg Loss 1.7831 2.6343 1.0139 0.9808 0.8096 1.2377
Largest Winning Trade 361115 361115 41600 2773026 2773026 1631676
Largest Losing Trade -111610 -49620 -111610 -3513528 -3513528 -1039430
Avg Bars in Trades 44 46 43 44 46 43
Avg Bars in Winners 46 48 43 46 48 43
Avg Bars in Losers 43 43 43 43 43 43
Bars Traded 3419 1752 1667 3419 1752 1667
Profit Streak 66.1277 176.1277 66.1277 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44129 465838 -579562 -634555 -580423 -173671
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942232099,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03751,
            "nb": 0.1,
            "nc": 0.08463
        }
    }
}
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": [
        [
            543225.8138431258,
            577692.4941613897,
            -34466.6803182638,
            -189743.458235635,
            -615545.7499152024,
            425802.2916795678
        ],
        [
            543.225814,
            577.692494,
            -34.46668,
            -189.743458,
            -615.54575,
            425.802292
        ],
        [
            0.300789,
            0.319874,
            -0.019085,
            0,
            0,
            0.091945
        ],
        [
            217.926566,
            217.926566,
            217.926566,
            217.926566,
            217.926566,
            217.926566
        ],
        [
            -205843,
            -102944,
            -214463,
            -7186649,
            -4953301,
            -2764633
        ],
        [
            1.78307,
            2.927044,
            0.912506,
            0.980775,
            0.899595,
            1.113887
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            50,
            52.631579,
            47.368421,
            50,
            52.631579,
            47.368421
        ],
        [
            1.78307,
            2.634339,
            1.013895,
            0.980775,
            0.809636,
            1.237653
        ],
        [
            361115,
            361115,
            41600,
            2773026,
            2773026,
            1631676
        ],
        [
            -111610,
            -49620,
            -111610,
            -3513528,
            -3513528,
            -1039430
        ],
        [
            44,
            46,
            43,
            44,
            46,
            43
        ],
        [
            46,
            48,
            43,
            46,
            48,
            43
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            3419,
            1752,
            1667,
            3419,
            1752,
            1667
        ],
        [
            66.127686,
            176.127686,
            66.127686,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44129,
            465838,
            -579562,
            -634555,
            -580423,
            -173671
        ]
    ]
}
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": 1607990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942232099,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03751,
            "nb": 0.1,
            "nc": 0.08463
        }
    }
}

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)