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Trade: AAVE/USDT/720/SMA/KCB/8067

Strategy
AAVE/USDT/720/SMA/KCB/8067
Pair
AAVE_USDT
Interval
12h
Score
591669
Daily Profit
0.172048
Profit Factor
3.460121
Profitability
83.870968
Streak
140.602992
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-26 17:28
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 350137.6549 214481.3698 135656.2852 1049093.6525 2129831.123 -1080737.4705
Total P&L (%) 350.1377 214.4814 135.6563 1049.0937 2129.8311 -1080.7375
Avg Daily Profit (%) 0.1939 0.1188 0.0751 0.1353 0.172 0
Buy And Hold Return (%) 208.3198 208.3198 208.3198 208.3198 208.3198 208.3198
Max Trade Drawdown -91366 -48440 -95513 -2031871 -345210 -2438409
Profit Factor 2.3635 3.0403 1.8944 1.2647 3.4601 0.6511
Total Trades 62 31 31 62 31 31
Winning Trades 51 26 25 51 26 25
Losing Trades 11 5 6 11 5 6
Profitability (%) 82.2581 83.871 80.6452 82.2581 83.871 80.6452
Ratio Avg Win / Avg Loss 0.5098 0.5847 0.4547 0.2728 0.6654 0.1563
Largest Winning Trade 34367 32383 34367 724602 724602 203690
Largest Losing Trade -50189 -40023 -50189 -1486701 -288495 -1486701
Avg Bars in Trades 52 53 50 52 53 50
Avg Bars in Winners 30 35 25 30 35 25
Avg Bars in Losers 153 148 157 153 148 157
Bars Traded 3224 1653 1571 3224 1653 1571
Profit Streak 55.603 140.603 55.603 55.603 140.603 55.603
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153133 -183209 -253139 -168529 591669 -576304

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896898531,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            350137.6549245163,
            214481.3697650804,
            135656.2851594357,
            1049093.652502709,
            2129831.1230174284,
            -1080737.4705147194
        ],
        [
            350.137655,
            214.48137,
            135.656285,
            1049.093653,
            2129.831123,
            -1080.737471
        ],
        [
            0.193875,
            0.11876,
            0.075114,
            0.135283,
            0.172048,
            0
        ],
        [
            208.319829,
            208.319829,
            208.319829,
            208.319829,
            208.319829,
            208.319829
        ],
        [
            -91366,
            -48440,
            -95513,
            -2031871,
            -345210,
            -2438409
        ],
        [
            2.363542,
            3.040338,
            1.894448,
            1.264673,
            3.460121,
            0.651149
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            11,
            5,
            6,
            11,
            5,
            6
        ],
        [
            82.258065,
            83.870968,
            80.645161,
            82.258065,
            83.870968,
            80.645161
        ],
        [
            0.509784,
            0.58468,
            0.454668,
            0.272773,
            0.665408,
            0.156276
        ],
        [
            34367,
            32383,
            34367,
            724602,
            724602,
            203690
        ],
        [
            -50189,
            -40023,
            -50189,
            -1486701,
            -288495,
            -1486701
        ],
        [
            52,
            53,
            50,
            52,
            53,
            50
        ],
        [
            30,
            35,
            25,
            30,
            35,
            25
        ],
        [
            153,
            148,
            157,
            153,
            148,
            157
        ],
        [
            3224,
            1653,
            1571,
            3224,
            1653,
            1571
        ],
        [
            55.602992,
            140.602992,
            55.602992,
            55.602992,
            140.602992,
            55.602992
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153133,
            -183209,
            -253139,
            -168529,
            591669,
            -576304
        ]
    ]
}
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": 1609502400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896898531,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)