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Trade: AAVE/USDT/720/SUPERTREND/PWMA/2302

Strategy
AAVE/USDT/720/SUPERTREND/PWMA/2302
Pair
AAVE_USDT
Interval
12h
Score
637647
Daily Profit
0.211090
Profit Factor
3.843149
Profitability
79.310345
Streak
0.000000
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-25 13:04
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 425209.4481 259663.4792 165545.9689 1512139.0824 4407203.2915 -2895064.2091
Total P&L (%) 425.2094 259.6635 165.546 1512.1391 4407.2033 -2895.0642
Avg Daily Profit (%) 0.2354 0.1438 0.0917 0.1541 0.2111 0
Buy And Hold Return (%) 66.4128 66.4128 66.4128 66.4128 66.4128 66.4128
Max Trade Drawdown -93575 -19573 -98096 -3874081 -422592 -5315523
Profit Factor 2.544 4.5151 1.8215 1.1587 3.8431 0.6372
Total Trades 57 29 28 57 29 28
Winning Trades 41 23 18 41 23 18
Losing Trades 16 6 10 16 6 10
Profitability (%) 71.9298 79.3103 64.2857 71.9298 79.3103 64.2857
Ratio Avg Win / Avg Loss 0.9928 1.1779 1.0119 0.4522 1.0026 0.354
Largest Winning Trade 57739 42842 57739 972929 972929 858602
Largest Losing Trade -60894 -19573 -60894 -2909510 -422592 -2909510
Avg Bars in Trades 52 52 53 52 52 53
Avg Bars in Winners 46 47 43 46 47 43
Avg Bars in Losers 70 71 70 70 71 70
Bars Traded 3019 1525 1494 3019 1525 1494
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167059 240049 -91050 -216663 637647 -599981

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1611187200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794652894,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 60,
            "offset": 0,
            "multiplier": 3.06099
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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": [
        [
            425209.4481112976,
            259663.4791796539,
            165545.9689316438,
            1512139.0823883524,
            4407203.291496654,
            -2895064.2091083024
        ],
        [
            425.209448,
            259.663479,
            165.545969,
            1512.139082,
            4407.203291,
            -2895.064209
        ],
        [
            0.235443,
            0.143778,
            0.091664,
            0.154058,
            0.21109,
            0
        ],
        [
            66.412795,
            66.412795,
            66.412795,
            66.412795,
            66.412795,
            66.412795
        ],
        [
            -93575,
            -19573,
            -98096,
            -3874081,
            -422592,
            -5315523
        ],
        [
            2.543975,
            4.515126,
            1.82145,
            1.158675,
            3.843149,
            0.637196
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            16,
            6,
            10,
            16,
            6,
            10
        ],
        [
            71.929825,
            79.310345,
            64.285714,
            71.929825,
            79.310345,
            64.285714
        ],
        [
            0.992771,
            1.177859,
            1.011917,
            0.452166,
            1.00256,
            0.353998
        ],
        [
            57739,
            42842,
            57739,
            972929,
            972929,
            858602
        ],
        [
            -60894,
            -19573,
            -60894,
            -2909510,
            -422592,
            -2909510
        ],
        [
            52,
            52,
            53,
            52,
            52,
            53
        ],
        [
            46,
            47,
            43,
            46,
            47,
            43
        ],
        [
            70,
            71,
            70,
            70,
            71,
            70
        ],
        [
            3019,
            1525,
            1494,
            3019,
            1525,
            1494
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167059,
            240049,
            -91050,
            -216663,
            637647,
            -599981
        ]
    ]
}
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": 1611187200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758794652894,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 60,
            "offset": 0,
            "multiplier": 3.06099
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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)