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Trade: AAVE/USDT/15/DCU/EMA/7047

Strategy
AAVE/USDT/15/DCU/EMA/7047
Pair
AAVE_USDT
Interval
15m
Score
544531
Daily Profit
0.295451
Profit Factor
2.564193
Profitability
61.445783
Streak
15.174488
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 17:11
Expiration Time
2025-12-25 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91770.7988 46012.2917 45758.5072 42096.3856 115605.2524 -73508.8667
Total P&L (%) 91.7708 46.0123 45.7585 42.0964 115.6053 -73.5089
Avg Daily Profit (%) 0.3524 0.1767 0.1757 0.135 0.2955 -0.5088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123002 -11969 -116583 -421343 -15844 -415816
Profit Factor 1.3683 1.969 1.2269 1.0666 2.5642 0.8682
Total Trades 167 83 84 167 83 84
Winning Trades 99 51 48 99 51 48
Losing Trades 68 32 36 68 32 36
Profitability (%) 59.2814 61.4458 57.1429 59.2814 61.4458 57.1429
Ratio Avg Win / Avg Loss 0.9399 1.2354 0.9202 0.7326 1.6089 0.6512
Largest Winning Trade 19902 10289 19902 81076 27090 81076
Largest Losing Trade -62724 -5262 -62724 -313311 -12030 -313311
Avg Bars in Trades 148 23 272 148 23 272
Avg Bars in Winners 91 20 167 91 20 167
Avg Bars in Losers 230 26 412 230 26 412
Bars Traded 24803 1916 22887 24803 1916 22887
Profit Streak 6.5703 15.1745 6.5703 6.5703 15.1745 6.5703
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365330 365874 160228 -161344 544531 -580000
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737692100000,
    "first_datapoint_time": 1737861300000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760191875729,
    "expiration_time": 1766671200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 189,
            "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": [
        [
            91770.79882668,
            46012.2916649817,
            45758.5071616982,
            42096.3856261913,
            115605.2523590677,
            -73508.8667328765
        ],
        [
            91.770799,
            46.012292,
            45.758507,
            42.096386,
            115.605252,
            -73.508867
        ],
        [
            0.352395,
            0.176685,
            0.17571,
            0.135002,
            0.295451,
            -0.508785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123002,
            -11969,
            -116583,
            -421343,
            -15844,
            -415816
        ],
        [
            1.368335,
            1.968955,
            1.226905,
            1.066636,
            2.564193,
            0.868223
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            99,
            51,
            48,
            99,
            51,
            48
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            59.281437,
            61.445783,
            57.142857,
            59.281437,
            61.445783,
            57.142857
        ],
        [
            0.939866,
            1.235423,
            0.920178,
            0.732639,
            1.608905,
            0.651167
        ],
        [
            19902,
            10289,
            19902,
            81076,
            27090,
            81076
        ],
        [
            -62724,
            -5262,
            -62724,
            -313311,
            -12030,
            -313311
        ],
        [
            148,
            23,
            272,
            148,
            23,
            272
        ],
        [
            91,
            20,
            167,
            91,
            20,
            167
        ],
        [
            230,
            26,
            412,
            230,
            26,
            412
        ],
        [
            24803,
            1916,
            22887,
            24803,
            1916,
            22887
        ],
        [
            6.570321,
            15.174487,
            6.570321,
            6.570321,
            15.174488,
            6.570321
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365330,
            365874,
            160228,
            -161344,
            544531,
            -580000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737692100000,
    "first_datapoint_time": 1737861300000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760191875729,
    "expiration_time": 1766671200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 189,
            "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)