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Trade: AAVE/USDT/15/JMA/T3/2917

Strategy
AAVE/USDT/15/JMA/T3/2917
Pair
AAVE_USDT
Interval
15m
Score
347826
Daily Profit
0.379539
Profit Factor
1.395150
Profitability
69.696970
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 02:35
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98839.5898 59517.9356 39321.6542 110462.2313 101883.6011 8578.6302
Total P&L (%) 98.8396 59.5179 39.3217 110.4622 101.8836 8.5786
Avg Daily Profit (%) 0.3795 0.2285 0.151 0.2862 0.2701 0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49366 -37681 -28070 -150492 -87926 -90771
Profit Factor 1.3952 1.4551 1.3295 1.1914 1.3659 1.0287
Total Trades 132 66 66 132 66 66
Winning Trades 92 46 46 92 46 46
Losing Trades 40 20 20 40 20 20
Profitability (%) 69.697 69.697 69.697 69.697 69.697 69.697
Ratio Avg Win / Avg Loss 0.6066 0.6327 0.578 0.518 0.5939 0.4473
Largest Winning Trade 14567 14567 10238 23828 23828 18934
Largest Losing Trade -18366 -16067 -18366 -50539 -37529 -50539
Avg Bars in Trades 185 190 179 185 190 179
Avg Bars in Winners 114 111 117 114 111 117
Avg Bars in Losers 348 372 323 348 372 323
Bars Traded 24478 12599 11879 24478 12599 11879
Profit Streak 0 0 12.8583 0 0 12.8583
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347826 -116491 -118895 -1819 -115982 -629456

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736428500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758929753103,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 224,
            "offset": 0,
            "a": 0.64885
        }
    }
}
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": [
        [
            98839.5897655762,
            59517.9356067285,
            39321.6541588477,
            110462.2313144162,
            101883.6010899743,
            8578.6302244418
        ],
        [
            98.83959,
            59.517936,
            39.321654,
            110.462231,
            101.883601,
            8.57863
        ],
        [
            0.379539,
            0.228546,
            0.150993,
            0.286153,
            0.270129,
            0.031609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49366,
            -37681,
            -28070,
            -150492,
            -87926,
            -90771
        ],
        [
            1.39515,
            1.455102,
            1.329458,
            1.191372,
            1.365863,
            1.028716
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            69.69697,
            69.69697,
            69.69697,
            69.69697,
            69.69697,
            69.69697
        ],
        [
            0.606587,
            0.632653,
            0.578025,
            0.517988,
            0.593853,
            0.447268
        ],
        [
            14567,
            14567,
            10238,
            23828,
            23828,
            18934
        ],
        [
            -18366,
            -16067,
            -18366,
            -50539,
            -37529,
            -50539
        ],
        [
            185,
            190,
            179,
            185,
            190,
            179
        ],
        [
            114,
            111,
            117,
            114,
            111,
            117
        ],
        [
            348,
            372,
            323,
            348,
            372,
            323
        ],
        [
            24478,
            12599,
            11879,
            24478,
            12599,
            11879
        ],
        [
            0,
            0,
            12.858253,
            0,
            0,
            12.858253
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347826,
            -116491,
            -118895,
            -1819,
            -115982,
            -629456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736428500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758929753103,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 224,
            "offset": 0,
            "a": 0.64885
        }
    }
}

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)