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Trade: AAVE/USDT/15/KCL/RMA/3952

Strategy
AAVE/USDT/15/KCL/RMA/3952
Pair
AAVE_USDT
Interval
15m
Score
302156
Daily Profit
0.166074
Profit Factor
1.513106
Profitability
74.285714
Streak
10.611041
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 11:09
Expiration Time
2025-12-24 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80061.4782 43248.9781 36812.5001 84307.5391 50621.0834 33686.4557
Total P&L (%) 80.0615 43.249 36.8125 84.3075 50.6211 33.6865
Avg Daily Profit (%) 0.3074 0.1661 0.1414 0.2351 0.1574 0.1115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36215 -33572 -33957 -56790 -51884 -56103
Profit Factor 1.5058 1.5131 1.4976 1.3439 1.4009 1.2834
Total Trades 71 35 36 71 35 36
Winning Trades 53 26 27 53 26 27
Losing Trades 18 9 9 18 9 9
Profitability (%) 74.6479 74.2857 75 74.6479 74.2857 75
Ratio Avg Win / Avg Loss 0.5114 0.5238 0.4992 0.4564 0.4849 0.4278
Largest Winning Trade 19024 19024 16876 25271 25271 19181
Largest Losing Trade -20532 -20532 -18620 -29827 -29827 -27454
Avg Bars in Trades 337 424 253 337 424 253
Avg Bars in Winners 182 231 135 182 231 135
Avg Bars in Losers 792 979 605 792 979 605
Bars Traded 23959 14842 9117 23959 14842 9117
Profit Streak 10.611 10.611 45.5173 10.611 10.611 45.5173
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79293 302156 -3767 -80901 297887 -45104
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737584100000,
    "first_datapoint_time": 1737746100000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760083793934,
    "expiration_time": 1766563200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 144,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 181,
            "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": [
        [
            80061.4781930328,
            43248.9781055769,
            36812.5000874559,
            84307.5390815862,
            50621.0833850443,
            33686.455696542
        ],
        [
            80.061478,
            43.248978,
            36.8125,
            84.307539,
            50.621083,
            33.686456
        ],
        [
            0.307432,
            0.166074,
            0.141358,
            0.235064,
            0.157407,
            0.111546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36215,
            -33572,
            -33957,
            -56790,
            -51884,
            -56103
        ],
        [
            1.505847,
            1.513106,
            1.497577,
            1.343884,
            1.400852,
            1.283368
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            74.647887,
            74.285714,
            75,
            74.647887,
            74.285714,
            75
        ],
        [
            0.51142,
            0.523767,
            0.499192,
            0.456413,
            0.48491,
            0.427789
        ],
        [
            19024,
            19024,
            16876,
            25271,
            25271,
            19181
        ],
        [
            -20532,
            -20532,
            -18620,
            -29827,
            -29827,
            -27454
        ],
        [
            337,
            424,
            253,
            337,
            424,
            253
        ],
        [
            182,
            231,
            135,
            182,
            231,
            135
        ],
        [
            792,
            979,
            605,
            792,
            979,
            605
        ],
        [
            23959,
            14842,
            9117,
            23959,
            14842,
            9117
        ],
        [
            10.611041,
            10.611041,
            45.517291,
            10.611041,
            10.611041,
            45.517291
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79293,
            302156,
            -3767,
            -80901,
            297887,
            -45104
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737584100000,
    "first_datapoint_time": 1737746100000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760083793934,
    "expiration_time": 1766563200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 144,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 181,
            "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)