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Trade: AAVE/USDT/15/LINREG/DCM/6700

Strategy
AAVE/USDT/15/LINREG/DCM/6700
Pair
AAVE_USDT
Interval
15m
Score
346570
Daily Profit
0.404019
Profit Factor
1.269294
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 13:28
Expiration Time
2025-12-25 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105214.593 63030.3046 42184.2884 92473.9009 66630.0575 25843.8434
Total P&L (%) 105.2146 63.0303 42.1843 92.4739 66.6301 25.8438
Avg Daily Profit (%) 0.404 0.242 0.162 0.2518 0.1963 0.0883
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41914 -30590 -43277 -63907 -44883 -78943
Profit Factor 1.2693 1.3045 1.2296 1.1491 1.2081 1.0861
Total Trades 246 123 123 246 123 123
Winning Trades 132 65 67 132 65 67
Losing Trades 114 58 56 114 58 56
Profitability (%) 53.6585 52.8455 54.4715 53.6585 52.8455 54.4715
Ratio Avg Win / Avg Loss 1.0962 1.164 1.0277 0.9924 1.078 0.9078
Largest Winning Trade 25805 25805 23372 28451 28451 25018
Largest Losing Trade -30590 -30590 -23659 -35721 -29576 -35721
Avg Bars in Trades 100 104 95 100 104 95
Avg Bars in Winners 98 103 94 98 103 94
Avg Bars in Losers 101 106 96 101 106 96
Bars Traded 24649 12907 11742 24649 12907 11742
Profit Streak 0 0 7.7487 0 0 7.7487
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346570 229426 163985 -49753 202768 -206344
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737678600000,
    "first_datapoint_time": 1737873000000,
    "last_datapoint_time": 1760177700000,
    "evaluation_time": 1760178489160,
    "expiration_time": 1766657700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "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": [
        [
            105214.5929955385,
            63030.3046341262,
            42184.2883614123,
            92473.9009136152,
            66630.0574888442,
            25843.8434247709
        ],
        [
            105.214593,
            63.030305,
            42.184288,
            92.473901,
            66.630057,
            25.843843
        ],
        [
            0.404019,
            0.242033,
            0.161986,
            0.251753,
            0.196263,
            0.088309
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41914,
            -30590,
            -43277,
            -63907,
            -44883,
            -78943
        ],
        [
            1.269294,
            1.30452,
            1.229607,
            1.149101,
            1.208091,
            1.086143
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            132,
            65,
            67,
            132,
            65,
            67
        ],
        [
            114,
            58,
            56,
            114,
            58,
            56
        ],
        [
            53.658537,
            52.845528,
            54.471545,
            53.658537,
            52.845528,
            54.471545
        ],
        [
            1.096208,
            1.164034,
            1.027731,
            0.992406,
            1.077989,
            0.907821
        ],
        [
            25805,
            25805,
            23372,
            28451,
            28451,
            25018
        ],
        [
            -30590,
            -30590,
            -23659,
            -35721,
            -29576,
            -35721
        ],
        [
            100,
            104,
            95,
            100,
            104,
            95
        ],
        [
            98,
            103,
            94,
            98,
            103,
            94
        ],
        [
            101,
            106,
            96,
            101,
            106,
            96
        ],
        [
            24649,
            12907,
            11742,
            24649,
            12907,
            11742
        ],
        [
            0,
            0,
            7.748717,
            0,
            0,
            7.748717
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346570,
            229426,
            163985,
            -49753,
            202768,
            -206344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737678600000,
    "first_datapoint_time": 1737873000000,
    "last_datapoint_time": 1760177700000,
    "evaluation_time": 1760178489160,
    "expiration_time": 1766657700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "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)