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Trade: AAVE/USDT/15/SINWMA/T3/5030

Strategy
AAVE/USDT/15/SINWMA/T3/5030
Pair
AAVE_USDT
Interval
15m
Score
374694
Daily Profit
0.397034
Profit Factor
1.355474
Profitability
71.839080
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 18:32
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 103395.5214 62301.0264 41094.495 116125.1921 112691.9902 3433.2019
Total P&L (%) 103.3955 62.301 41.0945 116.1252 112.692 3.4332
Avg Daily Profit (%) 0.397 0.2392 0.1578 0.2964 0.2902 0.013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49612 -32626 -35533 -159527 -94912 -119176
Profit Factor 1.3555 1.4358 1.2778 1.1649 1.3473 1.009
Total Trades 174 87 87 174 87 87
Winning Trades 125 61 64 125 61 64
Losing Trades 49 26 23 49 26 23
Profitability (%) 71.8391 70.1149 73.5632 71.8391 70.1149 73.5632
Ratio Avg Win / Avg Loss 0.5313 0.612 0.4592 0.4566 0.5742 0.3626
Largest Winning Trade 14508 14508 10348 19459 18970 19459
Largest Losing Trade -19432 -16547 -19432 -59633 -39658 -59633
Avg Bars in Trades 140 144 137 140 144 137
Avg Bars in Winners 89 84 95 89 84 95
Avg Bars in Losers 270 285 254 270 285 254
Bars Traded 24491 12559 11931 24491 12559 11931
Profit Streak 0 0 11.7308 0 0 11.7308
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374694 282903 220346 -30032 297588 -550846

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": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758814338714,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 161,
            "offset": 0,
            "a": 0.54544
        }
    }
}
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": [
        [
            103395.5213855466,
            62301.0263935978,
            41094.4949919488,
            116125.1920702364,
            112691.9902177292,
            3433.2018525069
        ],
        [
            103.395521,
            62.301026,
            41.094495,
            116.125192,
            112.69199,
            3.433202
        ],
        [
            0.397034,
            0.239233,
            0.157801,
            0.296379,
            0.290212,
            0.012963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49612,
            -32626,
            -35533,
            -159527,
            -94912,
            -119176
        ],
        [
            1.355474,
            1.435795,
            1.27784,
            1.164882,
            1.347255,
            1.00904
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            125,
            61,
            64,
            125,
            61,
            64
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            71.83908,
            70.114943,
            73.563218,
            71.83908,
            70.114943,
            73.563218
        ],
        [
            0.531346,
            0.611978,
            0.459224,
            0.456634,
            0.57424,
            0.362624
        ],
        [
            14508,
            14508,
            10348,
            19459,
            18970,
            19459
        ],
        [
            -19432,
            -16547,
            -19432,
            -59633,
            -39658,
            -59633
        ],
        [
            140,
            144,
            137,
            140,
            144,
            137
        ],
        [
            89,
            84,
            95,
            89,
            84,
            95
        ],
        [
            270,
            285,
            254,
            270,
            285,
            254
        ],
        [
            24491,
            12559,
            11931,
            24491,
            12559,
            11931
        ],
        [
            0,
            0,
            11.730772,
            0,
            0,
            11.730772
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374694,
            282903,
            220346,
            -30032,
            297588,
            -550846
        ]
    ]
}
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": 1736371800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758814338714,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 161,
            "offset": 0,
            "a": 0.54544
        }
    }
}

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)