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Trade: AAVE/USDT/15/T3/MIDPRICE/5335

Strategy
AAVE/USDT/15/T3/MIDPRICE/5335
Pair
AAVE_USDT
Interval
15m
Score
354135
Daily Profit
0.398249
Profit Factor
1.306917
Profitability
55.778894
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 08:42
Expiration Time
2025-12-14 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103711.9734 62120.1528 41591.8205 100137.7432 77124.8973 23012.846
Total P&L (%) 103.712 62.1202 41.5918 100.1377 77.1249 23.0128
Avg Daily Profit (%) 0.3982 0.2385 0.1597 0.2668 0.2198 0.0796
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43723 -39480 -37941 -66967 -41041 -75752
Profit Factor 1.3069 1.3466 1.2621 1.1763 1.2699 1.0815
Total Trades 199 100 99 199 100 99
Winning Trades 111 56 55 111 56 55
Losing Trades 88 44 44 88 44 44
Profitability (%) 55.7789 56 55.5556 55.7789 56 55.5556
Ratio Avg Win / Avg Loss 1.0361 1.0581 1.0097 0.9325 0.9978 0.8652
Largest Winning Trade 25805 25805 18280 27164 27164 18886
Largest Losing Trade -30918 -30918 -17724 -30501 -30501 -30073
Avg Bars in Trades 122 126 117 122 126 117
Avg Bars in Winners 107 107 107 107 107 107
Avg Bars in Losers 140 150 130 140 150 130
Bars Traded 24342 12668 11674 24342 12668 11674
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354135 247987 146973 -19719 184238 -225101
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736711100000,
    "first_datapoint_time": 1736931600000,
    "last_datapoint_time": 1759210200000,
    "evaluation_time": 1759210944225,
    "expiration_time": 1765690200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.28141
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "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": [
        [
            103711.9733654188,
            62120.15284717,
            41591.8205182489,
            100137.743240119,
            77124.8972528808,
            23012.8459872383
        ],
        [
            103.711973,
            62.120153,
            41.591821,
            100.137743,
            77.124897,
            23.012846
        ],
        [
            0.398249,
            0.238538,
            0.159711,
            0.266785,
            0.219765,
            0.079564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43723,
            -39480,
            -37941,
            -66967,
            -41041,
            -75752
        ],
        [
            1.306917,
            1.346619,
            1.262081,
            1.176261,
            1.26987,
            1.081508
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            55.778894,
            56,
            55.555556,
            55.778894,
            56,
            55.555556
        ],
        [
            1.036114,
            1.058058,
            1.009665,
            0.932531,
            0.997755,
            0.865207
        ],
        [
            25805,
            25805,
            18280,
            27164,
            27164,
            18886
        ],
        [
            -30918,
            -30918,
            -17724,
            -30501,
            -30501,
            -30073
        ],
        [
            122,
            126,
            117,
            122,
            126,
            117
        ],
        [
            107,
            107,
            107,
            107,
            107,
            107
        ],
        [
            140,
            150,
            130,
            140,
            150,
            130
        ],
        [
            24342,
            12668,
            11674,
            24342,
            12668,
            11674
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354135,
            247987,
            146973,
            -19719,
            184238,
            -225101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736711100000,
    "first_datapoint_time": 1736931600000,
    "last_datapoint_time": 1759210200000,
    "evaluation_time": 1759210944225,
    "expiration_time": 1765690200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.28141
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "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)