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Trade: AAVE/USDT/15/TEMA/KCB/6698

Strategy
AAVE/USDT/15/TEMA/KCB/6698
Pair
AAVE_USDT
Interval
15m
Score
421566
Daily Profit
0.390575
Profit Factor
1.484869
Profitability
70.588235
Streak
11.395089
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 01:43
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 101713.6131 65032.4752 36681.1379 122118.0672 79535.7249 42582.3423
Total P&L (%) 101.7136 65.0325 36.6811 122.1181 79.5357 42.5823
Avg Daily Profit (%) 0.3906 0.2497 0.1409 0.3069 0.225 0.1363
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34926 -45321 -25141 -54975 -72947 -44156
Profit Factor 1.4849 1.6009 1.3612 1.3423 1.4353 1.2446
Total Trades 102 51 51 102 51 51
Winning Trades 72 37 35 72 37 35
Losing Trades 30 14 16 30 14 16
Profitability (%) 70.5882 72.549 68.6275 70.5882 72.549 68.6275
Ratio Avg Win / Avg Loss 0.6187 0.6058 0.6223 0.5593 0.5431 0.569
Largest Winning Trade 15070 15070 11205 19535 19535 13061
Largest Losing Trade -20067 -20067 -19583 -32366 -32366 -25891
Avg Bars in Trades 238 241 235 238 241 235
Avg Bars in Winners 125 119 132 125 119 132
Avg Bars in Losers 509 563 461 509 563 461
Bars Traded 24321 12295 12026 24321 12295 12026
Profit Streak 11.3951 17.2493 11.3951 11.3951 17.2493 11.3951
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421566 -169493 -187129 364450 -170381 -193369

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": 1736429400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758840235737,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            101713.6131070827,
            65032.4752227942,
            36681.1378842885,
            122118.0671764224,
            79535.7249222702,
            42582.3422541522
        ],
        [
            101.713613,
            65.032475,
            36.681138,
            122.118067,
            79.535725,
            42.582342
        ],
        [
            0.390575,
            0.249722,
            0.140854,
            0.306913,
            0.224968,
            0.136315
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34926,
            -45321,
            -25141,
            -54975,
            -72947,
            -44156
        ],
        [
            1.484869,
            1.600922,
            1.361198,
            1.34226,
            1.435342,
            1.244583
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            70.588235,
            72.54902,
            68.627451,
            70.588235,
            72.54902,
            68.627451
        ],
        [
            0.618696,
            0.605754,
            0.622262,
            0.559275,
            0.543102,
            0.568952
        ],
        [
            15070,
            15070,
            11205,
            19535,
            19535,
            13061
        ],
        [
            -20067,
            -20067,
            -19583,
            -32366,
            -32366,
            -25891
        ],
        [
            238,
            241,
            235,
            238,
            241,
            235
        ],
        [
            125,
            119,
            132,
            125,
            119,
            132
        ],
        [
            509,
            563,
            461,
            509,
            563,
            461
        ],
        [
            24321,
            12295,
            12026,
            24321,
            12295,
            12026
        ],
        [
            11.395089,
            17.249256,
            11.395089,
            11.39509,
            17.249256,
            11.39509
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421566,
            -169493,
            -187129,
            364450,
            -170381,
            -193369
        ]
    ]
}
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": 1736429400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758840235737,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)