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Trade: AAVE/USDT/15/WMA/SINWMA/5062

Strategy
AAVE/USDT/15/WMA/SINWMA/5062
Pair
AAVE_USDT
Interval
15m
Score
303328
Daily Profit
0.272145
Profit Factor
1.313981
Profitability
66.666667
Streak
5.863155
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 17:27
Expiration Time
2025-12-16 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79982.5432 46443.7452 33538.798 70470.2804 102943.4506 -32473.1702
Total P&L (%) 79.9825 46.4437 33.5388 70.4703 102.9435 -32.4732
Avg Daily Profit (%) 0.3071 0.1783 0.1288 0.205 0.2721 -0.1507
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76403 -34707 -51085 -230294 -83731 -160601
Profit Factor 1.233 1.2814 1.1881 1.0913 1.314 0.9268
Total Trades 227 114 113 227 114 113
Winning Trades 151 76 75 151 76 75
Losing Trades 76 38 38 76 38 38
Profitability (%) 66.5198 66.6667 66.3717 66.5198 66.6667 66.3717
Ratio Avg Win / Avg Loss 0.6206 0.6407 0.602 0.5493 0.657 0.4696
Largest Winning Trade 10051 10051 10006 24477 24477 17348
Largest Losing Trade -20601 -16586 -20601 -63150 -27421 -63150
Avg Bars in Trades 108 108 109 108 108 109
Avg Bars in Winners 65 63 67 65 63 67
Avg Bars in Losers 194 198 191 194 198 191
Bars Traded 24710 12380 12330 24710 12380 12330
Profit Streak 2.1965 5.8632 0 2.1965 5.8632 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 236975 207920 -38694 -114007 303328 -580304
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736915400000,
    "first_datapoint_time": 1737039600000,
    "last_datapoint_time": 1759414500000,
    "evaluation_time": 1759415276578,
    "expiration_time": 1765894500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "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": [
        [
            79982.5431690774,
            46443.7451828862,
            33538.7979861911,
            70470.2804412752,
            102943.4506474566,
            -32473.1702061813
        ],
        [
            79.982543,
            46.443745,
            33.538798,
            70.47028,
            102.943451,
            -32.47317
        ],
        [
            0.307129,
            0.178342,
            0.128787,
            0.205029,
            0.272145,
            -0.15066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76403,
            -34707,
            -51085,
            -230294,
            -83731,
            -160601
        ],
        [
            1.232954,
            1.281409,
            1.188103,
            1.091349,
            1.313981,
            0.926792
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            66.519824,
            66.666667,
            66.371681,
            66.519824,
            66.666667,
            66.371681
        ],
        [
            0.62056,
            0.640704,
            0.601972,
            0.549288,
            0.656991,
            0.469575
        ],
        [
            10051,
            10051,
            10006,
            24477,
            24477,
            17348
        ],
        [
            -20601,
            -16586,
            -20601,
            -63150,
            -27421,
            -63150
        ],
        [
            108,
            108,
            109,
            108,
            108,
            109
        ],
        [
            65,
            63,
            67,
            65,
            63,
            67
        ],
        [
            194,
            198,
            191,
            194,
            198,
            191
        ],
        [
            24710,
            12380,
            12330,
            24710,
            12380,
            12330
        ],
        [
            2.196488,
            5.863155,
            0,
            2.196488,
            5.863155,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            236975,
            207920,
            -38694,
            -114007,
            303328,
            -580304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736915400000,
    "first_datapoint_time": 1737039600000,
    "last_datapoint_time": 1759414500000,
    "evaluation_time": 1759415276578,
    "expiration_time": 1765894500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "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)