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Trade: AAVE/USDT/15/WMA/SSF/7944

Strategy
AAVE/USDT/15/WMA/SSF/7944
Pair
AAVE_USDT
Interval
15m
Score
436026
Daily Profit
0.401402
Profit Factor
1.555146
Profitability
69.662921
Streak
8.440355
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 22:04
Expiration Time
2025-12-17 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104533.2289 56532.9508 48000.2781 124180.1556 67410.4726 56769.6831
Total P&L (%) 104.5332 56.533 48.0003 124.1802 67.4105 56.7697
Avg Daily Profit (%) 0.4014 0.2171 0.1843 0.3105 0.1981 0.1728
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48614 -31081 -33077 -99911 -68125 -71222
Profit Factor 1.5551 1.6057 1.5054 1.3299 1.3616 1.2988
Total Trades 89 45 44 89 45 44
Winning Trades 62 30 32 62 30 32
Losing Trades 27 15 12 27 15 12
Profitability (%) 69.6629 66.6667 72.7273 69.6629 66.6667 72.7273
Ratio Avg Win / Avg Loss 0.6772 0.8029 0.5645 0.5791 0.6808 0.4871
Largest Winning Trade 22550 22550 20456 41755 41755 31444
Largest Losing Trade -20450 -18048 -20450 -36998 -36998 -35943
Avg Bars in Trades 271 273 269 271 273 269
Avg Bars in Winners 161 145 176 161 145 176
Avg Bars in Losers 522 528 516 522 528 516
Bars Traded 24145 12300 11845 24145 12300 11845
Profit Streak 8.4404 8.4404 18.9299 8.4404 8.4404 18.9299
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436026 310802 299633 358493 278205 273273
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737018900000,
    "first_datapoint_time": 1737237600000,
    "last_datapoint_time": 1759518000000,
    "evaluation_time": 1759518246661,
    "expiration_time": 1765998000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 243,
            "poles": 2
        }
    }
}
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": [
        [
            104533.2288979284,
            56532.9508152379,
            48000.2780826905,
            124180.155645029,
            67410.4725641901,
            56769.683080839
        ],
        [
            104.533229,
            56.532951,
            48.000278,
            124.180156,
            67.410473,
            56.769683
        ],
        [
            0.401402,
            0.217084,
            0.184319,
            0.310472,
            0.19806,
            0.172796
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48614,
            -31081,
            -33077,
            -99911,
            -68125,
            -71222
        ],
        [
            1.555146,
            1.60572,
            1.505442,
            1.329894,
            1.361575,
            1.298806
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            69.662921,
            66.666667,
            72.727273,
            69.662921,
            66.666667,
            72.727273
        ],
        [
            0.677241,
            0.80286,
            0.564541,
            0.579147,
            0.680787,
            0.487052
        ],
        [
            22550,
            22550,
            20456,
            41755,
            41755,
            31444
        ],
        [
            -20450,
            -18048,
            -20450,
            -36998,
            -36998,
            -35943
        ],
        [
            271,
            273,
            269,
            271,
            273,
            269
        ],
        [
            161,
            145,
            176,
            161,
            145,
            176
        ],
        [
            522,
            528,
            516,
            522,
            528,
            516
        ],
        [
            24145,
            12300,
            11845,
            24145,
            12300,
            11845
        ],
        [
            8.440355,
            8.440355,
            18.929938,
            8.440355,
            8.440355,
            18.929938
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436026,
            310802,
            299633,
            358493,
            278205,
            273273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737018900000,
    "first_datapoint_time": 1737237600000,
    "last_datapoint_time": 1759518000000,
    "evaluation_time": 1759518246661,
    "expiration_time": 1765998000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 243,
            "poles": 2
        }
    }
}

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)