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Trade: AAVE/USDT/15/ZLMA/EMA/4989

Strategy
AAVE/USDT/15/ZLMA/EMA/4989
Pair
AAVE_USDT
Interval
15m
Score
425763
Daily Profit
0.375453
Profit Factor
1.480147
Profitability
68.817204
Streak
7.147420
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 00:17
Expiration Time
2025-12-15 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97775.5079 56035.6784 41739.8295 100861.9806 58773.2873 42088.6933
Total P&L (%) 97.7755 56.0357 41.7398 100.862 58.7733 42.0887
Avg Daily Profit (%) 0.3755 0.2152 0.1603 0.2682 0.1777 0.135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54782 -30999 -44578 -102370 -61166 -73185
Profit Factor 1.4801 1.5611 1.4022 1.2845 1.336 1.2343
Total Trades 93 47 46 93 47 46
Winning Trades 64 31 33 64 31 33
Losing Trades 29 16 13 29 16 13
Profitability (%) 68.8172 65.9574 71.7391 68.8172 65.9574 71.7391
Ratio Avg Win / Avg Loss 0.6707 0.8057 0.5524 0.582 0.6895 0.4863
Largest Winning Trade 28355 28355 22150 43271 43271 27672
Largest Losing Trade -30223 -15167 -30223 -46955 -31969 -46955
Avg Bars in Trades 260 264 257 260 264 257
Avg Bars in Winners 153 129 175 153 129 175
Avg Bars in Losers 498 524 465 498 524 465
Bars Traded 24269 12413 11856 24269 12413 11856
Profit Streak 7.1474 7.1474 37.2308 7.1474 7.1474 37.2308
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425763 314533 264565 349710 260034 -13759
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736853300000,
    "first_datapoint_time": 1737070200000,
    "last_datapoint_time": 1759352400000,
    "evaluation_time": 1759353437063,
    "expiration_time": 1765832400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 179,
            "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": [
        [
            97775.5078796657,
            56035.6783818831,
            41739.8294977827,
            100861.9806009433,
            58773.2873140025,
            42088.6932869409
        ],
        [
            97.775508,
            56.035678,
            41.739829,
            100.861981,
            58.773287,
            42.088693
        ],
        [
            0.375453,
            0.215174,
            0.160279,
            0.268175,
            0.177681,
            0.134981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54782,
            -30999,
            -44578,
            -102370,
            -61166,
            -73185
        ],
        [
            1.480147,
            1.561129,
            1.402218,
            1.284487,
            1.335981,
            1.234335
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            68.817204,
            65.957447,
            71.73913,
            68.817204,
            65.957447,
            71.73913
        ],
        [
            0.670692,
            0.805744,
            0.552389,
            0.582033,
            0.689538,
            0.486253
        ],
        [
            28355,
            28355,
            22150,
            43271,
            43271,
            27672
        ],
        [
            -30223,
            -15167,
            -30223,
            -46955,
            -31969,
            -46955
        ],
        [
            260,
            264,
            257,
            260,
            264,
            257
        ],
        [
            153,
            129,
            175,
            153,
            129,
            175
        ],
        [
            498,
            524,
            465,
            498,
            524,
            465
        ],
        [
            24269,
            12413,
            11856,
            24269,
            12413,
            11856
        ],
        [
            7.14742,
            7.14742,
            37.230753,
            7.14742,
            7.14742,
            37.230753
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425763,
            314533,
            264565,
            349710,
            260034,
            -13759
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736853300000,
    "first_datapoint_time": 1737070200000,
    "last_datapoint_time": 1759352400000,
    "evaluation_time": 1759353437063,
    "expiration_time": 1765832400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 179,
            "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)