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Trade: AAVE/USDT/15/ZLMA/MIDPRICE/3204

Strategy
AAVE/USDT/15/ZLMA/MIDPRICE/3204
Pair
AAVE_USDT
Interval
15m
Score
333628
Daily Profit
0.277585
Profit Factor
1.210690
Profitability
54.237288
Streak
4.736722
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 14:55
Expiration Time
2025-12-14 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72288.7522 46370.7303 25918.0219 46020.2385 31829.7834 14190.4552
Total P&L (%) 72.2888 46.3707 25.918 46.0202 31.8298 14.1905
Avg Daily Profit (%) 0.2776 0.1781 0.0995 0.1455 0.1062 0.051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50516 -48374 -53947 -69207 -64961 -81110
Profit Factor 1.2107 1.2497 1.1647 1.0979 1.1255 1.0655
Total Trades 177 89 88 177 89 88
Winning Trades 96 46 50 96 46 50
Losing Trades 81 43 38 81 43 38
Profitability (%) 54.2373 51.6854 56.8182 54.2373 51.6854 56.8182
Ratio Avg Win / Avg Loss 1.0215 1.1682 0.8852 0.9263 1.0521 0.8098
Largest Winning Trade 23359 23359 20308 26051 26051 19747
Largest Losing Trade -24200 -18664 -24200 -31768 -23788 -31768
Avg Bars in Trades 137 141 132 137 141 132
Avg Bars in Winners 109 111 108 109 111 108
Avg Bars in Losers 170 174 165 170 174 165
Bars Traded 24327 12635 11693 24327 12635 11693
Profit Streak 4.7367 4.7576 4.7367 4.7367 4.7576 4.7367
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333628 180567 -104986 -113619 -137172 -310772
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736733600000,
    "first_datapoint_time": 1736934300000,
    "last_datapoint_time": 1759232700000,
    "evaluation_time": 1759233352765,
    "expiration_time": 1765712700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "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": [
        [
            72288.7521882194,
            46370.7302726688,
            25918.0219155507,
            46020.2385455729,
            31829.7833526957,
            14190.4551928773
        ],
        [
            72.288752,
            46.37073,
            25.918022,
            46.020239,
            31.829783,
            14.190455
        ],
        [
            0.277585,
            0.178061,
            0.099524,
            0.145477,
            0.10617,
            0.050968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50516,
            -48374,
            -53947,
            -69207,
            -64961,
            -81110
        ],
        [
            1.21069,
            1.249677,
            1.164682,
            1.097867,
            1.125534,
            1.065491
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            54.237288,
            51.685393,
            56.818182,
            54.237288,
            51.685393,
            56.818182
        ],
        [
            1.02152,
            1.168176,
            0.885159,
            0.926325,
            1.052129,
            0.809773
        ],
        [
            23359,
            23359,
            20308,
            26051,
            26051,
            19747
        ],
        [
            -24200,
            -18664,
            -24200,
            -31768,
            -23788,
            -31768
        ],
        [
            137,
            141,
            132,
            137,
            141,
            132
        ],
        [
            109,
            111,
            108,
            109,
            111,
            108
        ],
        [
            170,
            174,
            165,
            170,
            174,
            165
        ],
        [
            24327,
            12635,
            11693,
            24327,
            12635,
            11693
        ],
        [
            4.736722,
            4.757555,
            4.736722,
            4.736722,
            4.757555,
            4.736722
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333628,
            180567,
            -104986,
            -113619,
            -137172,
            -310772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736733600000,
    "first_datapoint_time": 1736934300000,
    "last_datapoint_time": 1759232700000,
    "evaluation_time": 1759233352765,
    "expiration_time": 1765712700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "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)