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Trade: AAVE/USDT/15/ZLMA/SMA/7907

Strategy
AAVE/USDT/15/ZLMA/SMA/7907
Pair
AAVE_USDT
Interval
15m
Score
401007
Daily Profit
0.369850
Profit Factor
1.421679
Profitability
68.067227
Streak
17.090015
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 20:24
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 96316.2675 61634.4421 34681.8254 104158.1836 81696.6677 22461.5159
Total P&L (%) 96.3163 61.6344 34.6818 104.1582 81.6967 22.4615
Avg Daily Profit (%) 0.3699 0.2367 0.1332 0.2744 0.2296 0.0778
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33917 -34733 -35790 -59248 -56835 -70738
Profit Factor 1.4217 1.5625 1.2918 1.2862 1.4921 1.1135
Total Trades 119 59 60 119 59 60
Winning Trades 81 40 41 81 40 41
Losing Trades 38 19 19 38 19 19
Profitability (%) 68.0672 67.7966 68.3333 68.0672 67.7966 68.3333
Ratio Avg Win / Avg Loss 0.667 0.7422 0.5986 0.6034 0.7087 0.516
Largest Winning Trade 25708 25708 10895 34765 34765 13286
Largest Losing Trade -19983 -15753 -19983 -31504 -28002 -31504
Avg Bars in Trades 202 205 200 202 205 200
Avg Bars in Winners 128 123 133 128 123 133
Avg Bars in Losers 360 376 345 360 376 345
Bars Traded 24133 12098 12035 24133 12098 12035
Profit Streak 17.09 17.09 31.3088 17.09 17.09 31.3088
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401007 -166891 -186160 341838 -166825 -358251

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": 1736457300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758821077326,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "offset": 216
        }
    }
}
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": [
        [
            96316.2675143871,
            61634.4420724093,
            34681.8254419778,
            104158.1835673458,
            81696.6676524503,
            22461.5159148955
        ],
        [
            96.316268,
            61.634442,
            34.681825,
            104.158184,
            81.696668,
            22.461516
        ],
        [
            0.36985,
            0.236673,
            0.133177,
            0.274443,
            0.229573,
            0.077838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33917,
            -34733,
            -35790,
            -59248,
            -56835,
            -70738
        ],
        [
            1.421679,
            1.56254,
            1.29182,
            1.286163,
            1.492099,
            1.113462
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            68.067227,
            67.79661,
            68.333333,
            68.067227,
            67.79661,
            68.333333
        ],
        [
            0.666961,
            0.742206,
            0.598648,
            0.603385,
            0.708747,
            0.515995
        ],
        [
            25708,
            25708,
            10895,
            34765,
            34765,
            13286
        ],
        [
            -19983,
            -15753,
            -19983,
            -31504,
            -28002,
            -31504
        ],
        [
            202,
            205,
            200,
            202,
            205,
            200
        ],
        [
            128,
            123,
            133,
            128,
            123,
            133
        ],
        [
            360,
            376,
            345,
            360,
            376,
            345
        ],
        [
            24133,
            12098,
            12035,
            24133,
            12098,
            12035
        ],
        [
            17.090015,
            17.090015,
            31.308765,
            17.090015,
            17.090015,
            31.308765
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401007,
            -166891,
            -186160,
            341838,
            -166825,
            -358251
        ]
    ]
}
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": 1736457300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758821077326,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "offset": 216
        }
    }
}

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)