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Trade: AAVE/USDT/15/ZLMA/WMA/9165

Strategy
AAVE/USDT/15/ZLMA/WMA/9165
Pair
AAVE_USDT
Interval
15m
Score
426707
Daily Profit
0.418304
Profit Factor
1.443901
Profitability
65.454545
Streak
5.511567
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 14:16
Expiration Time
2025-12-20 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 108934.6496 58348.8158 50585.8338 138267.614 91829.1143 46438.4996
Total P&L (%) 108.9347 58.3488 50.5858 138.2676 91.8291 46.4385
Avg Daily Profit (%) 0.4183 0.2241 0.1942 0.334 0.2505 0.1466
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29420 -23651 -28696 -55699 -37220 -53664
Profit Factor 1.4439 1.4224 1.4716 1.3034 1.3776 1.2185
Total Trades 165 83 82 165 83 82
Winning Trades 108 53 55 108 53 55
Losing Trades 57 30 27 57 30 27
Profitability (%) 65.4545 63.8554 67.0732 65.4545 63.8554 67.0732
Ratio Avg Win / Avg Loss 0.7621 0.8051 0.7224 0.6879 0.7798 0.5982
Largest Winning Trade 23166 23166 12398 38235 38235 19973
Largest Losing Trade -15953 -15464 -15953 -32656 -27874 -32656
Avg Bars in Trades 148 151 145 148 151 145
Avg Bars in Winners 103 90 116 103 90 116
Avg Bars in Losers 234 259 206 234 259 206
Bars Traded 24519 12554 11965 24519 12554 11965
Profit Streak 5.5116 12.1782 5.5116 5.5116 12.1782 5.5116
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426707 292731 111128 369844 318950 -3757
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737249300000,
    "first_datapoint_time": 1737398700000,
    "last_datapoint_time": 1759748400000,
    "evaluation_time": 1759749399425,
    "expiration_time": 1766228400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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": [
        [
            108934.6495943344,
            58348.8157923132,
            50585.8338020213,
            138267.6139702872,
            91829.1143319352,
            46438.4996383518
        ],
        [
            108.93465,
            58.348816,
            50.585834,
            138.267614,
            91.829114,
            46.4385
        ],
        [
            0.418304,
            0.224057,
            0.194247,
            0.33395,
            0.250461,
            0.146577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29420,
            -23651,
            -28696,
            -55699,
            -37220,
            -53664
        ],
        [
            1.443901,
            1.422416,
            1.471566,
            1.303408,
            1.377565,
            1.218533
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            65.454545,
            63.855422,
            67.073171,
            65.454545,
            63.855422,
            67.073171
        ],
        [
            0.762059,
            0.805141,
            0.722405,
            0.68791,
            0.779754,
            0.598189
        ],
        [
            23166,
            23166,
            12398,
            38235,
            38235,
            19973
        ],
        [
            -15953,
            -15464,
            -15953,
            -32656,
            -27874,
            -32656
        ],
        [
            148,
            151,
            145,
            148,
            151,
            145
        ],
        [
            103,
            90,
            116,
            103,
            90,
            116
        ],
        [
            234,
            259,
            206,
            234,
            259,
            206
        ],
        [
            24519,
            12554,
            11965,
            24519,
            12554,
            11965
        ],
        [
            5.511567,
            12.178234,
            5.511567,
            5.511567,
            12.178234,
            5.511567
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426707,
            292731,
            111128,
            369844,
            318950,
            -3757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737249300000,
    "first_datapoint_time": 1737398700000,
    "last_datapoint_time": 1759748400000,
    "evaluation_time": 1759749399425,
    "expiration_time": 1766228400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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)