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Trade: AAVE/USDT/480/LINREG/SSF/5032

Strategy
AAVE/USDT/480/LINREG/SSF/5032
Pair
AAVE_USDT
Interval
8h
Score
543108
Daily Profit
0.233798
Profit Factor
2.938267
Profitability
67.741935
Streak
0.000000
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-02 21:02
Expiration Time
2025-11-26 04:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461177.7928 294518.9312 166658.8616 1445668.4642 6814042.8877 -5368374.4235
Total P&L (%) 461.1778 294.5189 166.6589 1445.6685 6814.0429 -5368.3744
Avg Daily Profit (%) 0.2542 0.1624 0.0919 0.1511 0.2338 0
Buy And Hold Return (%) 232.1779 232.1779 232.1779 232.1779 232.1779 232.1779
Max Trade Drawdown -138736 -60879 -131502 -7323291 -1564924 -8730639
Profit Factor 2.3184 2.9172 1.8495 1.0979 2.9383 0.5229
Total Trades 62 31 31 62 31 31
Winning Trades 44 21 23 44 21 23
Losing Trades 18 10 8 18 10 8
Profitability (%) 70.9677 67.7419 74.1935 70.9677 67.7419 74.1935
Ratio Avg Win / Avg Loss 0.9484 1.3891 0.6433 0.4491 1.3992 0.1819
Largest Winning Trade 71897 71897 31614 1681225 1681225 1564092
Largest Losing Trade -69899 -45383 -69899 -5936357 -1564924 -5936357
Avg Bars in Trades 79 81 77 79 81 77
Avg Bars in Winners 65 79 52 65 79 52
Avg Bars in Losers 115 85 152 115 85 152
Bars Traded 4950 2536 2414 4950 2536 2414
Profit Streak 24.0849 0 43.0849 24.0849 0 43.0849
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152495 -68224 -231269 -262649 543108 -576694
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607068800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759428136344,
    "expiration_time": 1764122688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "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": [
        [
            461177.7928087712,
            294518.9311588945,
            166658.8616498765,
            1445668.4641841494,
            6814042.887686061,
            -5368374.423501913
        ],
        [
            461.177793,
            294.518931,
            166.658862,
            1445.668464,
            6814.042888,
            -5368.374424
        ],
        [
            0.254233,
            0.162359,
            0.091874,
            0.151053,
            0.233798,
            0
        ],
        [
            232.177885,
            232.177885,
            232.177885,
            232.177885,
            232.177885,
            232.177885
        ],
        [
            -138736,
            -60879,
            -131502,
            -7323291,
            -1564924,
            -8730639
        ],
        [
            2.318417,
            2.917158,
            1.849546,
            1.097889,
            2.938267,
            0.522936
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            18,
            10,
            8,
            18,
            10,
            8
        ],
        [
            70.967742,
            67.741935,
            74.193548,
            70.967742,
            67.741935,
            74.193548
        ],
        [
            0.948443,
            1.389123,
            0.643321,
            0.449136,
            1.399175,
            0.181891
        ],
        [
            71897,
            71897,
            31614,
            1681225,
            1681225,
            1564092
        ],
        [
            -69899,
            -45383,
            -69899,
            -5936357,
            -1564924,
            -5936357
        ],
        [
            79,
            81,
            77,
            79,
            81,
            77
        ],
        [
            65,
            79,
            52,
            65,
            79,
            52
        ],
        [
            115,
            85,
            152,
            115,
            85,
            152
        ],
        [
            4950,
            2536,
            2414,
            4950,
            2536,
            2414
        ],
        [
            24.084911,
            0,
            43.084911,
            24.084911,
            0,
            43.084911
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152495,
            -68224,
            -231269,
            -262649,
            543108,
            -576694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5442,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607068800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759428136344,
    "expiration_time": 1764122688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "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)