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Trade: AAVE/USDT/480/PWMA/KCB/7621

Strategy
AAVE/USDT/480/PWMA/KCB/7621
Pair
AAVE_USDT
Interval
8h
Score
584706
Daily Profit
0.151324
Profit Factor
3.540633
Profitability
64.102564
Streak
99.686696
Best Strategy
Training Data Length
1814.670000
Evaluation Time
2025-10-03 19:28
Expiration Time
2025-11-26 20:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320855.5049 195387.1629 125468.3421 844198.2634 1454834.923 -610636.6597
Total P&L (%) 320.8555 195.3872 125.4683 844.1983 1454.8349 -610.6367
Avg Daily Profit (%) 0.1768 0.1077 0.0691 0.1238 0.1513 0
Buy And Hold Return (%) 233.5277 233.5277 233.5277 233.5277 233.5277 233.5277
Max Trade Drawdown -81305 -43924 -87867 -1316319 -222828 -1592942
Profit Factor 2.2093 2.783 1.8056 1.3475 3.5406 0.6711
Total Trades 78 39 39 78 39 39
Winning Trades 53 25 28 53 25 28
Losing Trades 25 14 11 25 14 11
Profitability (%) 67.9487 64.1026 71.7949 67.9487 64.1026 71.7949
Ratio Avg Win / Avg Loss 1.0421 1.5585 0.7093 0.6356 1.9828 0.2637
Largest Winning Trade 39076 39076 30256 579018 579018 177263
Largest Losing Trade -48349 -43924 -48349 -996367 -221360 -996367
Avg Bars in Trades 63 64 61 63 64 61
Avg Bars in Winners 41 33 49 41 33 49
Avg Bars in Losers 108 121 92 108 121 92
Bars Traded 4924 2521 2403 4924 2521 2403
Profit Streak 99.6867 99.6867 100.6867 99.6867 99.6867 100.6867
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73738 -207302 -261944 -65996 584706 -576973
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609603200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759508930509,
    "expiration_time": 1764182016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            320855.504936984,
            195387.1628683782,
            125468.3420686058,
            844198.2633516057,
            1454834.92302473,
            -610636.6596731243
        ],
        [
            320.855505,
            195.387163,
            125.468342,
            844.198263,
            1454.834923,
            -610.63666
        ],
        [
            0.176812,
            0.107671,
            0.069141,
            0.1238,
            0.151324,
            0
        ],
        [
            233.527656,
            233.527656,
            233.527656,
            233.527656,
            233.527656,
            233.527656
        ],
        [
            -81305,
            -43924,
            -87867,
            -1316319,
            -222828,
            -1592942
        ],
        [
            2.209268,
            2.783008,
            1.805588,
            1.347508,
            3.540633,
            0.67111
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            67.948718,
            64.102564,
            71.794872,
            67.948718,
            64.102564,
            71.794872
        ],
        [
            1.042108,
            1.558484,
            0.709338,
            0.635617,
            1.982754,
            0.263651
        ],
        [
            39076,
            39076,
            30256,
            579018,
            579018,
            177263
        ],
        [
            -48349,
            -43924,
            -48349,
            -996367,
            -221360,
            -996367
        ],
        [
            63,
            64,
            61,
            63,
            64,
            61
        ],
        [
            41,
            33,
            49,
            41,
            33,
            49
        ],
        [
            108,
            121,
            92,
            108,
            121,
            92
        ],
        [
            4924,
            2521,
            2403,
            4924,
            2521,
            2403
        ],
        [
            99.686696,
            99.686696,
            100.686696,
            99.686696,
            99.686696,
            100.686696
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73738,
            -207302,
            -261944,
            -65996,
            584706,
            -576973
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5444,
    "evaluation_days": 1814.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609603200000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759508930509,
    "expiration_time": 1764182016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)