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Trade: AAVE/USDT/5/HMA/DEMA/7889

Strategy
AAVE/USDT/5/HMA/DEMA/7889
Pair
AAVE_USDT
Interval
5m
Score
323459
Daily Profit
0.577643
Profit Factor
1.638897
Profitability
44.318182
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 13:39
Expiration Time
2025-12-19 12:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 50145.1838 26779.7192 23365.4646 55359.5058 28035.801 27323.7048
Total P&L (%) 50.1452 26.7797 23.3655 55.3595 28.0358 27.3237
Avg Daily Profit (%) 0.5776 0.3085 0.2692 0.5088 0.2851 0.2787
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15130 -13548 -9322 -18952 -12710 -13168
Profit Factor 1.6389 1.6957 1.5842 1.5631 1.5835 1.5436
Total Trades 88 44 44 88 44 44
Winning Trades 39 22 17 39 22 17
Losing Trades 49 22 27 49 22 27
Profitability (%) 44.3182 50 38.6364 44.3182 50 38.6364
Ratio Avg Win / Avg Loss 2.0591 1.6957 2.5161 1.9639 1.5835 2.4516
Largest Winning Trade 20189 20189 9960 19304 19304 14077
Largest Losing Trade -4717 -4717 -4580 -8200 -8200 -7374
Avg Bars in Trades 276 273 278 276 273 278
Avg Bars in Winners 427 363 509 427 363 509
Avg Bars in Losers 155 183 133 155 183 133
Bars Traded 24294 12026 12268 24294 12026 12268
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323459 243128 16883 293977 219678 47541
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752160800000,
    "first_datapoint_time": 1752287100000,
    "last_datapoint_time": 1759660500000,
    "evaluation_time": 1759660796170,
    "expiration_time": 1766140500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 163,
            "offset": 248
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "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": [
        [
            50145.183770438,
            26779.7192202274,
            23365.4645502107,
            55359.5057762351,
            28035.8010084951,
            27323.7047677399
        ],
        [
            50.145184,
            26.779719,
            23.365465,
            55.359506,
            28.035801,
            27.323705
        ],
        [
            0.577643,
            0.308487,
            0.269156,
            0.508803,
            0.285096,
            0.278653
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15130,
            -13548,
            -9322,
            -18952,
            -12710,
            -13168
        ],
        [
            1.638897,
            1.695735,
            1.584197,
            1.56312,
            1.583536,
            1.543606
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            44.318182,
            50,
            38.636364,
            44.318182,
            50,
            38.636364
        ],
        [
            2.059127,
            1.695735,
            2.516078,
            1.96392,
            1.583536,
            2.45161
        ],
        [
            20189,
            20189,
            9960,
            19304,
            19304,
            14077
        ],
        [
            -4717,
            -4717,
            -4580,
            -8200,
            -8200,
            -7374
        ],
        [
            276,
            273,
            278,
            276,
            273,
            278
        ],
        [
            427,
            363,
            509,
            427,
            363,
            509
        ],
        [
            155,
            183,
            133,
            155,
            183,
            133
        ],
        [
            24294,
            12026,
            12268,
            24294,
            12026,
            12268
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323459,
            243128,
            16883,
            293977,
            219678,
            47541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752160800000,
    "first_datapoint_time": 1752287100000,
    "last_datapoint_time": 1759660500000,
    "evaluation_time": 1759660796170,
    "expiration_time": 1766140500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 163,
            "offset": 248
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "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)