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Trade: AAVE/USDT/5/TEMA/SSF/7115

Strategy
AAVE/USDT/5/TEMA/SSF/7115
Pair
AAVE_USDT
Interval
5m
Score
401299
Daily Profit
0.855529
Profit Factor
1.359786
Profitability
43.668122
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 18:01
Expiration Time
2025-12-26 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74268.4536 45685.5024 28582.9512 45055.5266 41136.342 3919.1846
Total P&L (%) 74.2685 45.6855 28.583 45.0555 41.1363 3.9192
Avg Daily Profit (%) 0.8555 0.5263 0.3293 0.4294 0.3977 0.0443
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80626 -43176 -46420 -60091 -33322 -35196
Profit Factor 1.3598 1.4395 1.279 1.2932 1.538 1.0508
Total Trades 229 115 114 229 115 114
Winning Trades 100 49 51 100 49 51
Losing Trades 129 66 63 129 66 63
Profitability (%) 43.6681 42.6087 44.7368 43.6681 42.6087 44.7368
Ratio Avg Win / Avg Loss 1.7541 1.9389 1.5799 1.6683 2.0715 1.298
Largest Winning Trade 77006 77006 55270 65343 65343 30205
Largest Losing Trade -11439 -4801 -11439 -10021 -4543 -10021
Avg Bars in Trades 107 109 105 107 109 105
Avg Bars in Winners 106 108 104 106 108 104
Avg Bars in Losers 108 110 106 108 110 106
Bars Traded 24626 12585 12041 24626 12585 12041
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 401299 214141 83184 207061 181692 -468445
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752781500000,
    "first_datapoint_time": 1752852900000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760281279046,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "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": [
        [
            74268.4536145791,
            45685.5024267548,
            28582.9511878244,
            45055.5266108009,
            41136.3420435766,
            3919.1845672243
        ],
        [
            74.268454,
            45.685502,
            28.582951,
            45.055527,
            41.136342,
            3.919185
        ],
        [
            0.855529,
            0.52627,
            0.329259,
            0.42938,
            0.397697,
            0.044294
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80626,
            -43176,
            -46420,
            -60091,
            -33322,
            -35196
        ],
        [
            1.359786,
            1.439456,
            1.278954,
            1.293221,
            1.537954,
            1.050774
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            100,
            49,
            51,
            100,
            49,
            51
        ],
        [
            129,
            66,
            63,
            129,
            66,
            63
        ],
        [
            43.668122,
            42.608696,
            44.736842,
            43.668122,
            42.608696,
            44.736842
        ],
        [
            1.754124,
            1.938859,
            1.579884,
            1.668255,
            2.07153,
            1.298015
        ],
        [
            77006,
            77006,
            55270,
            65343,
            65343,
            30205
        ],
        [
            -11439,
            -4801,
            -11439,
            -10021,
            -4543,
            -10021
        ],
        [
            107,
            109,
            105,
            107,
            109,
            105
        ],
        [
            106,
            108,
            104,
            106,
            108,
            104
        ],
        [
            108,
            110,
            106,
            108,
            110,
            106
        ],
        [
            24626,
            12585,
            12041,
            24626,
            12585,
            12041
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401299,
            214141,
            83184,
            207061,
            181692,
            -468445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752781500000,
    "first_datapoint_time": 1752852900000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760281279046,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "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)