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Trade: AAVE/USDT/60/SSF/RMA/4009

Strategy
AAVE/USDT/60/SSF/RMA/4009
Pair
AAVE_USDT
Interval
1h
Score
379678
Daily Profit
0.175537
Profit Factor
10.891634
Profitability
67.567568
Streak
36.478676
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 14:29
Expiration Time
2025-12-14 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104946.7932 186186.6732 -81239.8799 -115725.6316 521468.858 -637194.4896
Total P&L (%) 104.9468 186.1867 -81.2399 -115.7256 521.4689 -637.1945
Avg Daily Profit (%) 0.1007 0.1787 -0.078 0 0.1755 0
Buy And Hold Return (%) 312.1005 312.1005 312.1005 312.1005 312.1005 312.1005
Max Trade Drawdown -155724 -40371 -136502 -716010 -18354 -760595
Profit Factor 1.2742 3.1502 0.7257 0.8916 10.8916 0.3721
Total Trades 74 37 37 74 37 37
Winning Trades 50 26 24 48 25 23
Losing Trades 24 11 13 26 12 14
Profitability (%) 67.5676 70.2703 64.8649 64.8649 67.5676 62.1622
Ratio Avg Win / Avg Loss 0.6116 1.3328 0.3931 0.4829 5.228 0.2265
Largest Winning Trade 47609 47609 24720 179143 179143 59390
Largest Losing Trade -105221 -39636 -105221 -698913 -11986 -698913
Avg Bars in Trades 329 320 338 329 320 338
Avg Bars in Winners 233 258 205 258 269 245
Avg Bars in Losers 530 468 583 461 426 490
Bars Traded 24386 11870 12516 24386 11870 12516
Profit Streak 0 0 0 27.4787 36.4787 27.4787
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -292215 -150796 -578845 -645849 379678 -578183
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669230000000,
    "first_datapoint_time": 1670022000000,
    "last_datapoint_time": 1759230000000,
    "evaluation_time": 1759231757627,
    "expiration_time": 1765710000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 221,
            "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": [
        [
            104946.7932200923,
            186186.6731690117,
            -81239.8799489195,
            -115725.6315840054,
            521468.8580268935,
            -637194.4896108989
        ],
        [
            104.946793,
            186.186673,
            -81.23988,
            -115.725632,
            521.468858,
            -637.19449
        ],
        [
            0.100749,
            0.178739,
            -0.07799,
            0,
            0.175537,
            0
        ],
        [
            312.100457,
            312.100457,
            312.100457,
            312.100457,
            312.100457,
            312.100457
        ],
        [
            -155724,
            -40371,
            -136502,
            -716010,
            -18354,
            -760595
        ],
        [
            1.274155,
            3.150236,
            0.725738,
            0.891597,
            10.891634,
            0.372118
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            50,
            26,
            24,
            48,
            25,
            23
        ],
        [
            24,
            11,
            13,
            26,
            12,
            14
        ],
        [
            67.567568,
            70.27027,
            64.864865,
            64.864865,
            67.567568,
            62.162162
        ],
        [
            0.611594,
            1.332792,
            0.393108,
            0.482948,
            5.227984,
            0.226507
        ],
        [
            47609,
            47609,
            24720,
            179143,
            179143,
            59390
        ],
        [
            -105221,
            -39636,
            -105221,
            -698913,
            -11986,
            -698913
        ],
        [
            329,
            320,
            338,
            329,
            320,
            338
        ],
        [
            233,
            258,
            205,
            258,
            269,
            245
        ],
        [
            530,
            468,
            583,
            461,
            426,
            490
        ],
        [
            24386,
            11870,
            12516,
            24386,
            11870,
            12516
        ],
        [
            0,
            0,
            0,
            27.478676,
            36.478676,
            27.478676
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -292215,
            -150796,
            -578845,
            -645849,
            379678,
            -578183
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669230000000,
    "first_datapoint_time": 1670022000000,
    "last_datapoint_time": 1759230000000,
    "evaluation_time": 1759231757627,
    "expiration_time": 1765710000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 221,
            "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)