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Trade: AAVE/USDT/720/HWMA/ALMA/7098

Strategy
AAVE/USDT/720/HWMA/ALMA/7098
Pair
AAVE_USDT
Interval
12h
Score
525252
Daily Profit
0.154343
Profit Factor
3.025801
Profitability
80.555556
Streak
0.000000
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-27 23:01
Expiration Time
2025-11-17 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302484.9058 181348.5365 121136.3693 -956223.1241 1520452.8229 -2476675.947
Total P&L (%) 302.4849 181.3485 121.1364 -956.2231 1520.4528 -2476.6759
Avg Daily Profit (%) 0.1675 0.1004 0.0671 0 0.1543 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120081 -67382 -122691 -4447156 -339515 -4260526
Profit Factor 2.3134 3.0255 1.8605 0.8149 3.0258 0.4391
Total Trades 72 36 36 72 36 36
Winning Trades 63 31 32 61 29 32
Losing Trades 9 5 4 11 7 4
Profitability (%) 87.5 86.1111 88.8889 84.7222 80.5556 88.8889
Ratio Avg Win / Avg Loss 0.3305 0.488 0.2326 0.1469 0.7304 0.0549
Largest Winning Trade 31783 31783 27624 471615 471615 295436
Largest Losing Trade -120081 -33175 -120081 -4206511 -170210 -4206511
Avg Bars in Trades 44 46 41 44 46 41
Avg Bars in Winners 24 29 19 26 25 26
Avg Bars in Losers 183 156 218 142 135 155
Bars Traded 3170 1687 1483 3170 1687 1483
Profit Streak 0 440.8347 0 131.3347 0 133.8347
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69911 -50082 -97870 -659361 525252 -575458
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612094400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003314303,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.42553,
            "nb": 0.10886,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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": [
        [
            302484.9057551709,
            181348.5364960076,
            121136.3692591632,
            -956223.1240693833,
            1520452.8229221553,
            -2476675.9469915386
        ],
        [
            302.484906,
            181.348536,
            121.136369,
            -956.223124,
            1520.452823,
            -2476.675947
        ],
        [
            0.167489,
            0.100414,
            0.067074,
            0,
            0.154343,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120081,
            -67382,
            -122691,
            -4447156,
            -339515,
            -4260526
        ],
        [
            2.313397,
            3.02547,
            1.860507,
            0.814894,
            3.025801,
            0.439066
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            63,
            31,
            32,
            61,
            29,
            32
        ],
        [
            9,
            5,
            4,
            11,
            7,
            4
        ],
        [
            87.5,
            86.111111,
            88.888889,
            84.722222,
            80.555556,
            88.888889
        ],
        [
            0.330485,
            0.487979,
            0.232563,
            0.146948,
            0.730366,
            0.054883
        ],
        [
            31783,
            31783,
            27624,
            471615,
            471615,
            295436
        ],
        [
            -120081,
            -33175,
            -120081,
            -4206511,
            -170210,
            -4206511
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            24,
            29,
            19,
            26,
            25,
            26
        ],
        [
            183,
            156,
            218,
            142,
            135,
            155
        ],
        [
            3170,
            1687,
            1483,
            3170,
            1687,
            1483
        ],
        [
            0,
            440.834656,
            0,
            131.334656,
            0,
            133.834656
        ],
        [
            0,
            4,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69911,
            -50082,
            -97870,
            -659361,
            525252,
            -575458
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612094400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003314303,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.42553,
            "nb": 0.10886,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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)