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Trade: AAVE/USDT/720/LINREG/DCM/3796

Strategy
AAVE/USDT/720/LINREG/DCM/3796
Pair
AAVE_USDT
Interval
12h
Score
391325
Daily Profit
0.340874
Profit Factor
2.435414
Profitability
54.285714
Streak
65.594075
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-27 17:15
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 615618.068 457332.9472 158285.1208 7842886.9898 9772161.669 -1929274.6792
Total P&L (%) 615.6181 457.3329 158.2851 7842.887 9772.1617 -1929.2747
Avg Daily Profit (%) 0.3409 0.2532 0.0876 0.2425 0.2546 0
Buy And Hold Return (%) 266.4378 266.4378 266.4378 266.4378 266.4378 266.4378
Max Trade Drawdown -73627 -48113 -80605 -6617687 -3015369 -7238634
Profit Factor 2.4354 3.4951 1.6445 1.3644 2.1313 0.8503
Total Trades 105 53 52 105 53 52
Winning Trades 57 29 28 57 29 28
Losing Trades 48 24 24 48 24 24
Profitability (%) 54.2857 54.717 53.8462 54.2857 54.717 53.8462
Ratio Avg Win / Avg Loss 2.0509 2.8925 1.4096 1.1489 1.7638 0.7288
Largest Winning Trade 65503 65503 48136 2862679 2862679 2173137
Largest Losing Trade -28681 -20518 -28681 -1871192 -1871192 -1852790
Avg Bars in Trades 32 36 28 32 36 28
Avg Bars in Winners 40 43 38 40 43 38
Avg Bars in Losers 22 27 17 22 27 17
Bars Traded 3422 1931 1491 3422 1931 1491
Profit Streak 65.5941 65.5941 79.5941 65.5941 65.5941 79.5941
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391325 -172902 -418443 384653 -166327 -759499
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982528105,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "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": [
        [
            615618.0680465729,
            457332.9472339485,
            158285.1208126244,
            7842886.989843339,
            9772161.669027759,
            -1929274.6791844233
        ],
        [
            615.618068,
            457.332947,
            158.285121,
            7842.88699,
            9772.161669,
            -1929.274679
        ],
        [
            0.340874,
            0.25323,
            0.087644,
            0.242534,
            0.254604,
            0
        ],
        [
            266.437818,
            266.437818,
            266.437818,
            266.437818,
            266.437818,
            266.437818
        ],
        [
            -73627,
            -48113,
            -80605,
            -6617687,
            -3015369,
            -7238634
        ],
        [
            2.435414,
            3.495096,
            1.644521,
            1.364351,
            2.131269,
            0.850298
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            54.285714,
            54.716981,
            53.846154,
            54.285714,
            54.716981,
            53.846154
        ],
        [
            2.050875,
            2.892493,
            1.40959,
            1.148927,
            1.763809,
            0.728827
        ],
        [
            65503,
            65503,
            48136,
            2862679,
            2862679,
            2173137
        ],
        [
            -28681,
            -20518,
            -28681,
            -1871192,
            -1871192,
            -1852790
        ],
        [
            32,
            36,
            28,
            32,
            36,
            28
        ],
        [
            40,
            43,
            38,
            40,
            43,
            38
        ],
        [
            22,
            27,
            17,
            22,
            27,
            17
        ],
        [
            3422,
            1931,
            1491,
            3422,
            1931,
            1491
        ],
        [
            65.594075,
            65.594075,
            79.594075,
            65.594075,
            65.594075,
            79.594075
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391325,
            -172902,
            -418443,
            384653,
            -166327,
            -759499
        ]
    ]
}
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": 1607601600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982528105,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "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)