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Trade: AAVE/USDT/720/OHLC4/ALMA/2283

Strategy
AAVE/USDT/720/OHLC4/ALMA/2283
Pair
AAVE_USDT
Interval
12h
Score
671827
Daily Profit
0.195642
Profit Factor
4.820849
Profitability
82.051282
Streak
0.000000
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-05 04:54
Expiration Time
2025-11-28 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282232.7669 187682.4331 94550.3338 -3105890.0097 3382590.5654 -6488480.5751
Total P&L (%) 282.2328 187.6824 94.5503 -3105.89 3382.5906 -6488.4806
Avg Daily Profit (%) 0.1554 0.1033 0.0521 0 0.1956 0
Buy And Hold Return (%) 46.9955 46.9955 46.9955 46.9955 46.9955 46.9955
Max Trade Drawdown -180935 -40094 -175085 -9798223 -373691 -9810226
Profit Factor 1.9735 3.3304 1.4515 0.733 4.8208 0.3962
Total Trades 78 39 39 78 39 39
Winning Trades 63 31 32 65 32 33
Losing Trades 15 8 7 13 7 6
Profitability (%) 80.7692 79.4872 82.0513 83.3333 82.0513 84.6154
Ratio Avg Win / Avg Loss 0.4699 0.8595 0.3175 0.1466 1.0546 0.072
Largest Winning Trade 32100 27648 32100 968698 968698 520523
Largest Losing Trade -161289 -27443 -161289 -9798223 -292747 -9798223
Avg Bars in Trades 41 43 39 41 43 39
Avg Bars in Winners 25 28 21 30 32 29
Avg Bars in Losers 110 100 120 94 92 97
Bars Traded 3232 1685 1547 3232 1685 1547
Profit Streak 0 146.0794 0 144.5794 0 146.5794
Trades During Streak 0 1 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26988 -49267 -126762 -614492 671827 -575457
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610841600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629256813,
    "expiration_time": 1764330768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 189,
            "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": [
        [
            282232.7669474224,
            187682.4331005,
            94550.3338469223,
            -3105890.0096937967,
            3382590.5653807577,
            -6488480.575074554
        ],
        [
            282.232767,
            187.682433,
            94.550334,
            -3105.89001,
            3382.590565,
            -6488.480575
        ],
        [
            0.155372,
            0.103321,
            0.052051,
            0,
            0.195642,
            0
        ],
        [
            46.99549,
            46.99549,
            46.99549,
            46.99549,
            46.99549,
            46.99549
        ],
        [
            -180935,
            -40094,
            -175085,
            -9798223,
            -373691,
            -9810226
        ],
        [
            1.973459,
            3.330392,
            1.451549,
            0.732976,
            4.820849,
            0.396208
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            63,
            31,
            32,
            65,
            32,
            33
        ],
        [
            15,
            8,
            7,
            13,
            7,
            6
        ],
        [
            80.769231,
            79.487179,
            82.051282,
            83.333333,
            82.051282,
            84.615385
        ],
        [
            0.469871,
            0.859456,
            0.317526,
            0.146595,
            1.054561,
            0.072038
        ],
        [
            32100,
            27648,
            32100,
            968698,
            968698,
            520523
        ],
        [
            -161289,
            -27443,
            -161289,
            -9798223,
            -292747,
            -9798223
        ],
        [
            41,
            43,
            39,
            41,
            43,
            39
        ],
        [
            25,
            28,
            21,
            30,
            32,
            29
        ],
        [
            110,
            100,
            120,
            94,
            92,
            97
        ],
        [
            3232,
            1685,
            1547,
            3232,
            1685,
            1547
        ],
        [
            0,
            146.079361,
            0,
            144.579361,
            0,
            146.579361
        ],
        [
            0,
            1,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26988,
            -49267,
            -126762,
            -614492,
            671827,
            -575457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610841600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629256813,
    "expiration_time": 1764330768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 189,
            "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)