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Trade: AAVE/USDT/720/PSAR/SINWMA/3537

Strategy
AAVE/USDT/720/PSAR/SINWMA/3537
Pair
AAVE_USDT
Interval
12h
Score
471910
Daily Profit
0.184871
Profit Factor
1.946748
Profitability
64.285714
Streak
7.804792
Best Strategy
Training Data Length
1810.000000
Evaluation Time
2025-09-28 22:18
Expiration Time
2025-11-21 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334616.7905 213100.0024 121516.7881 621856.2056 904190.91 -282334.7044
Total P&L (%) 334.6168 213.1 121.5168 621.8562 904.1909 -282.3347
Avg Daily Profit (%) 0.1849 0.1177 0.0671 0.1093 0.1275 0
Buy And Hold Return (%) 33.6689 33.6689 33.6689 33.6689 33.6689 33.6689
Max Trade Drawdown -79417 -59987 -72662 -438300 -125746 -741417
Profit Factor 1.9467 2.5431 1.5643 1.4161 3.7199 0.757
Total Trades 84 42 42 84 42 42
Winning Trades 54 26 28 54 26 28
Losing Trades 30 16 14 30 16 14
Profitability (%) 64.2857 61.9048 66.6667 64.2857 61.9048 66.6667
Ratio Avg Win / Avg Loss 1.0815 1.565 0.7821 0.7867 2.2892 0.3785
Largest Winning Trade 43429 43429 38313 273754 273754 81917
Largest Losing Trade -67225 -34410 -67225 -390265 -74287 -390265
Avg Bars in Trades 39 40 38 39 40 38
Avg Bars in Winners 33 40 26 33 40 26
Avg Bars in Losers 49 39 62 49 39 62
Bars Traded 3284 1685 1600 3284 1685 1600
Profit Streak 7.8048 0 55.3048 7.8048 0 55.3048
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471910 -29838 -102222 -44543 -13910 -577171
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610971200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759087134022,
    "expiration_time": 1763752320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 192,
            "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": [
        [
            334616.7904908776,
            213100.0023959315,
            121516.7880949463,
            621856.2056225633,
            904190.9099903741,
            -282334.7043678105
        ],
        [
            334.61679,
            213.100002,
            121.516788,
            621.856206,
            904.19091,
            -282.334704
        ],
        [
            0.184871,
            0.117735,
            0.067136,
            0.109267,
            0.127527,
            0
        ],
        [
            33.668909,
            33.668909,
            33.668909,
            33.668909,
            33.668909,
            33.668909
        ],
        [
            -79417,
            -59987,
            -72662,
            -438300,
            -125746,
            -741417
        ],
        [
            1.946748,
            2.543126,
            1.564298,
            1.416111,
            3.719931,
            0.75703
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            64.285714,
            61.904762,
            66.666667,
            64.285714,
            61.904762,
            66.666667
        ],
        [
            1.081527,
            1.565001,
            0.782149,
            0.786728,
            2.289188,
            0.378515
        ],
        [
            43429,
            43429,
            38313,
            273754,
            273754,
            81917
        ],
        [
            -67225,
            -34410,
            -67225,
            -390265,
            -74287,
            -390265
        ],
        [
            39,
            40,
            38,
            39,
            40,
            38
        ],
        [
            33,
            40,
            26,
            33,
            40,
            26
        ],
        [
            49,
            39,
            62,
            49,
            39,
            62
        ],
        [
            3284,
            1685,
            1600,
            3284,
            1685,
            1600
        ],
        [
            7.804792,
            0,
            55.304792,
            7.804792,
            0,
            55.304792
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471910,
            -29838,
            -102222,
            -44543,
            -13910,
            -577171
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3620,
    "evaluation_days": 1810,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610971200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759087134022,
    "expiration_time": 1763752320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 192,
            "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)