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Trade: AAVE/USDT/15/BBM/DEMA/8452

Strategy
AAVE/USDT/15/BBM/DEMA/8452
Pair
AAVE_USDT
Interval
15m
Score
458958
Daily Profit
0.428209
Profit Factor
1.412758
Profitability
71.065990
Streak
5.618562
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 00:05
Expiration Time
2025-12-23 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111514.2428 64037.5935 47476.6493 139260.4293 113400.3305 25860.0988
Total P&L (%) 111.5142 64.0376 47.4766 139.2604 113.4003 25.8601
Avg Daily Profit (%) 0.4282 0.2459 0.1823 0.3356 0.2915 0.0884
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34148 -25086 -53722 -91565 -50724 -134931
Profit Factor 1.4128 1.4666 1.3572 1.2521 1.4471 1.0865
Total Trades 197 98 99 197 98 99
Winning Trades 140 69 71 140 69 71
Losing Trades 57 29 28 57 29 28
Profitability (%) 71.066 70.4082 71.7172 71.066 70.4082 71.7172
Ratio Avg Win / Avg Loss 0.5752 0.6164 0.5352 0.5098 0.6082 0.4285
Largest Winning Trade 15737 15737 10786 22291 22291 14593
Largest Losing Trade -18492 -16171 -18492 -45626 -29458 -45626
Avg Bars in Trades 122 122 122 122 122 122
Avg Bars in Winners 67 64 70 67 64 70
Avg Bars in Losers 256 260 252 256 260 252
Bars Traded 24070 11974 12096 24070 11974 12096
Profit Streak 5.6186 15.2852 5.6186 5.6186 15.2852 5.6186
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458958 355574 276503 395100 379624 -202467
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737544500000,
    "first_datapoint_time": 1737810000000,
    "last_datapoint_time": 1760043600000,
    "evaluation_time": 1760043943746,
    "expiration_time": 1766523600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 3.92436
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 78,
            "offset": 218
        }
    }
}
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": [
        [
            111514.242837698,
            64037.5935129721,
            47476.6493247258,
            139260.4292589373,
            113400.3304991191,
            25860.0987598183
        ],
        [
            111.514243,
            64.037594,
            47.476649,
            139.260429,
            113.40033,
            25.860099
        ],
        [
            0.428209,
            0.245901,
            0.182308,
            0.335552,
            0.291492,
            0.088358
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34148,
            -25086,
            -53722,
            -91565,
            -50724,
            -134931
        ],
        [
            1.412758,
            1.466611,
            1.357158,
            1.252086,
            1.447116,
            1.086545
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            140,
            69,
            71,
            140,
            69,
            71
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            71.06599,
            70.408163,
            71.717172,
            71.06599,
            70.408163,
            71.717172
        ],
        [
            0.575194,
            0.616402,
            0.535217,
            0.509778,
            0.608208,
            0.428497
        ],
        [
            15737,
            15737,
            10786,
            22291,
            22291,
            14593
        ],
        [
            -18492,
            -16171,
            -18492,
            -45626,
            -29458,
            -45626
        ],
        [
            122,
            122,
            122,
            122,
            122,
            122
        ],
        [
            67,
            64,
            70,
            67,
            64,
            70
        ],
        [
            256,
            260,
            252,
            256,
            260,
            252
        ],
        [
            24070,
            11974,
            12096,
            24070,
            11974,
            12096
        ],
        [
            5.618562,
            15.285228,
            5.618562,
            5.618562,
            15.285229,
            5.618562
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458958,
            355574,
            276503,
            395100,
            379624,
            -202467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737544500000,
    "first_datapoint_time": 1737810000000,
    "last_datapoint_time": 1760043600000,
    "evaluation_time": 1760043943746,
    "expiration_time": 1766523600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 3.92436
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 78,
            "offset": 218
        }
    }
}

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)