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Trade: AAVE/USDT/15/TEMA/ALMA/8635

Strategy
AAVE/USDT/15/TEMA/ALMA/8635
Pair
AAVE_USDT
Interval
15m
Score
315692
Daily Profit
0.213187
Profit Factor
1.285714
Profitability
69.369369
Streak
11.839369
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 08:53
Expiration Time
2025-12-19 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59349.8268 35926.9672 23422.8595 39972.3426 74123.0109 -34150.6683
Total P&L (%) 59.3498 35.927 23.4229 39.9723 74.123 -34.1507
Avg Daily Profit (%) 0.2279 0.138 0.0899 0.1292 0.2132 -0.1603
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69843 -39564 -50111 -150390 -65919 -115245
Profit Factor 1.1732 1.2102 1.1365 1.0684 1.2857 0.8949
Total Trades 222 111 111 222 111 111
Winning Trades 152 77 75 152 77 75
Losing Trades 70 34 36 70 34 36
Profitability (%) 68.4685 69.3694 67.5676 68.4685 69.3694 67.5676
Ratio Avg Win / Avg Loss 0.5403 0.5344 0.5455 0.492 0.5677 0.4296
Largest Winning Trade 10698 10698 7914 21202 21202 12671
Largest Losing Trade -21013 -16325 -21013 -41740 -22275 -41740
Avg Bars in Trades 111 110 112 111 110 112
Avg Bars in Winners 70 66 73 70 66 73
Avg Bars in Losers 202 209 194 202 209 194
Bars Traded 24791 12255 12536 24791 12255 12536
Profit Streak 4.8185 11.8394 4.8185 4.8185 11.8394 4.8185
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -20809 -10872 -147925 -166042 315692 -579142
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737144000000,
    "first_datapoint_time": 1737250200000,
    "last_datapoint_time": 1759643100000,
    "evaluation_time": 1759643621516,
    "expiration_time": 1766123100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "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": [
        [
            59349.826770908,
            35926.9672338448,
            23422.8595370632,
            39972.3426058392,
            74123.0108679045,
            -34150.6682620653
        ],
        [
            59.349827,
            35.926967,
            23.42286,
            39.972343,
            74.123011,
            -34.150668
        ],
        [
            0.2279,
            0.137958,
            0.089943,
            0.129211,
            0.213187,
            -0.160305
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69843,
            -39564,
            -50111,
            -150390,
            -65919,
            -115245
        ],
        [
            1.173248,
            1.210168,
            1.136474,
            1.068399,
            1.285714,
            0.89491
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            152,
            77,
            75,
            152,
            77,
            75
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            68.468468,
            69.369369,
            67.567568,
            68.468468,
            69.369369,
            67.567568
        ],
        [
            0.540311,
            0.53436,
            0.545508,
            0.492026,
            0.567718,
            0.429557
        ],
        [
            10698,
            10698,
            7914,
            21202,
            21202,
            12671
        ],
        [
            -21013,
            -16325,
            -21013,
            -41740,
            -22275,
            -41740
        ],
        [
            111,
            110,
            112,
            111,
            110,
            112
        ],
        [
            70,
            66,
            73,
            70,
            66,
            73
        ],
        [
            202,
            209,
            194,
            202,
            209,
            194
        ],
        [
            24791,
            12255,
            12536,
            24791,
            12255,
            12536
        ],
        [
            4.818536,
            11.839369,
            4.818536,
            4.818536,
            11.839369,
            4.818536
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20809,
            -10872,
            -147925,
            -166042,
            315692,
            -579142
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737144000000,
    "first_datapoint_time": 1737250200000,
    "last_datapoint_time": 1759643100000,
    "evaluation_time": 1759643621516,
    "expiration_time": 1766123100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "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)