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Trade: AAVE/USDT/15/WMA/SINWMA/9809

Strategy
AAVE/USDT/15/WMA/SINWMA/9809
Pair
AAVE_USDT
Interval
15m
Score
354448
Daily Profit
0.287198
Profit Factor
1.324852
Profitability
67.938931
Streak
6.441976
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 22:51
Expiration Time
2025-12-24 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74792.2329 42997.8033 31794.4296 71594.251 57555.0779 14039.1731
Total P&L (%) 74.7922 42.9978 31.7944 71.5943 57.5551 14.0392
Avg Daily Profit (%) 0.2872 0.1651 0.1221 0.2076 0.1747 0.0505
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31910 -31716 -51481 -60329 -53243 -94910
Profit Factor 1.3249 1.375 1.2751 1.1937 1.3346 1.071
Total Trades 131 65 66 131 65 66
Winning Trades 89 43 46 89 43 46
Losing Trades 42 22 20 42 22 20
Profitability (%) 67.9389 66.1538 69.697 67.9389 66.1538 69.697
Ratio Avg Win / Avg Loss 0.6252 0.7035 0.5544 0.5633 0.6828 0.4657
Largest Winning Trade 17669 17669 9010 22956 22956 10230
Largest Losing Trade -19406 -14599 -19406 -36737 -21488 -36737
Avg Bars in Trades 183 183 183 183 183 183
Avg Bars in Winners 104 100 107 104 100 107
Avg Bars in Losers 351 345 357 351 345 357
Bars Traded 24024 11920 12104 24024 11920 12104
Profit Streak 6.442 16.2336 6.442 6.442 16.2336 6.442
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354448 -125202 -156565 51689 -124241 -431556
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737626400000,
    "first_datapoint_time": 1737863100000,
    "last_datapoint_time": 1760125500000,
    "evaluation_time": 1760125886732,
    "expiration_time": 1766605500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "offset": 196
        }
    }
}
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": [
        [
            74792.2328755405,
            42997.8032649547,
            31794.4296105859,
            71594.2510471317,
            57555.07792512,
            14039.1731220117
        ],
        [
            74.792233,
            42.997803,
            31.79443,
            71.594251,
            57.555078,
            14.039173
        ],
        [
            0.287198,
            0.165109,
            0.122089,
            0.207558,
            0.174719,
            0.050459
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31910,
            -31716,
            -51481,
            -60329,
            -53243,
            -94910
        ],
        [
            1.324852,
            1.374967,
            1.275124,
            1.193667,
            1.334555,
            1.071034
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            89,
            43,
            46,
            89,
            43,
            46
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            67.938931,
            66.153846,
            69.69697,
            67.938931,
            66.153846,
            69.69697
        ],
        [
            0.625211,
            0.703472,
            0.554402,
            0.563304,
            0.682796,
            0.465667
        ],
        [
            17669,
            17669,
            9010,
            22956,
            22956,
            10230
        ],
        [
            -19406,
            -14599,
            -19406,
            -36737,
            -21488,
            -36737
        ],
        [
            183,
            183,
            183,
            183,
            183,
            183
        ],
        [
            104,
            100,
            107,
            104,
            100,
            107
        ],
        [
            351,
            345,
            357,
            351,
            345,
            357
        ],
        [
            24024,
            11920,
            12104,
            24024,
            11920,
            12104
        ],
        [
            6.441976,
            16.233643,
            6.441976,
            6.441976,
            16.233643,
            6.441976
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354448,
            -125202,
            -156565,
            51689,
            -124241,
            -431556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737626400000,
    "first_datapoint_time": 1737863100000,
    "last_datapoint_time": 1760125500000,
    "evaluation_time": 1760125886732,
    "expiration_time": 1766605500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "offset": 196
        }
    }
}

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)