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Trade: AAVE/USDT/15/HMA/ALMA/6322

Strategy
AAVE/USDT/15/HMA/ALMA/6322
Pair
AAVE_USDT
Interval
15m
Score
316448
Daily Profit
0.245165
Profit Factor
1.285681
Profitability
68.503937
Streak
12.873726
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 08:58
Expiration Time
2025-12-20 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59004.9371 39303.7924 19701.1447 35739.5567 89208.2172 -53468.6606
Total P&L (%) 59.0049 39.3038 19.7011 35.7396 89.2082 -53.4687
Avg Daily Profit (%) 0.2266 0.1509 0.0757 0.1174 0.2452 -0.2933
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103721 -42432 -72216 -241720 -85963 -179544
Profit Factor 1.1582 1.2236 1.0999 1.0477 1.2857 0.8776
Total Trades 254 127 127 254 127 127
Winning Trades 167 87 80 167 87 80
Losing Trades 87 40 47 87 40 47
Profitability (%) 65.748 68.5039 62.9921 65.748 68.5039 62.9921
Ratio Avg Win / Avg Loss 0.6034 0.5626 0.6462 0.5458 0.5911 0.5156
Largest Winning Trade 15070 15070 9207 22503 22503 14769
Largest Losing Trade -21751 -15702 -21751 -59782 -23553 -59782
Avg Bars in Trades 97 97 98 97 97 98
Avg Bars in Winners 60 61 59 60 61 59
Avg Bars in Losers 168 175 162 168 175 162
Bars Traded 24854 12406 12448 24854 12406 12448
Profit Streak 5.8737 12.8737 5.8737 5.8737 12.8737 5.8737
Trades During Streak 10 7 5 10 7 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37380 191564 -209617 -204854 316448 -579013
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737230400000,
    "first_datapoint_time": 1737336600000,
    "last_datapoint_time": 1759729500000,
    "evaluation_time": 1759730289952,
    "expiration_time": 1766209500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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": [
        [
            59004.9370675907,
            39303.7923564538,
            19701.1447111368,
            35739.5566542573,
            89208.2172152692,
            -53468.6605610118
        ],
        [
            59.004937,
            39.303792,
            19.701145,
            35.739557,
            89.208217,
            -53.468661
        ],
        [
            0.226576,
            0.150925,
            0.075651,
            0.117405,
            0.245165,
            -0.293342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103721,
            -42432,
            -72216,
            -241720,
            -85963,
            -179544
        ],
        [
            1.158155,
            1.223597,
            1.099853,
            1.047708,
            1.285681,
            0.877608
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            167,
            87,
            80,
            167,
            87,
            80
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            65.748031,
            68.503937,
            62.992126,
            65.748031,
            68.503937,
            62.992126
        ],
        [
            0.60335,
            0.562573,
            0.646163,
            0.545812,
            0.591118,
            0.515595
        ],
        [
            15070,
            15070,
            9207,
            22503,
            22503,
            14769
        ],
        [
            -21751,
            -15702,
            -21751,
            -59782,
            -23553,
            -59782
        ],
        [
            97,
            97,
            98,
            97,
            97,
            98
        ],
        [
            60,
            61,
            59,
            60,
            61,
            59
        ],
        [
            168,
            175,
            162,
            168,
            175,
            162
        ],
        [
            24854,
            12406,
            12448,
            24854,
            12406,
            12448
        ],
        [
            5.873726,
            12.873726,
            5.873726,
            5.873726,
            12.873726,
            5.873726
        ],
        [
            10,
            7,
            5,
            10,
            7,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37380,
            191564,
            -209617,
            -204854,
            316448,
            -579013
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737230400000,
    "first_datapoint_time": 1737336600000,
    "last_datapoint_time": 1759729500000,
    "evaluation_time": 1759730289952,
    "expiration_time": 1766209500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "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)