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Trade: AAVE/USDT/15/RMA/DCM/7164

Strategy
AAVE/USDT/15/RMA/DCM/7164
Pair
AAVE_USDT
Interval
15m
Score
318731
Daily Profit
0.257035
Profit Factor
1.390110
Profitability
63.529412
Streak
4.929479
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 00:48
Expiration Time
2025-12-24 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66937.1644 38123.8803 28813.2841 58288.1418 26589.2754 31698.8664
Total P&L (%) 66.9372 38.1239 28.8133 58.2881 26.5893 31.6989
Avg Daily Profit (%) 0.257 0.1464 0.1106 0.1765 0.0906 0.1058
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49397 -28569 -47568 -69668 -43347 -59284
Profit Factor 1.3901 1.4918 1.3063 1.2568 1.2451 1.2675
Total Trades 85 42 43 85 42 43
Winning Trades 54 28 26 54 28 26
Losing Trades 31 14 17 31 14 17
Profitability (%) 63.5294 66.6667 60.4651 63.5294 66.6667 60.4651
Ratio Avg Win / Avg Loss 0.798 0.7459 0.8541 0.7215 0.6225 0.8288
Largest Winning Trade 22678 18149 22678 26357 16483 26357
Largest Losing Trade -23571 -23571 -18748 -35085 -35085 -20955
Avg Bars in Trades 281 274 288 281 274 288
Avg Bars in Winners 178 168 190 178 168 190
Avg Bars in Losers 460 488 438 460 488 438
Bars Traded 23950 11549 12402 23950 11549 12402
Profit Streak 4.9295 16.367 4.9295 4.9295 16.367 4.9295
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318731 67546 -49381 243866 -75078 -55834
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737632700000,
    "first_datapoint_time": 1738032300000,
    "last_datapoint_time": 1760131800000,
    "evaluation_time": 1760132907024,
    "expiration_time": 1766611800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 225,
            "offset": 220
        }
    }
}
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": [
        [
            66937.164400155,
            38123.8802922605,
            28813.2841078945,
            58288.1417685341,
            26589.2753907713,
            31698.8663777629
        ],
        [
            66.937164,
            38.12388,
            28.813284,
            58.288142,
            26.589275,
            31.698866
        ],
        [
            0.257035,
            0.146394,
            0.110642,
            0.176504,
            0.090578,
            0.105788
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49397,
            -28569,
            -47568,
            -69668,
            -43347,
            -59284
        ],
        [
            1.39011,
            1.491826,
            1.306295,
            1.256794,
            1.245073,
            1.267526
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            63.529412,
            66.666667,
            60.465116,
            63.529412,
            66.666667,
            60.465116
        ],
        [
            0.798026,
            0.745913,
            0.854116,
            0.721493,
            0.622537,
            0.828767
        ],
        [
            22678,
            18149,
            22678,
            26357,
            16483,
            26357
        ],
        [
            -23571,
            -23571,
            -18748,
            -35085,
            -35085,
            -20955
        ],
        [
            281,
            274,
            288,
            281,
            274,
            288
        ],
        [
            178,
            168,
            190,
            178,
            168,
            190
        ],
        [
            460,
            488,
            438,
            460,
            488,
            438
        ],
        [
            23950,
            11549,
            12402,
            23950,
            11549,
            12402
        ],
        [
            4.929479,
            16.366979,
            4.929479,
            4.929479,
            16.366979,
            4.929479
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318731,
            67546,
            -49381,
            243866,
            -75078,
            -55834
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737632700000,
    "first_datapoint_time": 1738032300000,
    "last_datapoint_time": 1760131800000,
    "evaluation_time": 1760132907024,
    "expiration_time": 1766611800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 225,
            "offset": 220
        }
    }
}

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)