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Trade: AAVE/USDT/120/T3/SMA/8503

Strategy
AAVE/USDT/120/T3/SMA/8503
Pair
AAVE_USDT
Interval
2h
Score
334118
Daily Profit
0.171691
Profit Factor
1.578434
Profitability
52.606635
Streak
20.608260
Best Strategy
Training Data Length
1822.080000
Evaluation Time
2025-10-11 17:35
Expiration Time
2025-12-16 06:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 542991.2286 526545.599 16445.6296 1031277.7235 2177496.4099 -1146218.6864
Total P&L (%) 542.9912 526.5456 16.4456 1031.2777 2177.4964 -1146.2187
Avg Daily Profit (%) 0.298 0.289 0.009 0.1332 0.1717 0
Buy And Hold Return (%) 479.3859 479.3859 479.3859 479.3859 479.3859 479.3859
Max Trade Drawdown -104016 -65953 -107300 -1433737 -706277 -1635876
Profit Factor 1.3532 1.867 1.0177 1.1031 1.5784 0.8163
Total Trades 421 211 210 421 211 210
Winning Trades 206 111 95 206 111 95
Losing Trades 215 100 115 215 100 115
Profitability (%) 48.9311 52.6066 45.2381 48.9311 52.6066 45.2381
Ratio Avg Win / Avg Loss 1.4123 1.682 1.2319 1.1513 1.422 0.9882
Largest Winning Trade 91245 91245 39558 636623 636623 255286
Largest Losing Trade -41874 -27520 -41874 -650312 -289750 -650312
Avg Bars in Trades 51 51 51 51 51 51
Avg Bars in Winners 63 62 65 63 62 65
Avg Bars in Losers 39 39 40 39 39 40
Bars Traded 21687 10847 10840 21687 10847 10840
Profit Streak 20.6083 20.6083 23.2749 20.6083 20.6083 23.2749
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112371 -121390 -548385 -124932 334118 -581540
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21865,
    "evaluation_days": 1822.08,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603000800000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760193353702,
    "expiration_time": 1765858608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.91695
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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": [
        [
            542991.2285972037,
            526545.5990210446,
            16445.6295761587,
            1031277.7234994585,
            2177496.409924958,
            -1146218.6864255005
        ],
        [
            542.991229,
            526.545599,
            16.44563,
            1031.277723,
            2177.49641,
            -1146.218686
        ],
        [
            0.298006,
            0.288981,
            0.009026,
            0.13323,
            0.171691,
            0
        ],
        [
            479.385943,
            479.385943,
            479.385943,
            479.385943,
            479.385943,
            479.385943
        ],
        [
            -104016,
            -65953,
            -107300,
            -1433737,
            -706277,
            -1635876
        ],
        [
            1.353216,
            1.866976,
            1.017685,
            1.103074,
            1.578434,
            0.816332
        ],
        [
            421,
            211,
            210,
            421,
            211,
            210
        ],
        [
            206,
            111,
            95,
            206,
            111,
            95
        ],
        [
            215,
            100,
            115,
            215,
            100,
            115
        ],
        [
            48.931116,
            52.606635,
            45.238095,
            48.931116,
            52.606635,
            45.238095
        ],
        [
            1.412337,
            1.681961,
            1.231934,
            1.151267,
            1.422012,
            0.988191
        ],
        [
            91245,
            91245,
            39558,
            636623,
            636623,
            255286
        ],
        [
            -41874,
            -27520,
            -41874,
            -650312,
            -289750,
            -650312
        ],
        [
            51,
            51,
            51,
            51,
            51,
            51
        ],
        [
            63,
            62,
            65,
            63,
            62,
            65
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            21687,
            10847,
            10840,
            21687,
            10847,
            10840
        ],
        [
            20.60826,
            20.60826,
            23.274927,
            20.60826,
            20.60826,
            23.274927
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112371,
            -121390,
            -548385,
            -124932,
            334118,
            -581540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21865,
    "evaluation_days": 1822.08,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603000800000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760193353702,
    "expiration_time": 1765858608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.91695
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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)