← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: AAVE/USDT/15/DCM/SINWMA/7040

Strategy
AAVE/USDT/15/DCM/SINWMA/7040
Pair
AAVE_USDT
Interval
15m
Score
425135
Daily Profit
0.411579
Profit Factor
1.472679
Profitability
67.883212
Streak
6.967729
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 15:13
Expiration Time
2025-12-25 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107183.4213 60622.1616 46561.2596 131634.7948 86446.6236 45188.1712
Total P&L (%) 107.1834 60.6222 46.5613 131.6348 86.4466 45.1882
Avg Daily Profit (%) 0.4116 0.2328 0.1788 0.3231 0.2395 0.1433
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30652 -32328 -27575 -52332 -51645 -52015
Profit Factor 1.4727 1.5445 1.4034 1.3304 1.4728 1.2096
Total Trades 137 68 69 137 68 69
Winning Trades 93 47 46 93 47 46
Losing Trades 44 21 23 44 21 23
Profitability (%) 67.8832 69.1176 66.6667 67.8832 69.1176 66.6667
Ratio Avg Win / Avg Loss 0.6968 0.6901 0.7017 0.6294 0.658 0.6048
Largest Winning Trade 23492 23492 12184 29275 29275 15797
Largest Losing Trade -17628 -16741 -17628 -28450 -28450 -28078
Avg Bars in Trades 175 174 176 175 174 176
Avg Bars in Winners 102 95 110 102 95 110
Avg Bars in Losers 328 352 306 328 352 306
Bars Traded 24020 11872 12148 24020 11872 12148
Profit Streak 6.9677 13.6656 6.9677 6.9677 13.6656 6.9677
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425135 -99832 -94910 366590 -99588 -105424
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684900000,
    "first_datapoint_time": 1737954900000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760184811814,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 152
        }
    }
}
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": [
        [
            107183.4212670999,
            60622.1616479391,
            46561.2596191609,
            131634.7948237325,
            86446.6235783399,
            45188.1712453926
        ],
        [
            107.183421,
            60.622162,
            46.56126,
            131.634795,
            86.446624,
            45.188171
        ],
        [
            0.411579,
            0.232786,
            0.178793,
            0.323073,
            0.239506,
            0.143279
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30652,
            -32328,
            -27575,
            -52332,
            -51645,
            -52015
        ],
        [
            1.472679,
            1.544488,
            1.40341,
            1.330352,
            1.472755,
            1.209582
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            67.883212,
            69.117647,
            66.666667,
            67.883212,
            69.117647,
            66.666667
        ],
        [
            0.696752,
            0.690091,
            0.701705,
            0.629414,
            0.658039,
            0.604791
        ],
        [
            23492,
            23492,
            12184,
            29275,
            29275,
            15797
        ],
        [
            -17628,
            -16741,
            -17628,
            -28450,
            -28450,
            -28078
        ],
        [
            175,
            174,
            176,
            175,
            174,
            176
        ],
        [
            102,
            95,
            110,
            102,
            95,
            110
        ],
        [
            328,
            352,
            306,
            328,
            352,
            306
        ],
        [
            24020,
            11872,
            12148,
            24020,
            11872,
            12148
        ],
        [
            6.967729,
            13.665646,
            6.967729,
            6.967729,
            13.665646,
            6.967729
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425135,
            -99832,
            -94910,
            366590,
            -99588,
            -105424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737684900000,
    "first_datapoint_time": 1737954900000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760184811814,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 152
        }
    }
}

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)