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Trade: AAVE/USDT/15/DEMA/SINWMA/2887

Strategy
AAVE/USDT/15/DEMA/SINWMA/2887
Pair
AAVE_USDT
Interval
15m
Score
314158
Daily Profit
0.231971
Profit Factor
1.262308
Profitability
70.000000
Streak
14.559902
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 17:11
Expiration Time
2025-12-25 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60409.7713 35245.2947 25164.4765 46115.2483 43695.5302 2419.7181
Total P&L (%) 60.4098 35.2453 25.1645 46.1152 43.6955 2.4197
Avg Daily Profit (%) 0.232 0.1353 0.0966 0.1457 0.1393 0.0092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28502 -30607 -46687 -42375 -35514 -71761
Profit Factor 1.2623 1.3005 1.2227 1.1545 1.3095 1.0154
Total Trades 140 70 70 140 70 70
Winning Trades 98 52 46 98 52 46
Losing Trades 42 18 24 42 18 24
Profitability (%) 70 74.2857 65.7143 70 74.2857 65.7143
Ratio Avg Win / Avg Loss 0.541 0.4502 0.6379 0.4948 0.4533 0.5298
Largest Winning Trade 13636 12296 13636 16122 16122 11506
Largest Losing Trade -26761 -21376 -26761 -40716 -21140 -40716
Avg Bars in Trades 175 179 170 175 179 170
Avg Bars in Winners 93 94 93 93 94 93
Avg Bars in Losers 364 424 319 364 424 319
Bars Traded 24514 12547 11967 24514 12547 11967
Profit Streak 14.5599 14.5599 22.0078 14.5599 14.5599 22.0078
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314158 -107453 -161504 -49106 -101360 -643552
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737692100000,
    "first_datapoint_time": 1737898200000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760191875571,
    "expiration_time": 1766671200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "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": [
        [
            60409.7712838729,
            35245.2947492521,
            25164.4765346211,
            46115.2482887851,
            43695.5302200646,
            2419.7180687205
        ],
        [
            60.409771,
            35.245295,
            25.164477,
            46.115248,
            43.69553,
            2.419718
        ],
        [
            0.231971,
            0.13534,
            0.09663,
            0.145727,
            0.139305,
            0.009181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28502,
            -30607,
            -46687,
            -42375,
            -35514,
            -71761
        ],
        [
            1.262308,
            1.300499,
            1.222671,
            1.154532,
            1.309531,
            1.015387
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            98,
            52,
            46,
            98,
            52,
            46
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            70,
            74.285714,
            65.714286,
            70,
            74.285714,
            65.714286
        ],
        [
            0.540989,
            0.450173,
            0.637915,
            0.494799,
            0.453299,
            0.529767
        ],
        [
            13636,
            12296,
            13636,
            16122,
            16122,
            11506
        ],
        [
            -26761,
            -21376,
            -26761,
            -40716,
            -21140,
            -40716
        ],
        [
            175,
            179,
            170,
            175,
            179,
            170
        ],
        [
            93,
            94,
            93,
            93,
            94,
            93
        ],
        [
            364,
            424,
            319,
            364,
            424,
            319
        ],
        [
            24514,
            12547,
            11967,
            24514,
            12547,
            11967
        ],
        [
            14.559902,
            14.559902,
            22.007819,
            14.559902,
            14.559902,
            22.007819
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314158,
            -107453,
            -161504,
            -49106,
            -101360,
            -643552
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737692100000,
    "first_datapoint_time": 1737898200000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760191875571,
    "expiration_time": 1766671200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "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)