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Trade: AAVE/USDT/15/JMA/KCU/6988

Strategy
AAVE/USDT/15/JMA/KCU/6988
Pair
AAVE_USDT
Interval
15m
Score
356511
Daily Profit
0.326406
Profit Factor
1.324256
Profitability
65.517241
Streak
6.310583
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 13:42
Expiration Time
2025-12-17 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85002.7313 50986.3394 34016.3919 80006.9969 68150.4394 11856.5574
Total P&L (%) 85.0027 50.9863 34.0164 80.007 68.1504 11.8566
Avg Daily Profit (%) 0.3264 0.1958 0.1306 0.226 0.1998 0.043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39538 -43056 -31707 -84832 -57939 -68626
Profit Factor 1.3243 1.3521 1.2899 1.1841 1.2972 1.0578
Total Trades 145 73 72 145 73 72
Winning Trades 95 49 46 95 49 46
Losing Trades 50 24 26 50 24 26
Profitability (%) 65.5172 67.1233 63.8889 65.5172 67.1233 63.8889
Ratio Avg Win / Avg Loss 0.697 0.6623 0.729 0.6232 0.6354 0.5979
Largest Winning Trade 17586 13899 17586 18754 17430 18754
Largest Losing Trade -23659 -19154 -23659 -39583 -25618 -39583
Avg Bars in Trades 169 205 133 169 205 133
Avg Bars in Winners 100 101 99 100 101 99
Avg Bars in Losers 300 416 192 300 416 192
Bars Traded 24576 14981 9595 24576 14981 9595
Profit Streak 6.3106 6.3106 8.9877 6.3106 6.3106 8.9877
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356511 -64636 -100703 -9189 -63794 -479758
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736988300000,
    "first_datapoint_time": 1737154800000,
    "last_datapoint_time": 1759487400000,
    "evaluation_time": 1759488134352,
    "expiration_time": 1765967400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            85002.7312904912,
            50986.3393767285,
            34016.3919137627,
            80006.9968642964,
            68150.4394421107,
            11856.5574221856
        ],
        [
            85.002731,
            50.986339,
            34.016392,
            80.006997,
            68.150439,
            11.856557
        ],
        [
            0.326406,
            0.195785,
            0.130621,
            0.225977,
            0.199757,
            0.043035
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39538,
            -43056,
            -31707,
            -84832,
            -57939,
            -68626
        ],
        [
            1.324256,
            1.352143,
            1.289851,
            1.184114,
            1.297222,
            1.057763
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            65.517241,
            67.123288,
            63.888889,
            65.517241,
            67.123288,
            63.888889
        ],
        [
            0.696977,
            0.662274,
            0.729046,
            0.623218,
            0.635374,
            0.597866
        ],
        [
            17586,
            13899,
            17586,
            18754,
            17430,
            18754
        ],
        [
            -23659,
            -19154,
            -23659,
            -39583,
            -25618,
            -39583
        ],
        [
            169,
            205,
            133,
            169,
            205,
            133
        ],
        [
            100,
            101,
            99,
            100,
            101,
            99
        ],
        [
            300,
            416,
            192,
            300,
            416,
            192
        ],
        [
            24576,
            14981,
            9595,
            24576,
            14981,
            9595
        ],
        [
            6.310583,
            6.310583,
            8.987666,
            6.310583,
            6.310583,
            8.987666
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356511,
            -64636,
            -100703,
            -9189,
            -63794,
            -479758
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736988300000,
    "first_datapoint_time": 1737154800000,
    "last_datapoint_time": 1759487400000,
    "evaluation_time": 1759488134352,
    "expiration_time": 1765967400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)