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Trade: AAVE/USDT/15/KCL/ALMA/6644

Strategy
AAVE/USDT/15/KCL/ALMA/6644
Pair
AAVE_USDT
Interval
15m
Score
459522
Daily Profit
0.443675
Profit Factor
1.482238
Profitability
58.333333
Streak
5.740005
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 19:45
Expiration Time
2025-12-23 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115541.7312 61136.1957 54405.5356 146922.878 88231.2223 58691.6557
Total P&L (%) 115.5417 61.1362 54.4055 146.9229 88.2312 58.6917
Avg Daily Profit (%) 0.4437 0.2348 0.2089 0.3477 0.2432 0.1775
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39571 -39192 -29448 -59236 -56595 -48245
Profit Factor 1.4822 1.4401 1.5404 1.3754 1.4168 1.3267
Total Trades 192 96 96 192 96 96
Winning Trades 112 58 54 112 58 54
Losing Trades 80 38 42 80 38 42
Profitability (%) 58.3333 60.4167 56.25 58.3333 60.4167 56.25
Ratio Avg Win / Avg Loss 1.0587 0.9435 1.1981 0.9824 0.9282 1.0318
Largest Winning Trade 34189 34189 19555 39049 39049 18681
Largest Losing Trade -17979 -17979 -16052 -29332 -29332 -24804
Avg Bars in Trades 127 169 86 127 169 86
Avg Bars in Winners 104 132 74 104 132 74
Avg Bars in Losers 160 225 102 160 225 102
Bars Traded 24554 16228 8326 24554 16228 8326
Profit Streak 5.74 14.0733 5.74 5.74 14.0733 5.74
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459522 282676 289061 346487 301415 242643
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737528300000,
    "first_datapoint_time": 1737754200000,
    "last_datapoint_time": 1760027400000,
    "evaluation_time": 1760028336482,
    "expiration_time": 1766507400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 32,
            "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": [
        [
            115541.7312306885,
            61136.1956742326,
            54405.535556456,
            146922.8780209284,
            88231.2222850168,
            58691.6557359116
        ],
        [
            115.541731,
            61.136196,
            54.405536,
            146.922878,
            88.231222,
            58.691656
        ],
        [
            0.443675,
            0.23476,
            0.208915,
            0.347698,
            0.243172,
            0.177484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39571,
            -39192,
            -29448,
            -59236,
            -56595,
            -48245
        ],
        [
            1.482238,
            1.440062,
            1.540442,
            1.375403,
            1.416782,
            1.32665
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            112,
            58,
            54,
            112,
            58,
            54
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            58.333333,
            60.416667,
            56.25,
            58.333333,
            60.416667,
            56.25
        ],
        [
            1.058741,
            0.943489,
            1.198121,
            0.98243,
            0.928236,
            1.031839
        ],
        [
            34189,
            34189,
            19555,
            39049,
            39049,
            18681
        ],
        [
            -17979,
            -17979,
            -16052,
            -29332,
            -29332,
            -24804
        ],
        [
            127,
            169,
            86,
            127,
            169,
            86
        ],
        [
            104,
            132,
            74,
            104,
            132,
            74
        ],
        [
            160,
            225,
            102,
            160,
            225,
            102
        ],
        [
            24554,
            16228,
            8326,
            24554,
            16228,
            8326
        ],
        [
            5.740005,
            14.073339,
            5.740005,
            5.740006,
            14.073339,
            5.740006
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459522,
            282676,
            289061,
            346487,
            301415,
            242643
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737528300000,
    "first_datapoint_time": 1737754200000,
    "last_datapoint_time": 1760027400000,
    "evaluation_time": 1760028336482,
    "expiration_time": 1766507400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 32,
            "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)