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Trade: AAVE/USDT/15/KCL/SWMA/2532

Strategy
AAVE/USDT/15/KCL/SWMA/2532
Pair
AAVE_USDT
Interval
15m
Score
360757
Daily Profit
0.208950
Profit Factor
1.861029
Profitability
62.500000
Streak
6.621902
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 09:10
Expiration Time
2025-12-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115716.9411 61302.3057 54414.6354 155397.396 84529.7343 70867.6617
Total P&L (%) 115.7169 61.3023 54.4146 155.3974 84.5297 70.8677
Avg Daily Profit (%) 0.4443 0.2354 0.209 0.3607 0.2355 0.2059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36259 -31471 -23152 -64479 -56442 -40884
Profit Factor 1.7643 1.6951 1.861 1.5765 1.5448 1.6195
Total Trades 79 39 40 79 39 40
Winning Trades 51 26 25 51 26 25
Losing Trades 28 13 15 28 13 15
Profitability (%) 64.557 66.6667 62.5 64.557 66.6667 62.5
Ratio Avg Win / Avg Loss 0.9687 0.8475 1.1166 0.8655 0.7724 0.9717
Largest Winning Trade 26592 26592 20209 36484 36484 23065
Largest Losing Trade -25549 -25549 -14521 -45395 -45395 -21689
Avg Bars in Trades 302 440 168 302 440 168
Avg Bars in Winners 232 339 120 232 339 120
Avg Bars in Losers 431 643 248 431 643 248
Bars Traded 23935 17193 6742 23935 17193 6742
Profit Streak 6.6219 10.3615 6.6219 6.6219 10.3615 6.6219
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19068 331860 360757 -20243 334028 320452
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737663300000,
    "first_datapoint_time": 1737990000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760163032362,
    "expiration_time": 1766642400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "offset": 245
        }
    }
}
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": [
        [
            115716.9410845596,
            61302.3057022284,
            54414.6353823312,
            155397.3959748317,
            84529.7343213514,
            70867.6616534801
        ],
        [
            115.716941,
            61.302306,
            54.414635,
            155.397396,
            84.529734,
            70.867662
        ],
        [
            0.444347,
            0.235398,
            0.20895,
            0.360702,
            0.235528,
            0.205925
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36259,
            -31471,
            -23152,
            -64479,
            -56442,
            -40884
        ],
        [
            1.764341,
            1.69506,
            1.861029,
            1.576509,
            1.544807,
            1.619506
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            64.556962,
            66.666667,
            62.5,
            64.556962,
            66.666667,
            62.5
        ],
        [
            0.968658,
            0.84753,
            1.116617,
            0.865534,
            0.772404,
            0.971703
        ],
        [
            26592,
            26592,
            20209,
            36484,
            36484,
            23065
        ],
        [
            -25549,
            -25549,
            -14521,
            -45395,
            -45395,
            -21689
        ],
        [
            302,
            440,
            168,
            302,
            440,
            168
        ],
        [
            232,
            339,
            120,
            232,
            339,
            120
        ],
        [
            431,
            643,
            248,
            431,
            643,
            248
        ],
        [
            23935,
            17193,
            6742,
            23935,
            17193,
            6742
        ],
        [
            6.621902,
            10.361486,
            6.621902,
            6.621902,
            10.361486,
            6.621902
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19068,
            331860,
            360757,
            -20243,
            334028,
            320452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737663300000,
    "first_datapoint_time": 1737990000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760163032362,
    "expiration_time": 1766642400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "offset": 245
        }
    }
}

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)