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Trade: AAVE/USDT/15/SSF/KCB/9657

Strategy
AAVE/USDT/15/SSF/KCB/9657
Pair
AAVE_USDT
Interval
15m
Score
356262
Daily Profit
0.413532
Profit Factor
1.372254
Profitability
53.797468
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 17:58
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107691.8989 61607.0678 46084.831 126953.7411 79974.6772 46979.0639
Total P&L (%) 107.6919 61.6071 46.0848 126.9537 79.9747 46.9791
Avg Daily Profit (%) 0.4135 0.2366 0.177 0.3152 0.2259 0.148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35688 -28441 -49448 -61445 -44184 -85278
Profit Factor 1.3723 1.4034 1.3374 1.2749 1.3378 1.2087
Total Trades 158 79 79 158 79 79
Winning Trades 85 43 42 85 43 42
Losing Trades 73 36 37 73 36 37
Profitability (%) 53.7975 54.4304 53.1646 53.7975 54.4304 53.1646
Ratio Avg Win / Avg Loss 1.1785 1.175 1.1782 1.0949 1.12 1.0648
Largest Winning Trade 18269 15745 18269 23172 21389 23172
Largest Losing Trade -19906 -19906 -12788 -28640 -28640 -23309
Avg Bars in Trades 156 161 151 156 161 151
Avg Bars in Winners 140 139 141 140 139 141
Avg Bars in Losers 174 187 162 174 187 162
Bars Traded 24690 12751 11939 24690 12751 11939
Profit Streak 0 9.4158 0 0 9.4158 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356262 -18142 -21888 304589 -18075 -25500
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736830800000,
    "first_datapoint_time": 1737044100000,
    "last_datapoint_time": 1759329900000,
    "evaluation_time": 1759330723155,
    "expiration_time": 1765809900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            107691.8988599633,
            61607.0678339329,
            46084.8310260304,
            126953.7410995396,
            79974.6771821147,
            46979.063917425
        ],
        [
            107.691899,
            61.607068,
            46.084831,
            126.953741,
            79.974677,
            46.979064
        ],
        [
            0.413532,
            0.236568,
            0.176963,
            0.315209,
            0.225908,
            0.147994
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35688,
            -28441,
            -49448,
            -61445,
            -44184,
            -85278
        ],
        [
            1.372254,
            1.403427,
            1.337401,
            1.274893,
            1.337837,
            1.2087
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            53.797468,
            54.43038,
            53.164557,
            53.797468,
            54.43038,
            53.164557
        ],
        [
            1.178524,
            1.174962,
            1.178187,
            1.094908,
            1.120049,
            1.064807
        ],
        [
            18269,
            15745,
            18269,
            23172,
            21389,
            23172
        ],
        [
            -19906,
            -19906,
            -12788,
            -28640,
            -28640,
            -23309
        ],
        [
            156,
            161,
            151,
            156,
            161,
            151
        ],
        [
            140,
            139,
            141,
            140,
            139,
            141
        ],
        [
            174,
            187,
            162,
            174,
            187,
            162
        ],
        [
            24690,
            12751,
            11939,
            24690,
            12751,
            11939
        ],
        [
            0,
            9.415777,
            0,
            0,
            9.415777,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356262,
            -18142,
            -21888,
            304589,
            -18075,
            -25500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736830800000,
    "first_datapoint_time": 1737044100000,
    "last_datapoint_time": 1759329900000,
    "evaluation_time": 1759330723155,
    "expiration_time": 1765809900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)