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Trade: AAVE/USDT/15/SSF/KCU/6490

Strategy
AAVE/USDT/15/SSF/KCU/6490
Pair
AAVE_USDT
Interval
15m
Score
318566
Daily Profit
0.323078
Profit Factor
1.368019
Profitability
56.074766
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 04:29
Expiration Time
2025-12-20 03:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84136.0233 46923.5602 37212.4631 78995.4264 43201.2875 35794.1389
Total P&L (%) 84.136 46.9236 37.2125 78.9954 43.2013 35.7941
Avg Daily Profit (%) 0.3231 0.1802 0.1429 0.2238 0.138 0.1176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33768 -48522 -17369 -37309 -45818 -20376
Profit Factor 1.368 1.2784 1.6196 1.282 1.2108 1.4764
Total Trades 107 53 54 107 53 54
Winning Trades 60 27 33 60 27 33
Losing Trades 47 26 21 47 26 21
Profitability (%) 56.0748 50.9434 61.1111 56.0748 50.9434 61.1111
Ratio Avg Win / Avg Loss 1.0716 1.231 1.0307 1.0042 1.1659 0.9395
Largest Winning Trade 22942 22942 18179 21480 21480 11792
Largest Losing Trade -17818 -17818 -9664 -22566 -22566 -18035
Avg Bars in Trades 230 384 79 230 384 79
Avg Bars in Winners 173 289 79 173 289 79
Avg Bars in Losers 301 482 79 301 482 79
Bars Traded 24626 20352 4274 24626 20352 4274
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318566 -175531 -182806 269099 -192560 -219170
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737214200000,
    "first_datapoint_time": 1737387900000,
    "last_datapoint_time": 1759713300000,
    "evaluation_time": 1759714141255,
    "expiration_time": 1766193300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            84136.0232657968,
            46923.5602065236,
            37212.4630592732,
            78995.4263939518,
            43201.2874917755,
            35794.1389021763
        ],
        [
            84.136023,
            46.92356,
            37.212463,
            78.995426,
            43.201287,
            35.794139
        ],
        [
            0.323078,
            0.180184,
            0.142894,
            0.223808,
            0.13798,
            0.11756
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33768,
            -48522,
            -17369,
            -37309,
            -45818,
            -20376
        ],
        [
            1.368019,
            1.27838,
            1.619594,
            1.282008,
            1.21075,
            1.476431
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            56.074766,
            50.943396,
            61.111111,
            56.074766,
            50.943396,
            61.111111
        ],
        [
            1.071615,
            1.231033,
            1.030651,
            1.00424,
            1.165908,
            0.939547
        ],
        [
            22942,
            22942,
            18179,
            21480,
            21480,
            11792
        ],
        [
            -17818,
            -17818,
            -9664,
            -22566,
            -22566,
            -18035
        ],
        [
            230,
            384,
            79,
            230,
            384,
            79
        ],
        [
            173,
            289,
            79,
            173,
            289,
            79
        ],
        [
            301,
            482,
            79,
            301,
            482,
            79
        ],
        [
            24626,
            20352,
            4274,
            24626,
            20352,
            4274
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318566,
            -175531,
            -182806,
            269099,
            -192560,
            -219170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737214200000,
    "first_datapoint_time": 1737387900000,
    "last_datapoint_time": 1759713300000,
    "evaluation_time": 1759714141255,
    "expiration_time": 1766193300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)