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Trade: AAVE/USDT/15/TEMA/WMA/4460

Strategy
AAVE/USDT/15/TEMA/WMA/4460
Pair
AAVE_USDT
Interval
15m
Score
443067
Daily Profit
0.417711
Profit Factor
1.542974
Profitability
70.103093
Streak
5.483455
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 07:36
Expiration Time
2025-12-24 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 108780.3403 60694.3105 48086.0297 132284.5696 77629.8588 54654.7108
Total P&L (%) 108.7803 60.6943 48.086 132.2846 77.6299 54.6547
Avg Daily Profit (%) 0.4177 0.2331 0.1846 0.3242 0.2209 0.1676
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34990 -22590 -41019 -61450 -38067 -68951
Profit Factor 1.543 1.6608 1.4432 1.3886 1.5058 1.2924
Total Trades 97 48 49 97 48 49
Winning Trades 68 29 39 68 29 39
Losing Trades 29 19 10 29 19 10
Profitability (%) 70.1031 60.4167 79.5918 70.1031 60.4167 79.5918
Ratio Avg Win / Avg Loss 0.658 1.0881 0.3701 0.5922 0.9866 0.3314
Largest Winning Trade 24001 24001 10163 31832 31832 14437
Largest Losing Trade -22739 -19184 -22739 -35364 -28579 -35364
Avg Bars in Trades 247 247 248 247 247 248
Avg Bars in Winners 158 131 177 158 131 177
Avg Bars in Losers 458 424 522 458 424 522
Bars Traded 24050 11884 12166 24050 11884 12166
Profit Streak 5.4835 15.5355 5.4835 5.4835 15.5355 5.4835
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443067 375562 306808 380323 309202 285665
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737571500000,
    "first_datapoint_time": 1737747000000,
    "last_datapoint_time": 1760070600000,
    "evaluation_time": 1760070970564,
    "expiration_time": 1766550600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    }
}
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": [
        [
            108780.3402588947,
            60694.3105483843,
            48086.0297105104,
            132284.5696029598,
            77629.8587772735,
            54654.7108256864
        ],
        [
            108.78034,
            60.694311,
            48.08603,
            132.28457,
            77.629859,
            54.654711
        ],
        [
            0.417711,
            0.233063,
            0.184648,
            0.324153,
            0.220861,
            0.167572
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34990,
            -22590,
            -41019,
            -61450,
            -38067,
            -68951
        ],
        [
            1.542974,
            1.660787,
            1.44323,
            1.388624,
            1.505835,
            1.29239
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            68,
            29,
            39,
            68,
            29,
            39
        ],
        [
            29,
            19,
            10,
            29,
            19,
            10
        ],
        [
            70.103093,
            60.416667,
            79.591837,
            70.103093,
            60.416667,
            79.591837
        ],
        [
            0.658033,
            1.088102,
            0.370059,
            0.592207,
            0.986582,
            0.331382
        ],
        [
            24001,
            24001,
            10163,
            31832,
            31832,
            14437
        ],
        [
            -22739,
            -19184,
            -22739,
            -35364,
            -28579,
            -35364
        ],
        [
            247,
            247,
            248,
            247,
            247,
            248
        ],
        [
            158,
            131,
            177,
            158,
            131,
            177
        ],
        [
            458,
            424,
            522,
            458,
            424,
            522
        ],
        [
            24050,
            11884,
            12166,
            24050,
            11884,
            12166
        ],
        [
            5.483455,
            15.535539,
            5.483455,
            5.483456,
            15.535539,
            5.483456
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443067,
            375562,
            306808,
            380323,
            309202,
            285665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737571500000,
    "first_datapoint_time": 1737747000000,
    "last_datapoint_time": 1760070600000,
    "evaluation_time": 1760070970564,
    "expiration_time": 1766550600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    }
}

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)