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Trade: AAVE/USDT/15/ZLMA/KCB/7323

Strategy
AAVE/USDT/15/ZLMA/KCB/7323
Pair
AAVE_USDT
Interval
15m
Score
362252
Daily Profit
0.298791
Profit Factor
1.316562
Profitability
68.503937
Streak
9.084443
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 16:46
Expiration Time
2025-12-17 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77811.0332 45373.9856 32437.0476 72443.4967 63856.457 8587.0398
Total P&L (%) 77.811 45.374 32.437 72.4435 63.8565 8.587
Avg Daily Profit (%) 0.2988 0.1742 0.1246 0.2095 0.1898 0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50948 -35399 -39355 -98923 -47047 -77588
Profit Factor 1.3166 1.3602 1.2707 1.1972 1.3739 1.0437
Total Trades 127 64 63 127 64 63
Winning Trades 87 43 44 87 43 44
Losing Trades 40 21 19 40 21 19
Profitability (%) 68.5039 67.1875 69.8413 68.5039 67.1875 69.8413
Ratio Avg Win / Avg Loss 0.6053 0.6643 0.5487 0.5504 0.671 0.4507
Largest Winning Trade 15515 15515 10552 22091 22091 19794
Largest Losing Trade -18324 -18324 -17439 -29871 -21857 -29871
Avg Bars in Trades 193 195 190 193 195 190
Avg Bars in Winners 99 89 109 99 89 109
Avg Bars in Losers 396 414 376 396 414 376
Bars Traded 24527 12543 11984 24527 12543 11984
Profit Streak 9.0844 9.0844 19.2303 9.0844 9.0844 19.2303
Trades During Streak 8 4 5 8 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362252 -132315 -175322 196934 -130763 -634490
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736999100000,
    "first_datapoint_time": 1737189900000,
    "last_datapoint_time": 1759498200000,
    "evaluation_time": 1759499195884,
    "expiration_time": 1765978200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            77811.033159325,
            45373.9855762064,
            32437.0475831186,
            72443.4967232101,
            63856.4569564306,
            8587.0397667795
        ],
        [
            77.811033,
            45.373986,
            32.437048,
            72.443497,
            63.856457,
            8.58704
        ],
        [
            0.298791,
            0.174234,
            0.124557,
            0.209458,
            0.189805,
            0.031639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50948,
            -35399,
            -39355,
            -98923,
            -47047,
            -77588
        ],
        [
            1.316562,
            1.360159,
            1.270722,
            1.197167,
            1.37389,
            1.043671
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            68.503937,
            67.1875,
            69.84127,
            68.503937,
            67.1875,
            69.84127
        ],
        [
            0.605316,
            0.664264,
            0.548721,
            0.550422,
            0.67097,
            0.450676
        ],
        [
            15515,
            15515,
            10552,
            22091,
            22091,
            19794
        ],
        [
            -18324,
            -18324,
            -17439,
            -29871,
            -21857,
            -29871
        ],
        [
            193,
            195,
            190,
            193,
            195,
            190
        ],
        [
            99,
            89,
            109,
            99,
            89,
            109
        ],
        [
            396,
            414,
            376,
            396,
            414,
            376
        ],
        [
            24527,
            12543,
            11984,
            24527,
            12543,
            11984
        ],
        [
            9.084443,
            9.084443,
            19.230276,
            9.084443,
            9.084443,
            19.230276
        ],
        [
            8,
            4,
            5,
            8,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362252,
            -132315,
            -175322,
            196934,
            -130763,
            -634490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736999100000,
    "first_datapoint_time": 1737189900000,
    "last_datapoint_time": 1759498200000,
    "evaluation_time": 1759499195884,
    "expiration_time": 1765978200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)