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Trade: AAVE/USDT/15/ZLMA/RMA/3831

Strategy
AAVE/USDT/15/ZLMA/RMA/3831
Pair
AAVE_USDT
Interval
15m
Score
390978
Daily Profit
0.299440
Profit Factor
1.379583
Profitability
70.707071
Streak
14.448258
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 01:30
Expiration Time
2025-12-26 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77980.2764 43179.1885 34801.0879 75937.2125 48505.2854 27431.9271
Total P&L (%) 77.9803 43.1792 34.8011 75.9372 48.5053 27.4319
Avg Daily Profit (%) 0.2994 0.1658 0.1336 0.2172 0.152 0.0931
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32353 -21801 -31571 -38179 -29095 -48933
Profit Factor 1.3796 1.4135 1.3445 1.2759 1.3585 1.196
Total Trades 99 49 50 99 49 50
Winning Trades 70 33 37 70 33 37
Losing Trades 29 16 13 29 16 13
Profitability (%) 70.7071 67.3469 74 70.7071 67.3469 74
Ratio Avg Win / Avg Loss 0.5715 0.6853 0.4724 0.5286 0.6586 0.4202
Largest Winning Trade 18518 18518 9804 18353 18353 10399
Largest Losing Trade -21419 -18567 -21419 -23797 -20579 -23797
Avg Bars in Trades 242 241 243 242 241 243
Avg Bars in Winners 140 119 159 140 119 159
Avg Bars in Losers 490 494 484 490 494 484
Bars Traded 24026 11837 12189 24026 11837 12189
Profit Streak 14.4483 14.4483 47.3649 14.4483 14.4483 47.3649
Trades During Streak 7 3 10 7 3 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390978 249923 -195282 342854 250595 -255180
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737721800000,
    "first_datapoint_time": 1737913500000,
    "last_datapoint_time": 1760220900000,
    "evaluation_time": 1760221829485,
    "expiration_time": 1766700900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 110,
            "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": [
        [
            77980.2764394089,
            43179.1885102534,
            34801.0879291556,
            75937.2124903123,
            48505.2854394436,
            27431.9270508686
        ],
        [
            77.980276,
            43.179189,
            34.801088,
            75.937212,
            48.505285,
            27.431927
        ],
        [
            0.29944,
            0.165806,
            0.133634,
            0.217176,
            0.151966,
            0.093128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32353,
            -21801,
            -31571,
            -38179,
            -29095,
            -48933
        ],
        [
            1.379583,
            1.413519,
            1.344505,
            1.27589,
            1.358456,
            1.196044
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            70.707071,
            67.346939,
            74,
            70.707071,
            67.346939,
            74
        ],
        [
            0.571542,
            0.685343,
            0.472394,
            0.528583,
            0.658645,
            0.420232
        ],
        [
            18518,
            18518,
            9804,
            18353,
            18353,
            10399
        ],
        [
            -21419,
            -18567,
            -21419,
            -23797,
            -20579,
            -23797
        ],
        [
            242,
            241,
            243,
            242,
            241,
            243
        ],
        [
            140,
            119,
            159,
            140,
            119,
            159
        ],
        [
            490,
            494,
            484,
            490,
            494,
            484
        ],
        [
            24026,
            11837,
            12189,
            24026,
            11837,
            12189
        ],
        [
            14.448258,
            14.448258,
            47.364925,
            14.448258,
            14.448258,
            47.364925
        ],
        [
            7,
            3,
            10,
            7,
            3,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390978,
            249923,
            -195282,
            342854,
            250595,
            -255180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737721800000,
    "first_datapoint_time": 1737913500000,
    "last_datapoint_time": 1760220900000,
    "evaluation_time": 1760221829485,
    "expiration_time": 1766700900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 110,
            "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)