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Trade: AAVE/USDT/15/ZLMA/T3/7179

Strategy
AAVE/USDT/15/ZLMA/T3/7179
Pair
AAVE_USDT
Interval
15m
Score
353413
Daily Profit
0.332336
Profit Factor
1.299853
Profitability
65.671642
Streak
14.164381
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 01:56
Expiration Time
2025-12-22 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86546.8649 47473.3601 39073.5048 74776.7676 83271.6691 -8494.9014
Total P&L (%) 86.5469 47.4734 39.0735 74.7768 83.2717 -8.4949
Avg Daily Profit (%) 0.3323 0.1823 0.15 0.2146 0.2329 -0.0341
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82462 -40019 -51019 -204841 -86167 -131884
Profit Factor 1.2999 1.3177 1.2807 1.1278 1.2982 0.9722
Total Trades 134 67 67 134 67 67
Winning Trades 88 46 42 88 46 42
Losing Trades 46 21 25 46 21 25
Profitability (%) 65.6716 68.6567 62.6866 65.6716 68.6567 62.6866
Ratio Avg Win / Avg Loss 0.6795 0.6015 0.7623 0.5895 0.5927 0.5787
Largest Winning Trade 15778 15778 13850 27832 27832 20149
Largest Losing Trade -20530 -18574 -20530 -49536 -33798 -49536
Avg Bars in Trades 184 188 180 184 188 180
Avg Bars in Winners 127 132 120 127 132 120
Avg Bars in Losers 294 311 280 294 311 280
Bars Traded 24731 12649 12082 24731 12649 12082
Profit Streak 14.1644 14.1644 18.1019 14.1644 14.1644 18.1019
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353413 -109725 -111717 -71196 -107853 -695684
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737378000000,
    "first_datapoint_time": 1737578700000,
    "last_datapoint_time": 1759877100000,
    "evaluation_time": 1759877802497,
    "expiration_time": 1766357100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 224,
            "offset": 0,
            "a": 0.95778
        }
    }
}
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": [
        [
            86546.8648585041,
            47473.3600505565,
            39073.5048079477,
            74776.7676391292,
            83271.669067987,
            -8494.9014288579
        ],
        [
            86.546865,
            47.47336,
            39.073505,
            74.776768,
            83.271669,
            -8.494901
        ],
        [
            0.332336,
            0.182295,
            0.15004,
            0.21463,
            0.232895,
            -0.034084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82462,
            -40019,
            -51019,
            -204841,
            -86167,
            -131884
        ],
        [
            1.299853,
            1.31765,
            1.280743,
            1.127821,
            1.298233,
            0.97222
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            65.671642,
            68.656716,
            62.686567,
            65.671642,
            68.656716,
            62.686567
        ],
        [
            0.679469,
            0.601536,
            0.762347,
            0.589543,
            0.592672,
            0.578703
        ],
        [
            15778,
            15778,
            13850,
            27832,
            27832,
            20149
        ],
        [
            -20530,
            -18574,
            -20530,
            -49536,
            -33798,
            -49536
        ],
        [
            184,
            188,
            180,
            184,
            188,
            180
        ],
        [
            127,
            132,
            120,
            127,
            132,
            120
        ],
        [
            294,
            311,
            280,
            294,
            311,
            280
        ],
        [
            24731,
            12649,
            12082,
            24731,
            12649,
            12082
        ],
        [
            14.164381,
            14.164381,
            18.101881,
            14.164381,
            14.164381,
            18.101881
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353413,
            -109725,
            -111717,
            -71196,
            -107853,
            -695684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737378000000,
    "first_datapoint_time": 1737578700000,
    "last_datapoint_time": 1759877100000,
    "evaluation_time": 1759877802497,
    "expiration_time": 1766357100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 224,
            "offset": 0,
            "a": 0.95778
        }
    }
}

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)