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Trade: AAVE/USDT/720/FWMA/WMA/3571

Strategy
AAVE/USDT/720/FWMA/WMA/3571
Pair
AAVE_USDT
Interval
12h
Score
426671
Daily Profit
0.147745
Profit Factor
2.651895
Profitability
80.434783
Streak
150.335464
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-05 23:03
Expiration Time
2025-11-29 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254453.4719 165140.035 89313.437 292224.2659 1362231.207 -1070006.941
Total P&L (%) 254.4535 165.14 89.3134 292.2243 1362.2312 -1070.0069
Avg Daily Profit (%) 0.14 0.0909 0.0492 0.0752 0.1477 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128679 -41233 -146979 -1837355 -265145 -2550495
Profit Factor 1.7758 2.3239 1.4394 1.0714 2.6519 0.6723
Total Trades 92 46 46 92 46 46
Winning Trades 76 37 39 76 37 39
Losing Trades 16 9 7 16 9 7
Profitability (%) 82.6087 80.4348 84.7826 82.6087 80.4348 84.7826
Ratio Avg Win / Avg Loss 0.3738 0.5653 0.2584 0.2256 0.6451 0.1207
Largest Winning Trade 21344 19403 21344 247500 247500 163573
Largest Losing Trade -61248 -39350 -61248 -1136138 -245659 -1136138
Avg Bars in Trades 35 35 35 35 35 35
Avg Bars in Winners 16 14 17 16 14 17
Avg Bars in Losers 129 125 133 129 125 133
Bars Traded 3281 1654 1627 3281 1654 1627
Profit Streak 18.8355 150.3355 18.8355 18.8355 150.3355 18.8355
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 8448 -65009 -123010 -230349 426671 -575790
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1613476800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759694584083,
    "expiration_time": 1764375264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 234,
            "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": [
        [
            254453.4719373164,
            165140.034982614,
            89313.4369547025,
            292224.2659172205,
            1362231.2069621119,
            -1070006.9410448915
        ],
        [
            254.453472,
            165.140035,
            89.313437,
            292.224266,
            1362.231207,
            -1070.006941
        ],
        [
            0.14004,
            0.090886,
            0.049154,
            0.075244,
            0.147745,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128679,
            -41233,
            -146979,
            -1837355,
            -265145,
            -2550495
        ],
        [
            1.775776,
            2.32386,
            1.439411,
            1.071449,
            2.651895,
            0.672313
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            16,
            9,
            7,
            16,
            9,
            7
        ],
        [
            82.608696,
            80.434783,
            84.782609,
            82.608696,
            80.434783,
            84.782609
        ],
        [
            0.373848,
            0.565263,
            0.258356,
            0.225568,
            0.645055,
            0.120672
        ],
        [
            21344,
            19403,
            21344,
            247500,
            247500,
            163573
        ],
        [
            -61248,
            -39350,
            -61248,
            -1136138,
            -245659,
            -1136138
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            16,
            14,
            17,
            16,
            14,
            17
        ],
        [
            129,
            125,
            133,
            129,
            125,
            133
        ],
        [
            3281,
            1654,
            1627,
            3281,
            1654,
            1627
        ],
        [
            18.835464,
            150.335464,
            18.835464,
            18.835464,
            150.335464,
            18.835464
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            8448,
            -65009,
            -123010,
            -230349,
            426671,
            -575790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3634,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1613476800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759694584083,
    "expiration_time": 1764375264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 234,
            "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)