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Trade: AAVE/USDT/720/OHLC4/KCU/5061

Strategy
AAVE/USDT/720/OHLC4/KCU/5061
Pair
AAVE_USDT
Interval
12h
Score
456414
Daily Profit
0.210202
Profit Factor
2.662693
Profitability
81.250000
Streak
78.128862
Best Strategy
Training Data Length
1819.500000
Evaluation Time
2025-10-08 06:05
Expiration Time
2025-12-01 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382462.0863 244659.8752 137802.211 1394947.3244 1140418.5294 254528.795
Total P&L (%) 382.4621 244.6599 137.8022 1394.9473 1140.4185 254.5288
Avg Daily Profit (%) 0.2102 0.1345 0.0757 0.1488 0.1385 0.0696
Buy And Hold Return (%) 136.7998 136.7998 136.7998 136.7998 136.7998 136.7998
Max Trade Drawdown -69527 -91007 -47809 -683536 -503998 -687932
Profit Factor 2.6627 2.5541 2.8983 1.8337 2.284 1.3242
Total Trades 96 48 48 96 48 48
Winning Trades 78 40 38 78 40 38
Losing Trades 18 8 10 18 8 10
Profitability (%) 81.25 83.3333 79.1667 81.25 83.3333 79.1667
Ratio Avg Win / Avg Loss 0.6145 0.5108 0.7627 0.4232 0.4568 0.3485
Largest Winning Trade 27515 25207 27515 248022 248022 130051
Largest Losing Trade -65785 -65785 -47442 -683536 -317800 -683536
Avg Bars in Trades 34 60 8 34 60 8
Avg Bars in Winners 10 17 4 10 17 4
Avg Bars in Losers 135 275 23 135 275 23
Bars Traded 3289 2894 395 3289 2894 395
Profit Streak 78.1289 87.1289 78.1289 78.1289 87.1289 78.1289
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456414 -14464 -247455 454314 -907 -104170
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610193600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759892733723,
    "expiration_time": 1764597744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 174,
            "offset": 59,
            "scalar": 4
        }
    }
}
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": [
        [
            382462.086271101,
            244659.8752288556,
            137802.2110422456,
            1394947.3244246067,
            1140418.5294049992,
            254528.7950196071
        ],
        [
            382.462086,
            244.659875,
            137.802211,
            1394.947324,
            1140.418529,
            254.528795
        ],
        [
            0.210202,
            0.134465,
            0.075736,
            0.14876,
            0.138487,
            0.069583
        ],
        [
            136.799768,
            136.799768,
            136.799768,
            136.799768,
            136.799768,
            136.799768
        ],
        [
            -69527,
            -91007,
            -47809,
            -683536,
            -503998,
            -687932
        ],
        [
            2.662693,
            2.554073,
            2.898252,
            1.833727,
            2.284048,
            1.32424
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            81.25,
            83.333333,
            79.166667,
            81.25,
            83.333333,
            79.166667
        ],
        [
            0.614468,
            0.510815,
            0.762698,
            0.423168,
            0.45681,
            0.348484
        ],
        [
            27515,
            25207,
            27515,
            248022,
            248022,
            130051
        ],
        [
            -65785,
            -65785,
            -47442,
            -683536,
            -317800,
            -683536
        ],
        [
            34,
            60,
            8,
            34,
            60,
            8
        ],
        [
            10,
            17,
            4,
            10,
            17,
            4
        ],
        [
            135,
            275,
            23,
            135,
            275,
            23
        ],
        [
            3289,
            2894,
            395,
            3289,
            2894,
            395
        ],
        [
            78.128862,
            87.128862,
            78.128862,
            78.128862,
            87.128863,
            78.128863
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456414,
            -14464,
            -247455,
            454314,
            -907,
            -104170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3639,
    "evaluation_days": 1819.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1610193600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759892733723,
    "expiration_time": 1764597744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 174,
            "offset": 59,
            "scalar": 4
        }
    }
}

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)