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Trade: AAVE/USDT/15/VWAP/ALMA/2613

Strategy
AAVE/USDT/15/VWAP/ALMA/2613
Pair
AAVE_USDT
Interval
15m
Score
302171
Daily Profit
0.231182
Profit Factor
1.245016
Profitability
68.656716
Streak
10.122669
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 16:11
Expiration Time
2025-12-18 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60204.5284 31928.0957 28276.4326 43311.4379 32790.1399 10521.298
Total P&L (%) 60.2045 31.9281 28.2764 43.3114 32.7901 10.5213
Avg Daily Profit (%) 0.2312 0.1226 0.1086 0.1383 0.109 0.0384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34690 -32161 -40292 -58590 -40836 -63065
Profit Factor 1.245 1.2561 1.2336 1.131 1.2048 1.0617
Total Trades 134 67 67 134 67 67
Winning Trades 92 44 48 92 44 48
Losing Trades 42 23 19 42 23 19
Profitability (%) 68.6567 65.6716 71.6418 68.6567 65.6716 71.6418
Ratio Avg Win / Avg Loss 0.5684 0.6566 0.4883 0.5163 0.6298 0.4203
Largest Winning Trade 19589 19589 9308 20477 20477 11383
Largest Losing Trade -23180 -14507 -23180 -29885 -19338 -29885
Avg Bars in Trades 184 185 183 184 185 183
Avg Bars in Winners 109 101 116 109 101 116
Avg Bars in Losers 350 347 353 350 347 353
Bars Traded 24747 12454 12293 24747 12454 12293
Profit Streak 10.1227 10.1227 20.2164 10.1227 10.1227 20.2164
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302171 -148631 -166994 -85374 -167057 -559162
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737083700000,
    "first_datapoint_time": 1737303300000,
    "last_datapoint_time": 1759582800000,
    "evaluation_time": 1759583498582,
    "expiration_time": 1766062800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 245,
            "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": [
        [
            60204.5283612173,
            31928.0957112731,
            28276.4326499443,
            43311.4379221658,
            32790.1398774317,
            10521.2980447342
        ],
        [
            60.204528,
            31.928096,
            28.276433,
            43.311438,
            32.79014,
            10.521298
        ],
        [
            0.231182,
            0.122602,
            0.10858,
            0.138276,
            0.10896,
            0.038422
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34690,
            -32161,
            -40292,
            -58590,
            -40836,
            -63065
        ],
        [
            1.245016,
            1.256095,
            1.233605,
            1.131007,
            1.204814,
            1.061706
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            68.656716,
            65.671642,
            71.641791,
            68.656716,
            65.671642,
            71.641791
        ],
        [
            0.568377,
            0.656595,
            0.488302,
            0.516329,
            0.629789,
            0.420259
        ],
        [
            19589,
            19589,
            9308,
            20477,
            20477,
            11383
        ],
        [
            -23180,
            -14507,
            -23180,
            -29885,
            -19338,
            -29885
        ],
        [
            184,
            185,
            183,
            184,
            185,
            183
        ],
        [
            109,
            101,
            116,
            109,
            101,
            116
        ],
        [
            350,
            347,
            353,
            350,
            347,
            353
        ],
        [
            24747,
            12454,
            12293,
            24747,
            12454,
            12293
        ],
        [
            10.122669,
            10.122669,
            20.216419,
            10.122669,
            10.122669,
            20.216419
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302171,
            -148631,
            -166994,
            -85374,
            -167057,
            -559162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737083700000,
    "first_datapoint_time": 1737303300000,
    "last_datapoint_time": 1759582800000,
    "evaluation_time": 1759583498582,
    "expiration_time": 1766062800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 245,
            "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)