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Trade: AAVE/USDT/15/VWMA/WMA/7680

Strategy
AAVE/USDT/15/VWMA/WMA/7680
Pair
AAVE_USDT
Interval
15m
Score
517103
Daily Profit
0.569248
Profit Factor
1.996886
Profitability
68.131868
Streak
10.863823
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 01:43
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148243.492 84382.0446 63861.4474 264572.9784 140096.5488 124476.4296
Total P&L (%) 148.2435 84.382 63.8614 264.573 140.0965 124.4764
Avg Daily Profit (%) 0.5692 0.324 0.2452 0.498 0.3369 0.311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38991 -33106 -44534 -95118 -80575 -93646
Profit Factor 1.9969 2.3495 1.741 1.8104 1.9772 1.6799
Total Trades 91 45 46 91 45 46
Winning Trades 62 32 30 62 32 30
Losing Trades 29 13 16 29 13 16
Profitability (%) 68.1319 71.1111 65.2174 68.1319 71.1111 65.2174
Ratio Avg Win / Avg Loss 0.934 0.9545 0.9286 0.8468 0.8032 0.8959
Largest Winning Trade 15830 15416 15830 36551 23879 36551
Largest Losing Trade -20726 -12715 -20726 -45053 -29852 -45053
Avg Bars in Trades 264 255 274 264 255 274
Avg Bars in Winners 193 178 208 193 178 208
Avg Bars in Losers 417 443 397 417 443 397
Bars Traded 24103 11495 12608 24103 11495 12608
Profit Streak 10.8638 15.1034 10.8638 10.8638 15.1034 10.8638
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 517103 462868 338972 482213 440960 369688

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736600400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758840234301,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "offset": 191
        }
    }
}
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": [
        [
            148243.4920017722,
            84382.0445893285,
            63861.4474124437,
            264572.9784008206,
            140096.5488105307,
            124476.4295902901
        ],
        [
            148.243492,
            84.382045,
            63.861447,
            264.572978,
            140.096549,
            124.47643
        ],
        [
            0.569248,
            0.324023,
            0.245225,
            0.497955,
            0.336896,
            0.310981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38991,
            -33106,
            -44534,
            -95118,
            -80575,
            -93646
        ],
        [
            1.996886,
            2.349521,
            1.741031,
            1.810423,
            1.977172,
            1.679852
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            68.131868,
            71.111111,
            65.217391,
            68.131868,
            71.111111,
            65.217391
        ],
        [
            0.934027,
            0.954493,
            0.92855,
            0.846811,
            0.803226,
            0.895921
        ],
        [
            15830,
            15416,
            15830,
            36551,
            23879,
            36551
        ],
        [
            -20726,
            -12715,
            -20726,
            -45053,
            -29852,
            -45053
        ],
        [
            264,
            255,
            274,
            264,
            255,
            274
        ],
        [
            193,
            178,
            208,
            193,
            178,
            208
        ],
        [
            417,
            443,
            397,
            417,
            443,
            397
        ],
        [
            24103,
            11495,
            12608,
            24103,
            11495,
            12608
        ],
        [
            10.863823,
            15.103406,
            10.863823,
            10.863823,
            15.103406,
            10.863823
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517103,
            462868,
            338972,
            482213,
            440960,
            369688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736600400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758840234301,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "offset": 191
        }
    }
}

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)