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Trade: AAVE/USDT/720/VWAP/KCU/8084

Strategy
AAVE/USDT/720/VWAP/KCU/8084
Pair
AAVE_USDT
Interval
12h
Score
584676
Daily Profit
0.188312
Profit Factor
2.165398
Profitability
87.068966
Streak
74.079314
Best Strategy
Training Data Length
1816.500000
Evaluation Time
2025-10-05 04:54
Expiration Time
2025-11-28 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455382.7452 279999.8662 175382.879 2949228.1675 2563533.8336 385694.334
Total P&L (%) 455.3827 279.9999 175.3829 2949.2282 2563.5338 385.6943
Avg Daily Profit (%) 0.2507 0.1541 0.0966 0.1883 0.1809 0.087
Buy And Hold Return (%) 210.8002 210.8002 210.8002 210.8002 210.8002 210.8002
Max Trade Drawdown -100723 -103026 -53140 -1309250 -531394 -1305079
Profit Factor 2.8252 2.7177 3.0277 2.1654 3.6158 1.2487
Total Trades 116 58 58 116 58 58
Winning Trades 101 51 50 101 51 50
Losing Trades 15 7 8 15 7 8
Profitability (%) 87.069 87.931 86.2069 87.069 87.931 86.2069
Ratio Avg Win / Avg Loss 0.4196 0.373 0.4844 0.3216 0.4963 0.1998
Largest Winning Trade 24827 24827 21107 443790 443790 246776
Largest Losing Trade -62604 -62604 -53140 -1305079 -531394 -1305079
Avg Bars in Trades 28 46 10 28 46 10
Avg Bars in Winners 9 12 6 9 12 6
Avg Bars in Losers 156 294 36 156 294 36
Bars Traded 3293 2696 597 3293 2696 597
Profit Streak 74.0793 147.5793 74.0793 74.0793 147.5793 74.0793
Trades During Streak 6 10 3 6 10 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425168 -227841 -400756 584676 -161952 -260583
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629252721,
    "expiration_time": 1764330768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            455382.7452450243,
            279999.8662478344,
            175382.8789971899,
            2949228.167535973,
            2563533.8335649,
            385694.3339710727
        ],
        [
            455.382745,
            279.999866,
            175.382879,
            2949.228168,
            2563.533834,
            385.694334
        ],
        [
            0.250692,
            0.154143,
            0.09655,
            0.188312,
            0.180854,
            0.087041
        ],
        [
            210.800234,
            210.800234,
            210.800234,
            210.800234,
            210.800234,
            210.800234
        ],
        [
            -100723,
            -103026,
            -53140,
            -1309250,
            -531394,
            -1305079
        ],
        [
            2.825161,
            2.717691,
            3.027703,
            2.165398,
            3.615841,
            1.24873
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            15,
            7,
            8,
            15,
            7,
            8
        ],
        [
            87.068966,
            87.931034,
            86.206897,
            87.068966,
            87.931034,
            86.206897
        ],
        [
            0.419578,
            0.373016,
            0.484432,
            0.321594,
            0.496292,
            0.199797
        ],
        [
            24827,
            24827,
            21107,
            443790,
            443790,
            246776
        ],
        [
            -62604,
            -62604,
            -53140,
            -1305079,
            -531394,
            -1305079
        ],
        [
            28,
            46,
            10,
            28,
            46,
            10
        ],
        [
            9,
            12,
            6,
            9,
            12,
            6
        ],
        [
            156,
            294,
            36,
            156,
            294,
            36
        ],
        [
            3293,
            2696,
            597,
            3293,
            2696,
            597
        ],
        [
            74.079314,
            147.579314,
            74.079314,
            74.079314,
            147.579314,
            74.079314
        ],
        [
            6,
            10,
            3,
            6,
            10,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425168,
            -227841,
            -400756,
            584676,
            -161952,
            -260583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3633,
    "evaluation_days": 1816.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759629252721,
    "expiration_time": 1764330768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)