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Trade: AAVE/USDT/1/DCU/VWAP/4907

Strategy
AAVE/USDT/1/DCU/VWAP/4907
Pair
AAVE_USDT
Interval
1m
Score
389094
Daily Profit
0.958587
Profit Factor
2.531011
Profitability
60.526316
Streak
9.795960
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-07 04:20
Expiration Time
2025-12-12 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 19693.378 2859.7801 16833.5979 21005.4173 2993.1801 18012.2372
Total P&L (%) 19.6934 2.8598 16.8336 21.0054 2.9932 18.0122
Avg Daily Profit (%) 1.1344 0.1647 0.9697 1.1044 0.17 0.9586
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -4904 -5713 -3596 -5622 -6507 -4423
Profit Factor 1.9159 1.2601 2.6022 1.8658 1.2395 2.531
Total Trades 77 39 38 77 39 38
Winning Trades 47 24 23 47 24 23
Losing Trades 30 15 15 30 15 15
Profitability (%) 61.039 61.5385 60.5263 61.039 61.5385 60.5263
Ratio Avg Win / Avg Loss 1.2229 0.7876 1.6971 1.191 0.7747 1.6507
Largest Winning Trade 3828 2717 3828 4395 3249 4395
Largest Losing Trade -4904 -4904 -3303 -5622 -5622 -4061
Avg Bars in Trades 290 149 434 290 149 434
Avg Bars in Winners 282 120 451 282 120 451
Avg Bars in Losers 302 195 409 302 195 409
Bars Traded 22334 5818 16516 22334 5818 16516
Profit Streak 0 0 9.796 0 0 9.796
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37707 -160380 366097 -37233 -160738 389094
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547600000,
    "first_datapoint_time": 1757553660000,
    "last_datapoint_time": 1759047540000,
    "evaluation_time": 1759800010908,
    "expiration_time": 1765527540000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            19693.3780361697,
            2859.7801308031,
            16833.5979053667,
            21005.417329875,
            2993.1801137393,
            18012.2372161358
        ],
        [
            19.693378,
            2.85978,
            16.833598,
            21.005417,
            2.99318,
            18.012237
        ],
        [
            1.134411,
            0.164734,
            0.969677,
            1.104355,
            0.170033,
            0.958587
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -4904,
            -5713,
            -3596,
            -5622,
            -6507,
            -4423
        ],
        [
            1.915883,
            1.260087,
            2.602195,
            1.865838,
            1.239545,
            2.531011
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            61.038961,
            61.538462,
            60.526316,
            61.038961,
            61.538462,
            60.526316
        ],
        [
            1.222904,
            0.787554,
            1.697084,
            1.190961,
            0.774716,
            1.650659
        ],
        [
            3828,
            2717,
            3828,
            4395,
            3249,
            4395
        ],
        [
            -4904,
            -4904,
            -3303,
            -5622,
            -5622,
            -4061
        ],
        [
            290,
            149,
            434,
            290,
            149,
            434
        ],
        [
            282,
            120,
            451,
            282,
            120,
            451
        ],
        [
            302,
            195,
            409,
            302,
            195,
            409
        ],
        [
            22334,
            5818,
            16516,
            22334,
            5818,
            16516
        ],
        [
            0,
            0,
            9.795959,
            0,
            0,
            9.79596
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37707,
            -160380,
            366097,
            -37233,
            -160738,
            389094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547600000,
    "first_datapoint_time": 1757553660000,
    "last_datapoint_time": 1759047540000,
    "evaluation_time": 1759800010908,
    "expiration_time": 1765527540000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)