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Trade: AAVE/USDT/15/JMA/VWMA/3591

Strategy
AAVE/USDT/15/JMA/VWMA/3591
Pair
AAVE_USDT
Interval
15m
Score
349502
Daily Profit
0.321360
Profit Factor
1.320757
Profitability
65.413534
Streak
4.936015
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 21:42
Expiration Time
2025-12-19 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83688.594 46106.0882 37582.5057 80565.7502 73766.3702 6799.38
Total P&L (%) 83.6886 46.1061 37.5825 80.5658 73.7664 6.7994
Avg Daily Profit (%) 0.3214 0.177 0.1443 0.2272 0.2124 0.0253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30477 -29876 -40374 -66569 -37187 -83035
Profit Factor 1.3208 1.3304 1.3097 1.1863 1.3541 1.0303
Total Trades 133 67 66 133 67 66
Winning Trades 87 45 42 87 45 42
Losing Trades 46 22 24 46 22 24
Profitability (%) 65.4135 67.1642 63.6364 65.4135 67.1642 63.6364
Ratio Avg Win / Avg Loss 0.6983 0.6504 0.7484 0.6272 0.662 0.5888
Largest Winning Trade 13562 13562 9693 17918 17918 14251
Largest Losing Trade -23044 -14941 -23044 -41068 -22582 -41068
Avg Bars in Trades 184 187 181 184 187 181
Avg Bars in Winners 114 107 121 114 107 121
Avg Bars in Losers 316 349 286 316 349 286
Bars Traded 24510 12541 11969 24510 12541 11969
Profit Streak 4.936 11.9673 4.936 4.936 11.9673 4.936
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349502 -109931 -127497 -6949 -107805 -636885
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737189900000,
    "first_datapoint_time": 1737430200000,
    "last_datapoint_time": 1759689000000,
    "evaluation_time": 1759689771678,
    "expiration_time": 1766169000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 94
        }
    }
}
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": [
        [
            83688.5939853236,
            46106.0882405416,
            37582.505744782,
            80565.7501908034,
            73766.3701964075,
            6799.3799943959
        ],
        [
            83.688594,
            46.106088,
            37.582506,
            80.56575,
            73.76637,
            6.79938
        ],
        [
            0.32136,
            0.177045,
            0.144315,
            0.22717,
            0.212398,
            0.025263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30477,
            -29876,
            -40374,
            -66569,
            -37187,
            -83035
        ],
        [
            1.320757,
            1.330379,
            1.309691,
            1.186259,
            1.354056,
            1.030327
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            65.413534,
            67.164179,
            63.636364,
            65.413534,
            67.164179,
            63.636364
        ],
        [
            0.698331,
            0.650408,
            0.748395,
            0.627218,
            0.661983,
            0.588759
        ],
        [
            13562,
            13562,
            9693,
            17918,
            17918,
            14251
        ],
        [
            -23044,
            -14941,
            -23044,
            -41068,
            -22582,
            -41068
        ],
        [
            184,
            187,
            181,
            184,
            187,
            181
        ],
        [
            114,
            107,
            121,
            114,
            107,
            121
        ],
        [
            316,
            349,
            286,
            316,
            349,
            286
        ],
        [
            24510,
            12541,
            11969,
            24510,
            12541,
            11969
        ],
        [
            4.936015,
            11.967265,
            4.936015,
            4.936015,
            11.967265,
            4.936015
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349502,
            -109931,
            -127497,
            -6949,
            -107805,
            -636885
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737189900000,
    "first_datapoint_time": 1737430200000,
    "last_datapoint_time": 1759689000000,
    "evaluation_time": 1759689771678,
    "expiration_time": 1766169000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 94
        }
    }
}

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)