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Trade: AAVE/USDT/360/VWMA/RMA/6949

Strategy
AAVE/USDT/360/VWMA/RMA/6949
Pair
AAVE_USDT
Interval
6h
Score
613297
Daily Profit
0.214657
Profit Factor
2.970472
Profitability
64.102564
Streak
141.826572
Best Strategy
Training Data Length
1818.250000
Evaluation Time
2025-10-07 04:50
Expiration Time
2025-11-30 15:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451131.5167 285316.6747 165814.8421 2147866.0879 4834442.0035 -2686575.9155
Total P&L (%) 451.1315 285.3167 165.8148 2147.8661 4834.442 -2686.5759
Avg Daily Profit (%) 0.2481 0.1569 0.0912 0.1713 0.2147 0
Buy And Hold Return (%) 405.1655 405.1655 405.1655 405.1655 405.1655 405.1655
Max Trade Drawdown -128313 -34722 -126570 -6058705 -573759 -5918079
Profit Factor 2.3929 3.6385 1.7686 1.2017 2.9705 0.6723
Total Trades 78 39 39 78 39 39
Winning Trades 49 25 24 49 25 24
Losing Trades 29 14 15 29 14 15
Profitability (%) 62.8205 64.1026 61.5385 62.8205 64.1026 61.5385
Ratio Avg Win / Avg Loss 1.4162 2.0376 1.1054 0.7112 1.6635 0.4202
Largest Winning Trade 48048 45619 48048 1434096 1434096 1088090
Largest Losing Trade -52107 -18071 -52107 -2344976 -573759 -2344976
Avg Bars in Trades 84 71 98 84 71 98
Avg Bars in Winners 75 65 86 75 65 86
Avg Bars in Losers 100 82 117 100 82 117
Bars Traded 6617 2783 3834 6617 2783 3834
Profit Streak 0 141.8266 0 0 141.8266 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155840 -148528 -233231 -32361 613297 -579261
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7273,
    "evaluation_days": 1818.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801815808,
    "expiration_time": 1764508104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "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": [
        [
            451131.5167439638,
            285316.6746700842,
            165814.84207388,
            2147866.0879477994,
            4834442.003453325,
            -2686575.915505525
        ],
        [
            451.131517,
            285.316675,
            165.814842,
            2147.866088,
            4834.442003,
            -2686.575916
        ],
        [
            0.248113,
            0.156918,
            0.091195,
            0.171331,
            0.214657,
            0
        ],
        [
            405.1655,
            405.1655,
            405.1655,
            405.1655,
            405.1655,
            405.1655
        ],
        [
            -128313,
            -34722,
            -126570,
            -6058705,
            -573759,
            -5918079
        ],
        [
            2.392915,
            3.63854,
            1.768581,
            1.201657,
            2.970472,
            0.672275
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            62.820513,
            64.102564,
            61.538462,
            62.820513,
            64.102564,
            61.538462
        ],
        [
            1.416215,
            2.037583,
            1.105363,
            0.711185,
            1.663465,
            0.420172
        ],
        [
            48048,
            45619,
            48048,
            1434096,
            1434096,
            1088090
        ],
        [
            -52107,
            -18071,
            -52107,
            -2344976,
            -573759,
            -2344976
        ],
        [
            84,
            71,
            98,
            84,
            71,
            98
        ],
        [
            75,
            65,
            86,
            75,
            65,
            86
        ],
        [
            100,
            82,
            117,
            100,
            82,
            117
        ],
        [
            6617,
            2783,
            3834,
            6617,
            2783,
            3834
        ],
        [
            0,
            141.826572,
            0,
            0,
            141.826572,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155840,
            -148528,
            -233231,
            -32361,
            613297,
            -579261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7273,
    "evaluation_days": 1818.25,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759801815808,
    "expiration_time": 1764508104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "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)