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Trade: AAVE/USDT/720/OHLC4/VWMA/7923

Strategy
AAVE/USDT/720/OHLC4/VWMA/7923
Pair
AAVE_USDT
Interval
12h
Score
662931
Daily Profit
0.202369
Profit Factor
4.302103
Profitability
77.272727
Streak
227.946209
Best Strategy
Training Data Length
1814.000000
Evaluation Time
2025-10-03 01:42
Expiration Time
2025-11-26 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340465.6322 205662.2907 134803.3415 -2959813.4728 3814446.5044 -6774259.9772
Total P&L (%) 340.4656 205.6623 134.8033 -2959.8135 3814.4465 -6774.26
Avg Daily Profit (%) 0.1877 0.1134 0.0743 0 0.2024 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138874 -46558 -144964 -11093133 -605887 -10487245
Profit Factor 2.3177 3.7068 1.739 0.7641 4.3021 0.4053
Total Trades 88 44 44 88 44 44
Winning Trades 76 36 40 72 34 38
Losing Trades 12 8 4 16 10 6
Profitability (%) 86.3636 81.8182 90.9091 81.8182 77.2727 86.3636
Ratio Avg Win / Avg Loss 0.3659 0.8237 0.1739 0.1698 1.2653 0.064
Largest Winning Trade 28506 28506 25543 1248272 1248272 875478
Largest Losing Trade -138874 -30624 -138874 -10164023 -224590 -10164023
Avg Bars in Trades 36 40 31 36 40 31
Avg Bars in Winners 19 26 13 26 32 21
Avg Bars in Losers 139 103 211 78 66 98
Bars Traded 3168 1776 1393 3168 1776 1393
Profit Streak 0 0 0 226.9462 227.9462 226.9462
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510179 -33446 -88195 -575226 662931 -575621
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612180800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759444952464,
    "expiration_time": 1764108288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 95
        }
    }
}
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": [
        [
            340465.6322146707,
            205662.2907306511,
            134803.3414840194,
            -2959813.472771379,
            3814446.5044008037,
            -6774259.977172184
        ],
        [
            340.465632,
            205.662291,
            134.803341,
            -2959.813473,
            3814.446504,
            -6774.259977
        ],
        [
            0.187688,
            0.113375,
            0.074313,
            0,
            0.202369,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138874,
            -46558,
            -144964,
            -11093133,
            -605887,
            -10487245
        ],
        [
            2.317663,
            3.70675,
            1.739034,
            0.764095,
            4.302103,
            0.405321
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            76,
            36,
            40,
            72,
            34,
            38
        ],
        [
            12,
            8,
            4,
            16,
            10,
            6
        ],
        [
            86.363636,
            81.818182,
            90.909091,
            81.818182,
            77.272727,
            86.363636
        ],
        [
            0.365947,
            0.823722,
            0.173903,
            0.169799,
            1.265324,
            0.063998
        ],
        [
            28506,
            28506,
            25543,
            1248272,
            1248272,
            875478
        ],
        [
            -138874,
            -30624,
            -138874,
            -10164023,
            -224590,
            -10164023
        ],
        [
            36,
            40,
            31,
            36,
            40,
            31
        ],
        [
            19,
            26,
            13,
            26,
            32,
            21
        ],
        [
            139,
            103,
            211,
            78,
            66,
            98
        ],
        [
            3168,
            1776,
            1393,
            3168,
            1776,
            1393
        ],
        [
            0,
            0,
            0,
            226.946209,
            227.946209,
            226.946209
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510179,
            -33446,
            -88195,
            -575226,
            662931,
            -575621
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3628,
    "evaluation_days": 1814,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1612180800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759444952464,
    "expiration_time": 1764108288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 95
        }
    }
}

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)