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Trade: AAVE/USDT/120/VWMA/KCU/2697

Strategy
AAVE/USDT/120/VWMA/KCU/2697
Pair
AAVE_USDT
Interval
2h
Score
326240
Daily Profit
0.657204
Profit Factor
3.353233
Profitability
41.176471
Streak
94.986575
Best Strategy
Training Data Length
1805.080000
Evaluation Time
2025-09-25 20:40
Expiration Time
2025-11-28 15:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1122396.6511 1186306.1674 -63909.5163 166422.4097 501338.0426 -334915.633
Total P&L (%) 1122.3967 1186.3062 -63.9095 166.4224 501.338 -334.9156
Avg Daily Profit (%) 0.6218 0.6572 -0.0354 0.0543 0.0994 0
Buy And Hold Return (%) 595.4273 595.4273 595.4273 595.4273 595.4273 595.4273
Max Trade Drawdown -160367 -117973 -64334 -756713 -522670 -330048
Profit Factor 2.5597 3.3532 0.7035 1.0845 1.372 0.4608
Total Trades 205 102 103 205 102 103
Winning Trades 88 42 46 88 42 46
Losing Trades 117 60 57 117 60 57
Profitability (%) 42.9268 41.1765 44.6602 42.9268 41.1765 44.6602
Ratio Avg Win / Avg Loss 3.4032 4.7903 0.8717 1.4419 1.9599 0.571
Largest Winning Trade 1095133 1095133 20686 782067 782067 29473
Largest Losing Trade -36765 -36765 -20732 -176946 -162289 -176946
Avg Bars in Trades 101 193 10 101 193 10
Avg Bars in Winners 156 316 10 156 316 10
Avg Bars in Losers 60 107 11 60 107 11
Bars Traded 20867 19764 1103 20867 19764 1103
Profit Streak 0 94.9866 0 0 94.9866 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 258850 326240 -582856 -415413 -226307 -582856

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21661,
    "evaluation_days": 1805.08,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603548000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758822040090,
    "expiration_time": 1764336931200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1122396.6511006944,
            1186306.1673848934,
            -63909.5162841984,
            166422.4096536282,
            501338.0426228986,
            -334915.63296927
        ],
        [
            1122.396651,
            1186.306167,
            -63.909516,
            166.42241,
            501.338043,
            -334.915633
        ],
        [
            0.621799,
            0.657204,
            -0.035405,
            0.054301,
            0.099435,
            0
        ],
        [
            595.427307,
            595.427307,
            595.427307,
            595.427307,
            595.427307,
            595.427307
        ],
        [
            -160367,
            -117973,
            -64334,
            -756713,
            -522670,
            -330048
        ],
        [
            2.559672,
            3.353233,
            0.703462,
            1.084522,
            1.371953,
            0.460802
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            117,
            60,
            57,
            117,
            60,
            57
        ],
        [
            42.926829,
            41.176471,
            44.660194,
            42.926829,
            41.176471,
            44.660194
        ],
        [
            3.4032,
            4.790332,
            0.871681,
            1.441921,
            1.959933,
            0.570993
        ],
        [
            1095133,
            1095133,
            20686,
            782067,
            782067,
            29473
        ],
        [
            -36765,
            -36765,
            -20732,
            -176946,
            -162289,
            -176946
        ],
        [
            101,
            193,
            10,
            101,
            193,
            10
        ],
        [
            156,
            316,
            10,
            156,
            316,
            10
        ],
        [
            60,
            107,
            11,
            60,
            107,
            11
        ],
        [
            20867,
            19764,
            1103,
            20867,
            19764,
            1103
        ],
        [
            0,
            94.986575,
            0,
            0,
            94.986575,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
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            0.8,
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            1.45
        ],
        [
            258850,
            326240,
            -582856,
            -415413,
            -226307,
            -582856
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21661,
    "evaluation_days": 1805.08,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603548000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758822040090,
    "expiration_time": 1764336931200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)