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Trade: AAVE/USDT/15/ALMA/VWAP/6655

Strategy
AAVE/USDT/15/ALMA/VWAP/6655
Pair
AAVE_USDT
Interval
15m
Score
488409
Daily Profit
0.616296
Profit Factor
1.557347
Profitability
56.557377
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 22:30
Expiration Time
2025-12-19 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160495.7331 82675.0518 77820.6813 294538.5988 224795.1421 69743.4567
Total P&L (%) 160.4957 82.6751 77.8207 294.5386 224.7951 69.7435
Avg Daily Profit (%) 0.6163 0.3175 0.2988 0.5284 0.4534 0.2034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27149 -22183 -48725 -109579 -76155 -180791
Profit Factor 1.5573 1.6519 1.4829 1.3263 1.6003 1.1321
Total Trades 244 122 122 244 122 122
Winning Trades 138 71 67 138 71 67
Losing Trades 106 51 55 106 51 55
Profitability (%) 56.5574 58.1967 54.918 56.5574 58.1967 54.918
Ratio Avg Win / Avg Loss 1.1962 1.1866 1.2173 1.0188 1.1495 0.9293
Largest Winning Trade 19007 14344 19007 47600 47600 46774
Largest Losing Trade -14024 -10011 -14024 -50021 -31504 -50021
Avg Bars in Trades 101 102 100 101 102 100
Avg Bars in Winners 103 103 103 103 103 103
Avg Bars in Losers 98 101 96 98 101 96
Bars Traded 24762 12502 12260 24762 12502 12260
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488409 362853 312458 410557 401089 -70272
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737192600000,
    "first_datapoint_time": 1737383400000,
    "last_datapoint_time": 1759691700000,
    "evaluation_time": 1759692605074,
    "expiration_time": 1766171700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 211
        }
    }
}
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": [
        [
            160495.7331292335,
            82675.0518054616,
            77820.6813237718,
            294538.5988433835,
            224795.1421115609,
            69743.4567318229
        ],
        [
            160.495733,
            82.675052,
            77.820681,
            294.538599,
            224.795142,
            69.743457
        ],
        [
            0.616296,
            0.317468,
            0.298828,
            0.528443,
            0.45338,
            0.203385
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27149,
            -22183,
            -48725,
            -109579,
            -76155,
            -180791
        ],
        [
            1.557347,
            1.651894,
            1.482936,
            1.326344,
            1.600321,
            1.13207
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            138,
            71,
            67,
            138,
            71,
            67
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            56.557377,
            58.196721,
            54.918033,
            56.557377,
            58.196721,
            54.918033
        ],
        [
            1.196223,
            1.186572,
            1.217335,
            1.018786,
            1.149527,
            0.929311
        ],
        [
            19007,
            14344,
            19007,
            47600,
            47600,
            46774
        ],
        [
            -14024,
            -10011,
            -14024,
            -50021,
            -31504,
            -50021
        ],
        [
            101,
            102,
            100,
            101,
            102,
            100
        ],
        [
            103,
            103,
            103,
            103,
            103,
            103
        ],
        [
            98,
            101,
            96,
            98,
            101,
            96
        ],
        [
            24762,
            12502,
            12260,
            24762,
            12502,
            12260
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488409,
            362853,
            312458,
            410557,
            401089,
            -70272
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737192600000,
    "first_datapoint_time": 1737383400000,
    "last_datapoint_time": 1759691700000,
    "evaluation_time": 1759692605074,
    "expiration_time": 1766171700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 211
        }
    }
}

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)