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Trade: AAVE/USDT/15/VWAP/ALMA/1733

Strategy
AAVE/USDT/15/VWAP/ALMA/1733
Pair
AAVE_USDT
Interval
15m
Score
300782
Daily Profit
0.223424
Profit Factor
1.236448
Profitability
70.000000
Streak
11.645344
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 04:29
Expiration Time
2025-12-20 03:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58183.9687 31173.1412 27010.8275 40491.6734 29440.2666 11051.4067
Total P&L (%) 58.184 31.1731 27.0108 40.4917 29.4403 11.0514
Avg Daily Profit (%) 0.2234 0.1197 0.1037 0.1306 0.0991 0.0403
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33529 -26658 -37785 -50965 -31156 -52746
Profit Factor 1.2364 1.2511 1.2215 1.138 1.2062 1.0733
Total Trades 130 65 65 130 65 65
Winning Trades 91 45 46 91 45 46
Losing Trades 39 20 19 39 20 19
Profitability (%) 70 69.2308 70.7692 70 69.2308 70.7692
Ratio Avg Win / Avg Loss 0.5299 0.556 0.5046 0.4877 0.5361 0.4433
Largest Winning Trade 18985 18985 9308 17475 17475 10098
Largest Losing Trade -23761 -14910 -23761 -26507 -16868 -26507
Avg Bars in Trades 189 191 186 189 191 186
Avg Bars in Winners 108 99 117 108 99 117
Avg Bars in Losers 376 399 353 376 399 353
Bars Traded 24572 12463 12109 24572 12463 12109
Profit Streak 11.6453 11.6453 21.7287 11.6453 11.6453 21.7287
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300782 -167101 -188737 -87926 -194948 -542508
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737214200000,
    "first_datapoint_time": 1737432900000,
    "last_datapoint_time": 1759713300000,
    "evaluation_time": 1759714157719,
    "expiration_time": 1766193300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 244,
            "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": [
        [
            58183.9686934147,
            31173.1411918105,
            27010.8275016043,
            40491.6733543593,
            29440.2666183262,
            11051.4067360332
        ],
        [
            58.183969,
            31.173141,
            27.010828,
            40.491673,
            29.440267,
            11.051407
        ],
        [
            0.223424,
            0.119703,
            0.10372,
            0.130635,
            0.099139,
            0.04026
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33529,
            -26658,
            -37785,
            -50965,
            -31156,
            -52746
        ],
        [
            1.236448,
            1.251088,
            1.221541,
            1.137981,
            1.206233,
            1.073331
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            70,
            69.230769,
            70.769231,
            70,
            69.230769,
            70.769231
        ],
        [
            0.529906,
            0.556039,
            0.50455,
            0.487706,
            0.536104,
            0.443332
        ],
        [
            18985,
            18985,
            9308,
            17475,
            17475,
            10098
        ],
        [
            -23761,
            -14910,
            -23761,
            -26507,
            -16868,
            -26507
        ],
        [
            189,
            191,
            186,
            189,
            191,
            186
        ],
        [
            108,
            99,
            117,
            108,
            99,
            117
        ],
        [
            376,
            399,
            353,
            376,
            399,
            353
        ],
        [
            24572,
            12463,
            12109,
            24572,
            12463,
            12109
        ],
        [
            11.645344,
            11.645344,
            21.728677,
            11.645344,
            11.645344,
            21.728677
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300782,
            -167101,
            -188737,
            -87926,
            -194948,
            -542508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737214200000,
    "first_datapoint_time": 1737432900000,
    "last_datapoint_time": 1759713300000,
    "evaluation_time": 1759714157719,
    "expiration_time": 1766193300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 244,
            "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)