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Trade: AAVE/USDT/360/VWAP/SINWMA/8248

Strategy
AAVE/USDT/360/VWAP/SINWMA/8248
Pair
AAVE_USDT
Interval
6h
Score
591314
Daily Profit
0.187198
Profit Factor
3.494830
Profitability
81.081081
Streak
237.296807
Best Strategy
Training Data Length
1817.500000
Evaluation Time
2025-10-06 10:07
Expiration Time
2025-11-29 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299368.0377 197797.0662 101570.9715 -1657920.0922 2893848.9746 -4551769.0668
Total P&L (%) 299.368 197.7971 101.571 -1657.9201 2893.849 -4551.7691
Avg Daily Profit (%) 0.1647 0.1088 0.0559 0 0.1872 0
Buy And Hold Return (%) 43.0254 43.0254 43.0254 43.0254 43.0254 43.0254
Max Trade Drawdown -165208 -46080 -164018 -7926017 -520773 -7661196
Profit Factor 1.9854 3.2503 1.4704 0.8356 3.4948 0.49
Total Trades 74 37 37 74 37 37
Winning Trades 65 31 34 63 30 33
Losing Trades 9 6 3 11 7 4
Profitability (%) 87.8378 83.7838 91.8919 85.1351 81.0811 89.1892
Ratio Avg Win / Avg Loss 0.2749 0.6291 0.1297 0.1459 0.8155 0.0594
Largest Winning Trade 28607 28607 26595 823255 823255 707457
Largest Losing Trade -140479 -36799 -140479 -7475435 -367293 -7475435
Avg Bars in Trades 87 91 83 87 91 83
Avg Bars in Winners 49 56 42 64 70 59
Avg Bars in Losers 362 271 545 217 184 275
Bars Traded 6471 3393 3079 6471 3393 3079
Profit Streak 0 0 0 236.5468 237.2968 236.5468
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55563 -41694 -118267 -643917 591314 -575399
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1611014400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734444155,
    "expiration_time": 1764441360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 167
        }
    }
}
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": [
        [
            299368.0376943041,
            197797.0661647666,
            101570.9715295373,
            -1657920.0922045112,
            2893848.974608694,
            -4551769.066813205
        ],
        [
            299.368038,
            197.797066,
            101.570972,
            -1657.920092,
            2893.848975,
            -4551.769067
        ],
        [
            0.164714,
            0.108829,
            0.055885,
            0,
            0.187198,
            0
        ],
        [
            43.025385,
            43.025385,
            43.025385,
            43.025385,
            43.025385,
            43.025385
        ],
        [
            -165208,
            -46080,
            -164018,
            -7926017,
            -520773,
            -7661196
        ],
        [
            1.98538,
            3.250343,
            1.470425,
            0.835605,
            3.49483,
            0.490001
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            65,
            31,
            34,
            63,
            30,
            33
        ],
        [
            9,
            6,
            3,
            11,
            7,
            4
        ],
        [
            87.837838,
            83.783784,
            91.891892,
            85.135135,
            81.081081,
            89.189189
        ],
        [
            0.274899,
            0.629099,
            0.129743,
            0.145899,
            0.81546,
            0.059394
        ],
        [
            28607,
            28607,
            26595,
            823255,
            823255,
            707457
        ],
        [
            -140479,
            -36799,
            -140479,
            -7475435,
            -367293,
            -7475435
        ],
        [
            87,
            91,
            83,
            87,
            91,
            83
        ],
        [
            49,
            56,
            42,
            64,
            70,
            59
        ],
        [
            362,
            271,
            545,
            217,
            184,
            275
        ],
        [
            6471,
            3393,
            3079,
            6471,
            3393,
            3079
        ],
        [
            0,
            0,
            0,
            236.546807,
            237.296807,
            236.546807
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55563,
            -41694,
            -118267,
            -643917,
            591314,
            -575399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7270,
    "evaluation_days": 1817.5,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1611014400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734444155,
    "expiration_time": 1764441360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 167
        }
    }
}

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)