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Trade: AAVE/USDT/480/VWMA/VWMA/2410

Strategy
AAVE/USDT/480/VWMA/VWMA/2410
Pair
AAVE_USDT
Interval
8h
Score
607827
Daily Profit
0.221195
Profit Factor
3.173378
Profitability
65.789474
Streak
27.581249
Best Strategy
Training Data Length
1817.670000
Evaluation Time
2025-10-06 16:57
Expiration Time
2025-11-29 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357309.6087 274866.7727 82442.836 133356.7787 5448713.4011 -5315356.6223
Total P&L (%) 357.3096 274.8668 82.4428 133.3568 5448.7134 -5315.3566
Avg Daily Profit (%) 0.1966 0.1512 0.0454 0.0466 0.2212 0
Buy And Hold Return (%) 220.0157 220.0157 220.0157 220.0157 220.0157 220.0157
Max Trade Drawdown -231853 -40243 -197201 -8155389 -1022676 -8388055
Profit Factor 1.8353 3.3003 1.2674 1.0086 3.1734 0.5929
Total Trades 75 38 37 75 38 37
Winning Trades 50 25 25 50 25 25
Losing Trades 25 13 12 25 13 12
Profitability (%) 66.6667 65.7895 67.5676 66.6667 65.7895 67.5676
Ratio Avg Win / Avg Loss 0.9176 1.7162 0.6084 0.5043 1.6502 0.2846
Largest Winning Trade 69485 69485 67638 1492910 1492910 1238610
Largest Losing Trade -80081 -30595 -80081 -6687126 -619531 -6687126
Avg Bars in Trades 66 61 71 66 61 71
Avg Bars in Winners 62 65 58 62 65 58
Avg Bars in Losers 74 52 97 74 52 97
Bars Traded 4963 2324 2639 4963 2324 2639
Profit Streak 27.5812 27.5812 37.5812 27.5812 27.5812 37.5812
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58926 -72101 -297063 -567004 607827 -577950
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5453,
    "evaluation_days": 1817.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607011200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759759019911,
    "expiration_time": 1764448992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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": [
        [
            357309.6086874796,
            274866.7727034549,
            82442.8359840238,
            133356.7787456914,
            5448713.401066949,
            -5315356.622321256
        ],
        [
            357.309609,
            274.866773,
            82.442836,
            133.356779,
            5448.713401,
            -5315.356622
        ],
        [
            0.196576,
            0.151219,
            0.045356,
            0.046631,
            0.221195,
            0
        ],
        [
            220.015728,
            220.015728,
            220.015728,
            220.015728,
            220.015728,
            220.015728
        ],
        [
            -231853,
            -40243,
            -197201,
            -8155389,
            -1022676,
            -8388055
        ],
        [
            1.835292,
            3.300324,
            1.267432,
            1.008569,
            3.173378,
            0.592884
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            66.666667,
            65.789474,
            67.567568,
            66.666667,
            65.789474,
            67.567568
        ],
        [
            0.917646,
            1.716169,
            0.608367,
            0.504284,
            1.650157,
            0.284584
        ],
        [
            69485,
            69485,
            67638,
            1492910,
            1492910,
            1238610
        ],
        [
            -80081,
            -30595,
            -80081,
            -6687126,
            -619531,
            -6687126
        ],
        [
            66,
            61,
            71,
            66,
            61,
            71
        ],
        [
            62,
            65,
            58,
            62,
            65,
            58
        ],
        [
            74,
            52,
            97,
            74,
            52,
            97
        ],
        [
            4963,
            2324,
            2639,
            4963,
            2324,
            2639
        ],
        [
            27.581249,
            27.581249,
            37.581249,
            27.581249,
            27.581249,
            37.581249
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58926,
            -72101,
            -297063,
            -567004,
            607827,
            -577950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5453,
    "evaluation_days": 1817.67,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1607011200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759759019911,
    "expiration_time": 1764448992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "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)