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Trade: AAVE/USDT/5/VWMA/BBL/2181

Strategy
AAVE/USDT/5/VWMA/BBL/2181
Pair
AAVE_USDT
Interval
5m
Score
457738
Daily Profit
1.399154
Profit Factor
2.199296
Profitability
50.387597
Streak
0.771797
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 18:01
Expiration Time
2025-12-26 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121460.5451 69998.329 51462.2162 128061.6568 97640.9302 30420.7267
Total P&L (%) 121.4605 69.9983 51.4622 128.0617 97.6409 30.4207
Avg Daily Profit (%) 1.3992 0.8063 0.5928 0.9542 0.7879 0.3064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43821 -14760 -38255 -44616 -13601 -39510
Profit Factor 2.1993 4.3563 1.6399 2.2211 6.076 1.3552
Total Trades 129 65 64 129 65 64
Winning Trades 65 26 39 65 26 39
Losing Trades 64 39 25 64 39 25
Profitability (%) 50.3876 40 60.9375 50.3876 40 60.9375
Ratio Avg Win / Avg Loss 2.1655 6.5344 1.0512 2.1869 9.1139 0.8687
Largest Winning Trade 80729 80729 55019 106892 106892 46994
Largest Losing Trade -21295 -3195 -21295 -24806 -3204 -24806
Avg Bars in Trades 190 5 377 190 5 377
Avg Bars in Winners 111 4 183 111 4 183
Avg Bars in Losers 270 6 681 270 6 681
Bars Traded 24545 359 24186 24545 359 24186
Profit Streak 0.7718 1.9489 0 0.7718 1.9489 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457738 -118830 -127972 445350 -117734 -135497
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752781500000,
    "first_datapoint_time": 1752813600000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760281283308,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 208,
            "offset": 0,
            "std": 2.76102
        }
    }
}
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": [
        [
            121460.5451136533,
            69998.3289562293,
            51462.2161574241,
            128061.6568330379,
            97640.9301776666,
            30420.7266553713
        ],
        [
            121.460545,
            69.998329,
            51.462216,
            128.061657,
            97.64093,
            30.420727
        ],
        [
            1.399154,
            0.806339,
            0.592814,
            0.954237,
            0.787884,
            0.306419
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43821,
            -14760,
            -38255,
            -44616,
            -13601,
            -39510
        ],
        [
            2.199296,
            4.356287,
            1.639913,
            2.221112,
            6.075954,
            1.355229
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            65,
            26,
            39,
            65,
            26,
            39
        ],
        [
            64,
            39,
            25,
            64,
            39,
            25
        ],
        [
            50.387597,
            40,
            60.9375,
            50.387597,
            40,
            60.9375
        ],
        [
            2.16546,
            6.53443,
            1.051226,
            2.186941,
            9.113931,
            0.868736
        ],
        [
            80729,
            80729,
            55019,
            106892,
            106892,
            46994
        ],
        [
            -21295,
            -3195,
            -21295,
            -24806,
            -3204,
            -24806
        ],
        [
            190,
            5,
            377,
            190,
            5,
            377
        ],
        [
            111,
            4,
            183,
            111,
            4,
            183
        ],
        [
            270,
            6,
            681,
            270,
            6,
            681
        ],
        [
            24545,
            359,
            24186,
            24545,
            359,
            24186
        ],
        [
            0.771797,
            1.948881,
            0,
            0.771798,
            1.948881,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457738,
            -118830,
            -127972,
            445350,
            -117734,
            -135497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752781500000,
    "first_datapoint_time": 1752813600000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760281283308,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 208,
            "offset": 0,
            "std": 2.76102
        }
    }
}

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)