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Trade: AAVE/USDT/720/VWAP/KCL/6291

Strategy
AAVE/USDT/720/VWAP/KCL/6291
Pair
AAVE_USDT
Interval
12h
Score
644334
Daily Profit
0.153312
Profit Factor
4.289096
Profitability
79.069767
Streak
0.000000
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-27 06:50
Expiration Time
2025-11-17 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268391.2293 148125.6707 120265.5586 -377718.113 1490589.4696 -1868307.5826
Total P&L (%) 268.3912 148.1257 120.2656 -377.7181 1490.5895 -1868.3076
Avg Daily Profit (%) 0.1486 0.082 0.0666 0 0.1533 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116359 -55267 -110103 -3190985 -262139 -3171003
Profit Factor 2.0545 2.4887 1.7758 0.9095 4.2891 0.4976
Total Trades 85 43 42 85 43 42
Winning Trades 73 35 38 70 34 36
Losing Trades 12 8 4 15 9 6
Profitability (%) 85.8824 81.3953 90.4762 82.3529 79.0698 85.7143
Ratio Avg Win / Avg Loss 0.3377 0.5688 0.1869 0.1949 1.1353 0.0829
Largest Winning Trade 19312 17744 19312 431728 431728 218912
Largest Losing Trade -110103 -32384 -110103 -3154234 -150876 -3154234
Avg Bars in Trades 33 24 43 33 24 43
Avg Bars in Winners 14 9 19 16 12 20
Avg Bars in Losers 148 90 266 114 71 178
Bars Traded 2876 1062 1815 2876 1062 1815
Profit Streak 153.16 153.16 214.16 0 0 0
Trades During Streak 2 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446352 -76553 -97501 -576155 644334 -576290
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1613088000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758945025734,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            268391.2293164795,
            148125.6707468793,
            120265.5585696004,
            -377718.1129897035,
            1490589.469644778,
            -1868307.5826344823
        ],
        [
            268.391229,
            148.125671,
            120.265559,
            -377.718113,
            1490.58947,
            -1868.307583
        ],
        [
            0.148611,
            0.082019,
            0.066592,
            0,
            0.153312,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116359,
            -55267,
            -110103,
            -3190985,
            -262139,
            -3171003
        ],
        [
            2.054487,
            2.488654,
            1.775807,
            0.90946,
            4.289096,
            0.497582
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            73,
            35,
            38,
            70,
            34,
            36
        ],
        [
            12,
            8,
            4,
            15,
            9,
            6
        ],
        [
            85.882353,
            81.395349,
            90.47619,
            82.352941,
            79.069767,
            85.714286
        ],
        [
            0.337724,
            0.568835,
            0.186927,
            0.194884,
            1.135349,
            0.08293
        ],
        [
            19312,
            17744,
            19312,
            431728,
            431728,
            218912
        ],
        [
            -110103,
            -32384,
            -110103,
            -3154234,
            -150876,
            -3154234
        ],
        [
            33,
            24,
            43,
            33,
            24,
            43
        ],
        [
            14,
            9,
            19,
            16,
            12,
            20
        ],
        [
            148,
            90,
            266,
            114,
            71,
            178
        ],
        [
            2876,
            1062,
            1815,
            2876,
            1062,
            1815
        ],
        [
            153.16002,
            153.16002,
            214.16002,
            0,
            0,
            0
        ],
        [
            2,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446352,
            -76553,
            -97501,
            -576155,
            644334,
            -576290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1613088000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758945025734,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)