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Trade: AAVE/USDT/720/VWMA/WMA/4484

Strategy
AAVE/USDT/720/VWMA/WMA/4484
Pair
AAVE_USDT
Interval
12h
Score
489178
Daily Profit
0.321825
Profit Factor
5.399912
Profitability
65.517241
Streak
52.860899
Best Strategy
Training Data Length
1806.000000
Evaluation Time
2025-09-26 11:39
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 606985.8477 581215.6282 25770.2195 725106.1171 1137774.0004 -412667.8833
Total P&L (%) 606.9858 581.2156 25.7702 725.1061 1137.774 -412.6679
Avg Daily Profit (%) 0.3361 0.3218 0.0143 0.1169 0.1394 0
Buy And Hold Return (%) 274.3441 274.3441 274.3441 274.3441 274.3441 274.3441
Max Trade Drawdown -91081 -46162 -98434 -793677 -379331 -1004550
Profit Factor 2.6086 5.3999 1.1051 1.2329 2.0916 0.8008
Total Trades 57 29 28 57 29 28
Winning Trades 33 19 14 33 19 14
Losing Trades 24 10 14 24 10 14
Profitability (%) 57.8947 65.5172 50 57.8947 65.5172 50
Ratio Avg Win / Avg Loss 1.8972 2.8421 1.1051 0.8966 1.1009 0.8008
Largest Winning Trade 433284 433284 59392 433284 433284 355546
Largest Losing Trade -44392 -33772 -44392 -419366 -240632 -419366
Avg Bars in Trades 61 44 78 61 44 78
Avg Bars in Winners 73 51 102 73 51 102
Avg Bars in Losers 45 32 54 45 32 54
Bars Traded 3494 1292 2202 3494 1292 2202
Profit Streak 24.3609 52.8609 0 24.3609 52.8609 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169228 489178 -465550 -219849 -3222 -601833

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3612,
    "evaluation_days": 1806,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875981678,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "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": [
        [
            606985.8477466217,
            581215.6282219898,
            25770.2195246321,
            725106.1170917258,
            1137774.0004237904,
            -412667.8833320646
        ],
        [
            606.985848,
            581.215628,
            25.77022,
            725.106117,
            1137.774,
            -412.667883
        ],
        [
            0.336094,
            0.321825,
            0.014269,
            0.11692,
            0.139405,
            0
        ],
        [
            274.344148,
            274.344148,
            274.344148,
            274.344148,
            274.344148,
            274.344148
        ],
        [
            -91081,
            -46162,
            -98434,
            -793677,
            -379331,
            -1004550
        ],
        [
            2.608618,
            5.399912,
            1.105083,
            1.232885,
            2.091615,
            0.800768
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            24,
            10,
            14,
            24,
            10,
            14
        ],
        [
            57.894737,
            65.517241,
            50,
            57.894737,
            65.517241,
            50
        ],
        [
            1.897176,
            2.842059,
            1.105083,
            0.896644,
            1.10085,
            0.800768
        ],
        [
            433284,
            433284,
            59392,
            433284,
            433284,
            355546
        ],
        [
            -44392,
            -33772,
            -44392,
            -419366,
            -240632,
            -419366
        ],
        [
            61,
            44,
            78,
            61,
            44,
            78
        ],
        [
            73,
            51,
            102,
            73,
            51,
            102
        ],
        [
            45,
            32,
            54,
            45,
            32,
            54
        ],
        [
            3494,
            1292,
            2202,
            3494,
            1292,
            2202
        ],
        [
            24.360899,
            52.860899,
            0,
            24.360899,
            52.860899,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169228,
            489178,
            -465550,
            -219849,
            -3222,
            -601833
        ]
    ]
}
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": 1606694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875981678,
    "expiration_time": 1763396352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "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)