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Trade: AAVE/USDT/15/SWMA/VWMA/3511

Strategy
AAVE/USDT/15/SWMA/VWMA/3511
Pair
AAVE_USDT
Interval
15m
Score
376222
Daily Profit
0.349984
Profit Factor
1.231019
Profitability
53.424658
Streak
5.056387
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 05:36
Expiration Time
2025-12-23 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91142.8314 51398.8243 39744.0071 77948.8521 73127.0874 4821.7647
Total P&L (%) 91.1428 51.3988 39.744 77.9489 73.1271 4.8218
Avg Daily Profit (%) 0.35 0.1974 0.1526 0.2216 0.211 0.0181
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53975 -35323 -51890 -104016 -47872 -91983
Profit Factor 1.231 1.2518 1.2087 1.1337 1.2495 1.0166
Total Trades 219 109 110 219 109 110
Winning Trades 117 54 63 117 54 63
Losing Trades 102 55 47 102 55 47
Profitability (%) 53.4247 49.5413 57.2727 53.4247 49.5413 57.2727
Ratio Avg Win / Avg Loss 1.0732 1.275 0.9017 0.9884 1.2726 0.7584
Largest Winning Trade 20736 20736 15373 34734 34734 12792
Largest Losing Trade -24600 -24600 -16687 -27789 -26238 -27789
Avg Bars in Trades 112 115 108 112 115 108
Avg Bars in Winners 98 101 95 98 101 95
Avg Bars in Losers 128 130 126 128 130 126
Bars Traded 24597 12643 11954 24597 12643 11954
Profit Streak 5.0564 5.0564 5.421 5.0564 5.0564 5.421
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376222 197788 133763 -65428 246103 -537484
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737477900000,
    "first_datapoint_time": 1737650700000,
    "last_datapoint_time": 1759977000000,
    "evaluation_time": 1759977371880,
    "expiration_time": 1766457000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "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": [
        [
            91142.8313638278,
            51398.8242903724,
            39744.0070734554,
            77948.8521078647,
            73127.0874021871,
            4821.7647056776
        ],
        [
            91.142831,
            51.398824,
            39.744007,
            77.948852,
            73.127087,
            4.821765
        ],
        [
            0.349984,
            0.197369,
            0.152615,
            0.221551,
            0.21098,
            0.018084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53975,
            -35323,
            -51890,
            -104016,
            -47872,
            -91983
        ],
        [
            1.231019,
            1.251831,
            1.208711,
            1.133704,
            1.249487,
            1.016633
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            117,
            54,
            63,
            117,
            54,
            63
        ],
        [
            102,
            55,
            47,
            102,
            55,
            47
        ],
        [
            53.424658,
            49.541284,
            57.272727,
            53.424658,
            49.541284,
            57.272727
        ],
        [
            1.073196,
            1.275013,
            0.901737,
            0.988358,
            1.272626,
            0.758441
        ],
        [
            20736,
            20736,
            15373,
            34734,
            34734,
            12792
        ],
        [
            -24600,
            -24600,
            -16687,
            -27789,
            -26238,
            -27789
        ],
        [
            112,
            115,
            108,
            112,
            115,
            108
        ],
        [
            98,
            101,
            95,
            98,
            101,
            95
        ],
        [
            128,
            130,
            126,
            128,
            130,
            126
        ],
        [
            24597,
            12643,
            11954,
            24597,
            12643,
            11954
        ],
        [
            5.056387,
            5.056387,
            5.420971,
            5.056387,
            5.056387,
            5.420971
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376222,
            197788,
            133763,
            -65428,
            246103,
            -537484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737477900000,
    "first_datapoint_time": 1737650700000,
    "last_datapoint_time": 1759977000000,
    "evaluation_time": 1759977371880,
    "expiration_time": 1766457000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "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)