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Trade: AAVE/USDT/15/PWMA/VWMA/2807

Strategy
AAVE/USDT/15/PWMA/VWMA/2807
Pair
AAVE_USDT
Interval
15m
Score
391270
Daily Profit
0.439226
Profit Factor
1.545463
Profitability
55.474453
Streak
3.680318
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 01:34
Expiration Time
2025-12-24 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114383.3605 62452.7628 51930.5977 150822.9411 92550.7428 58272.1983
Total P&L (%) 114.3834 62.4528 51.9306 150.8229 92.5507 58.2722
Avg Daily Profit (%) 0.4392 0.2398 0.1994 0.3537 0.2519 0.1765
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57884 -30688 -45440 -131079 -74266 -101841
Profit Factor 1.5455 1.6452 1.46 1.3287 1.4287 1.2398
Total Trades 137 68 69 137 68 69
Winning Trades 76 39 37 76 39 37
Losing Trades 61 29 32 61 29 32
Profitability (%) 55.4745 57.3529 53.6232 55.4745 57.3529 53.6232
Ratio Avg Win / Avg Loss 1.2404 1.2234 1.2627 1.0664 1.0623 1.0723
Largest Winning Trade 23524 23524 22068 43544 43544 33464
Largest Losing Trade -16543 -13856 -16543 -36692 -36692 -32977
Avg Bars in Trades 175 175 175 175 175 175
Avg Bars in Winners 132 124 141 132 124 141
Avg Bars in Losers 228 243 214 228 243 214
Bars Traded 24025 11931 12094 24025 11931 12094
Profit Streak 3.6803 10.8157 3.6803 3.6803 10.8157 3.6803
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391270 -98630 -95649 317266 -99157 -96767
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737549900000,
    "first_datapoint_time": 1737904500000,
    "last_datapoint_time": 1760049000000,
    "evaluation_time": 1760049279475,
    "expiration_time": 1766529000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 230
        }
    }
}
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": [
        [
            114383.3604906444,
            62452.7628036259,
            51930.5976870185,
            150822.9410723354,
            92550.7427519597,
            58272.1983203757
        ],
        [
            114.38336,
            62.452763,
            51.930598,
            150.822941,
            92.550743,
            58.272198
        ],
        [
            0.439226,
            0.239816,
            0.199411,
            0.353737,
            0.251906,
            0.176465
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57884,
            -30688,
            -45440,
            -131079,
            -74266,
            -101841
        ],
        [
            1.545463,
            1.645208,
            1.45995,
            1.328651,
            1.428665,
            1.239793
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            55.474453,
            57.352941,
            53.623188,
            55.474453,
            57.352941,
            53.623188
        ],
        [
            1.240437,
            1.22336,
            1.262659,
            1.066418,
            1.062341,
            1.072254
        ],
        [
            23524,
            23524,
            22068,
            43544,
            43544,
            33464
        ],
        [
            -16543,
            -13856,
            -16543,
            -36692,
            -36692,
            -32977
        ],
        [
            175,
            175,
            175,
            175,
            175,
            175
        ],
        [
            132,
            124,
            141,
            132,
            124,
            141
        ],
        [
            228,
            243,
            214,
            228,
            243,
            214
        ],
        [
            24025,
            11931,
            12094,
            24025,
            11931,
            12094
        ],
        [
            3.680318,
            10.815735,
            3.680318,
            3.680318,
            10.815735,
            3.680318
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391270,
            -98630,
            -95649,
            317266,
            -99157,
            -96767
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737549900000,
    "first_datapoint_time": 1737904500000,
    "last_datapoint_time": 1760049000000,
    "evaluation_time": 1760049279475,
    "expiration_time": 1766529000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 230
        }
    }
}

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)