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Trade: AAVE/USDT/15/VWMA/EMA/3786

Strategy
AAVE/USDT/15/VWMA/EMA/3786
Pair
AAVE_USDT
Interval
15m
Score
360451
Daily Profit
0.293073
Profit Factor
1.341895
Profitability
68.800000
Streak
4.934578
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 00:10
Expiration Time
2025-12-19 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76322.0176 41859.6133 34462.4043 72216.3242 45094.1147 27122.2095
Total P&L (%) 76.322 41.8596 34.4624 72.2163 45.0941 27.1222
Avg Daily Profit (%) 0.2931 0.1607 0.1323 0.209 0.143 0.0922
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35624 -44417 -22423 -38978 -51598 -35427
Profit Factor 1.3419 1.3532 1.3291 1.2534 1.3133 1.1924
Total Trades 125 63 62 125 63 62
Winning Trades 86 47 39 86 47 39
Losing Trades 39 16 23 39 16 23
Profitability (%) 68.8 74.6032 62.9032 68.8 74.6032 62.9032
Ratio Avg Win / Avg Loss 0.6085 0.4607 0.7838 0.5684 0.4471 0.7032
Largest Winning Trade 17377 17377 7339 15597 15597 10243
Largest Losing Trade -20872 -20872 -17165 -25353 -22541 -25353
Avg Bars in Trades 195 194 197 195 194 197
Avg Bars in Winners 104 94 117 104 94 117
Avg Bars in Losers 396 488 332 396 488 332
Bars Traded 24484 12262 12222 24484 12262 12222
Profit Streak 4.9346 8.3929 4.9346 4.9346 8.3929 4.9346
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360451 -139361 -173727 315109 -148702 -237105
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737198900000,
    "first_datapoint_time": 1737423000000,
    "last_datapoint_time": 1759698000000,
    "evaluation_time": 1759698647567,
    "expiration_time": 1766178000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 250,
            "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": [
        [
            76322.0175856291,
            41859.6132985362,
            34462.4042870928,
            72216.324217014,
            45094.1146783447,
            27122.2095386693
        ],
        [
            76.322018,
            41.859613,
            34.462404,
            72.216324,
            45.094115,
            27.12221
        ],
        [
            0.293073,
            0.160739,
            0.132334,
            0.208951,
            0.14303,
            0.092193
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35624,
            -44417,
            -22423,
            -38978,
            -51598,
            -35427
        ],
        [
            1.341895,
            1.353168,
            1.329135,
            1.253445,
            1.313297,
            1.19235
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            68.8,
            74.603175,
            62.903226,
            68.8,
            74.603175,
            62.903226
        ],
        [
            0.608534,
            0.460653,
            0.783849,
            0.568423,
            0.44708,
            0.703181
        ],
        [
            17377,
            17377,
            7339,
            15597,
            15597,
            10243
        ],
        [
            -20872,
            -20872,
            -17165,
            -25353,
            -22541,
            -25353
        ],
        [
            195,
            194,
            197,
            195,
            194,
            197
        ],
        [
            104,
            94,
            117,
            104,
            94,
            117
        ],
        [
            396,
            488,
            332,
            396,
            488,
            332
        ],
        [
            24484,
            12262,
            12222,
            24484,
            12262,
            12222
        ],
        [
            4.934578,
            8.392912,
            4.934578,
            4.934578,
            8.392912,
            4.934578
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360451,
            -139361,
            -173727,
            315109,
            -148702,
            -237105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737198900000,
    "first_datapoint_time": 1737423000000,
    "last_datapoint_time": 1759698000000,
    "evaluation_time": 1759698647567,
    "expiration_time": 1766178000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 250,
            "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)