Aave (AAVE) Backtest
Walk-forward validated backtest results for Aave. The model is trained on historical data and tested exclusively on unseen future data.
Model 2.5.8.3
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1 Walk-Forward Fold
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Apr 2024 – Apr 2026
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$93.4500 (-16.40%)
Aave (AAVE) is the governance token of the Aave protocol, one of the largest decentralized lending platforms in DeFi. Users can lend and borrow cryptocurrency without intermediaries. AAVE price is closely tied to DeFi activity, total value locked, and Ethereum ecosystem health. Its strong correlation with ETH combined with DeFi-specific catalysts creates trading opportunities that our model captures through multi-feature analysis.
Performance Overview
Key risk-adjusted metrics from the walk-forward backtest. Sharpe above 3.0 is excellent; win rate above 75% demonstrates consistent signal quality.
Sharpe Ratio
13.93
Win Rate
79.4%
Max Drawdown
-6.2%
Total Trades
417
Sortino Ratio
16.25
Profit Factor
53.44
Exposure
37.4%
Beats B&H
1/1
Equity Curve
Cumulative portfolio growth on a logarithmic scale. Each fold starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.
Regime Breakdown
Performance segmented by market condition. The model adapts entry thresholds, position sizing, and exit timing to each regime. Consistent profitability across all regimes demonstrates true robustness.
| Regime | Trades | Win Rate | Avg PnL | Profit Factor | Avg Bars |
|---|---|---|---|---|---|
| BUBBLE | 113 | 82.3% | +4.88% | 45.06 | 13.6 |
| BULL | 55 | 89.1% | +6.37% | 74.24 | 24.7 |
| SIDEWAYS | 204 | 72.1% | +3.16% | 45.45 | 13.9 |
| BEAR | 45 | 91.1% | +4.09% | 153.24 | 17.0 |
Trade Log
Most recent 50 trades from the walk-forward backtest (Jan 2026 – Apr 2026).
Compound Return
+176.8%
Win Rate
90.0%
45W / 5L
Max Drawdown
-0.2%
€10,000 Invested
€27,682
2.8x return
Based on last 50 trades, compounded sequentially. Past performance does not guarantee future returns.
| Entry | Exit | Entry Price | Exit Price | PnL | Regime | Bars | Exit Reason |
|---|---|---|---|---|---|---|---|
| 13 Apr 2026 21:00 | 13 Apr 2026 22:00 | $97.33 | $101.12 | +3.79% | BEAR | 2 | signal |
| 12 Apr 2026 15:00 | 13 Apr 2026 08:00 | $89.25 | $95.73 | +7.11% | BEAR | 18 | trail |
| 11 Apr 2026 12:00 | 11 Apr 2026 18:00 | $92.04 | $94.78 | +2.87% | BEAR | 7 | exit_fp |
| 10 Apr 2026 01:00 | 10 Apr 2026 23:00 | $90.33 | $93.67 | +3.55% | BEAR | 23 | trail |
| 07 Apr 2026 17:00 | 07 Apr 2026 22:00 | $87.72 | $95.17 | +8.38% | BEAR | 6 | exit_fp |
| 07 Apr 2026 02:00 | 07 Apr 2026 04:00 | $92.73 | $93.11 | +0.31% | BEAR | 3 | signal |
| 05 Apr 2026 12:00 | 06 Apr 2026 09:00 | $91.33 | $97.06 | +6.17% | BEAR | 22 | exit_fp |
| 31 Mar 2026 10:00 | 01 Apr 2026 00:00 | $95.80 | $98.20 | +2.40% | BEAR | 15 | signal |
| 29 Mar 2026 18:00 | 30 Mar 2026 17:00 | $95.20 | $97.68 | +2.46% | BEAR | 24 | trail |
| 24 Mar 2026 13:00 | 25 Mar 2026 10:00 | $109.11 | $114.82 | +5.13% | BEAR | 22 | exit_fp |
| 22 Mar 2026 20:00 | 24 Mar 2026 00:00 | $106.09 | $109.84 | +3.39% | BEAR | 29 | trail |
| 20 Mar 2026 15:00 | 20 Mar 2026 15:00 | $110.12 | $110.12 | -0.10% | BEAR | 1 | signal |
| 14 Mar 2026 10:00 | 16 Mar 2026 12:00 | $110.18 | $120.47 | +9.23% | BEAR | 51 | signal |
| 12 Mar 2026 03:00 | 13 Mar 2026 11:00 | $108.02 | $115.94 | +7.22% | BEAR | 33 | exit_fp |
| 09 Mar 2026 08:00 | 10 Mar 2026 14:00 | $106.54 | $114.11 | +7.00% | BEAR | 31 | exit_fp |
| 08 Mar 2026 18:00 | 08 Mar 2026 19:00 | $106.09 | $107.22 | +0.96% | BEAR | 2 | signal |
| 05 Mar 2026 08:00 | 05 Mar 2026 10:00 | $115.82 | $118.27 | +2.01% | BEAR | 3 | signal |
| 03 Mar 2026 16:00 | 04 Mar 2026 15:00 | $110.41 | $118.11 | +6.87% | BEAR | 24 | exit_fp |
| 01 Mar 2026 17:00 | 02 Mar 2026 15:00 | $112.94 | $122.88 | +8.69% | BEAR | 23 | exit_fp |
| 28 Feb 2026 07:00 | 01 Mar 2026 01:00 | $106.95 | $115.85 | +8.21% | BEAR | 19 | exit_fp |
| 26 Feb 2026 17:00 | 27 Feb 2026 05:00 | $112.02 | $118.65 | +5.81% | BEAR | 13 | exit_fp |
| 24 Feb 2026 07:00 | 25 Feb 2026 11:00 | $112.88 | $116.44 | +3.01% | BEAR | 29 | trail |
| 23 Feb 2026 02:00 | 23 Feb 2026 09:00 | $112.69 | $117.80 | +4.43% | BEAR | 8 | exit_fp |
| 20 Feb 2026 14:00 | 21 Feb 2026 12:00 | $116.97 | $122.48 | +4.61% | BEAR | 23 | exit_fp |
| 19 Feb 2026 16:00 | 20 Feb 2026 00:00 | $122.23 | $125.90 | +2.90% | BEAR | 9 | exit_fp |
| 19 Feb 2026 01:00 | 19 Feb 2026 03:00 | $123.62 | $123.84 | +0.08% | BEAR | 3 | signal |
| 13 Feb 2026 04:00 | 14 Feb 2026 11:00 | $111.11 | $128.40 | +15.45% | BEAR | 32 | signal |
| 11 Feb 2026 07:00 | 12 Feb 2026 15:00 | $106.11 | $108.70 | +2.30% | BEAR | 33 | trail |
| 09 Feb 2026 09:00 | 09 Feb 2026 17:00 | $111.16 | $114.51 | +2.91% | BEAR | 9 | exit_fp |
| 06 Feb 2026 18:00 | 07 Feb 2026 02:00 | $113.34 | $113.80 | +0.31% | BEAR | 9 | signal |
| 06 Feb 2026 01:00 | 06 Feb 2026 05:00 | $105.79 | $107.36 | +1.38% | BEAR | 5 | exit_fp |
| 03 Feb 2026 18:00 | 03 Feb 2026 20:00 | $121.22 | $129.04 | +6.34% | BEAR | 3 | signal |
| 02 Feb 2026 11:00 | 02 Feb 2026 14:00 | $127.12 | $128.53 | +0.97% | BEAR | 4 | regime_exit |
| 01 Feb 2026 22:00 | 01 Feb 2026 22:00 | $125.45 | $125.45 | -0.10% | SIDEWAYS | 1 | signal |
| 31 Jan 2026 23:00 | 01 Feb 2026 00:00 | $129.05 | $129.97 | +0.57% | BEAR | 2 | regime_exit |
| 31 Jan 2026 09:00 | 31 Jan 2026 10:00 | $134.24 | $135.42 | +0.78% | SIDEWAYS | 2 | signal |
| 25 Jan 2026 20:00 | 28 Jan 2026 02:00 | $146.65 | $159.43 | +8.61% | SIDEWAYS | 55 | take_profit |
| 20 Jan 2026 22:00 | 21 Jan 2026 19:00 | $153.82 | $162.09 | +5.27% | SIDEWAYS | 22 | exit_fp |
| 19 Jan 2026 23:00 | 20 Jan 2026 00:00 | $163.96 | $163.54 | -0.36% | SIDEWAYS | 2 | signal |
| 19 Jan 2026 04:00 | 19 Jan 2026 08:00 | $163.08 | $163.53 | +0.18% | SIDEWAYS | 5 | signal |
| 18 Jan 2026 15:00 | 18 Jan 2026 15:00 | $174.56 | $174.56 | -0.10% | SIDEWAYS | 1 | signal |
| 16 Jan 2026 18:00 | 17 Jan 2026 00:00 | $171.88 | $175.54 | +2.03% | SIDEWAYS | 7 | signal |
| 16 Jan 2026 04:00 | 16 Jan 2026 05:00 | $170.57 | $171.96 | +0.71% | SIDEWAYS | 2 | signal |
| 14 Jan 2026 14:00 | 14 Jan 2026 15:00 | $176.75 | $177.46 | +0.30% | SIDEWAYS | 2 | signal |
| 12 Jan 2026 12:00 | 14 Jan 2026 01:00 | $164.79 | $178.79 | +8.39% | SIDEWAYS | 38 | exit_fp |
| 11 Jan 2026 23:00 | 11 Jan 2026 23:00 | $167.95 | $167.95 | -0.10% | SIDEWAYS | 1 | signal |
| 10 Jan 2026 05:00 | 11 Jan 2026 09:00 | $163.93 | $166.27 | +1.33% | SIDEWAYS | 29 | signal |
| 08 Jan 2026 23:00 | 09 Jan 2026 16:00 | $164.33 | $169.14 | +2.82% | SIDEWAYS | 18 | exit_fp |
| 08 Jan 2026 09:00 | 08 Jan 2026 10:00 | $163.87 | $165.38 | +0.82% | SIDEWAYS | 2 | signal |
| 06 Jan 2026 17:00 | 06 Jan 2026 21:00 | $168.17 | $174.68 | +3.77% | SIDEWAYS | 5 | exit_fp |
Start Trading Aave Smarter
These backtest results demonstrate what our model can do. Get real-time AAVE signals delivered to your Telegram with every entry, stop-loss, and take-profit.
79.4% Win Rate
Sharpe 13.93
417 Trades
Free Plan Available
