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Trade: PENDLE/USDT/15/LINREG/SWMA/4362

Strategy
PENDLE/USDT/15/LINREG/SWMA/4362
Pair
PENDLE_USDT
Interval
15m
Score
393268
Daily Profit
0.540743
Profit Factor
1.372482
Profitability
71.052632
Streak
2.655363
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 06:13
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140820.2841 96802.7255 44017.5586 171312.5166 142152.8919 29159.6247
Total P&L (%) 140.8203 96.8027 44.0176 171.3125 142.1529 29.1596
Avg Daily Profit (%) 0.5407 0.3717 0.169 0.384 0.3402 0.0983
Buy And Hold Return (%) 16.9349 16.9349 16.9349 16.9349 16.9349 16.9349
Max Trade Drawdown -48191 -23990 -64765 -141965 -72170 -176335
Profit Factor 1.3725 1.5388 1.2219 1.1779 1.3083 1.0581
Total Trades 228 114 114 228 114 114
Winning Trades 162 82 80 162 82 80
Losing Trades 66 32 34 66 32 34
Profitability (%) 71.0526 71.9298 70.1754 71.0526 71.9298 70.1754
Ratio Avg Win / Avg Loss 0.5592 0.6005 0.5193 0.4799 0.5106 0.4497
Largest Winning Trade 11916 11916 11895 21346 21346 19468
Largest Losing Trade -39023 -18099 -39023 -113101 -48340 -113101
Avg Bars in Trades 108 106 109 108 106 109
Avg Bars in Winners 61 58 64 61 58 64
Avg Bars in Losers 223 230 217 223 230 217
Bars Traded 24679 12177 12502 24679 12177 12502
Profit Streak 2.6554 2.6554 6.7387 2.6554 2.6554 6.7387
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393268 292047 152485 -15778 262437 -226351

Evaluation Data

{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856423373,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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": [
        [
            140820.2841040283,
            96802.7255431746,
            44017.5585608537,
            171312.5165998201,
            142152.891918092,
            29159.624681728
        ],
        [
            140.820284,
            96.802726,
            44.017559,
            171.312517,
            142.152892,
            29.159625
        ],
        [
            0.540743,
            0.371718,
            0.169025,
            0.384001,
            0.340182,
            0.098305
        ],
        [
            16.934903,
            16.934903,
            16.934903,
            16.934903,
            16.934903,
            16.934903
        ],
        [
            -48191,
            -23990,
            -64765,
            -141965,
            -72170,
            -176335
        ],
        [
            1.372482,
            1.538841,
            1.221852,
            1.177901,
            1.308302,
            1.058101
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            162,
            82,
            80,
            162,
            82,
            80
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            71.052632,
            71.929825,
            70.175439,
            71.052632,
            71.929825,
            70.175439
        ],
        [
            0.559159,
            0.600523,
            0.519287,
            0.479886,
            0.510557,
            0.449693
        ],
        [
            11916,
            11916,
            11895,
            21346,
            21346,
            19468
        ],
        [
            -39023,
            -18099,
            -39023,
            -113101,
            -48340,
            -113101
        ],
        [
            108,
            106,
            109,
            108,
            106,
            109
        ],
        [
            61,
            58,
            64,
            61,
            58,
            64
        ],
        [
            223,
            230,
            217,
            223,
            230,
            217
        ],
        [
            24679,
            12177,
            12502,
            24679,
            12177,
            12502
        ],
        [
            2.655363,
            2.655363,
            6.738696,
            2.655363,
            2.655363,
            6.738696
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393268,
            292047,
            152485,
            -15778,
            262437,
            -226351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856423373,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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)