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Trade: PENDLE/USDT/15/SINWMA/RMA/4000

Strategy
PENDLE/USDT/15/SINWMA/RMA/4000
Pair
PENDLE_USDT
Interval
15m
Score
663400
Daily Profit
0.679053
Profit Factor
3.100811
Profitability
80.000000
Streak
8.740951
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 00:46
Expiration Time
2025-12-22 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 247426.9738 158675.7888 88751.185 722315.3902 482648.057 239667.3332
Total P&L (%) 247.427 158.6758 88.7512 722.3154 482.6481 239.6673
Avg Daily Profit (%) 0.9501 0.6093 0.3408 0.8123 0.6791 0.4707
Buy And Hold Return (%) 37.1199 37.1199 37.1199 37.1199 37.1199 37.1199
Max Trade Drawdown -50342 -31459 -23438 -106554 -81917 -127578
Profit Factor 2.9127 3.6529 2.2761 2.5414 3.1008 2.0034
Total Trades 60 30 30 60 30 30
Winning Trades 44 24 20 44 24 20
Losing Trades 16 6 10 16 6 10
Profitability (%) 73.3333 80 66.6667 73.3333 80 66.6667
Ratio Avg Win / Avg Loss 1.0592 0.9132 1.138 0.9242 0.7752 1.0017
Largest Winning Trade 30136 30136 27038 95271 95271 80221
Largest Losing Trade -31459 -31459 -18882 -96938 -77064 -96938
Avg Bars in Trades 407 396 418 407 396 418
Avg Bars in Winners 310 297 326 310 297 326
Avg Bars in Losers 673 793 602 673 793 602
Bars Traded 24461 11900 12561 24461 11900 12561
Profit Streak 8.741 8.741 30.8139 8.741 8.741 30.8139
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153168 602497 359367 -155031 663400 521510
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737459900000,
    "first_datapoint_time": 1737679500000,
    "last_datapoint_time": 1759959000000,
    "evaluation_time": 1759960018173,
    "expiration_time": 1766439000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 210,
            "offset": 35
        }
    }
}
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": [
        [
            247426.9738418743,
            158675.7888393801,
            88751.1850024944,
            722315.390208591,
            482648.0570478155,
            239667.3331607752
        ],
        [
            247.426974,
            158.675789,
            88.751185,
            722.31539,
            482.648057,
            239.667333
        ],
        [
            0.950107,
            0.609307,
            0.3408,
            0.812342,
            0.679053,
            0.470652
        ],
        [
            37.119908,
            37.119908,
            37.119908,
            37.119908,
            37.119908,
            37.119908
        ],
        [
            -50342,
            -31459,
            -23438,
            -106554,
            -81917,
            -127578
        ],
        [
            2.912665,
            3.652855,
            2.276092,
            2.541443,
            3.100811,
            2.003409
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            16,
            6,
            10,
            16,
            6,
            10
        ],
        [
            73.333333,
            80,
            66.666667,
            73.333333,
            80,
            66.666667
        ],
        [
            1.059151,
            0.913214,
            1.138046,
            0.924161,
            0.775203,
            1.001704
        ],
        [
            30136,
            30136,
            27038,
            95271,
            95271,
            80221
        ],
        [
            -31459,
            -31459,
            -18882,
            -96938,
            -77064,
            -96938
        ],
        [
            407,
            396,
            418,
            407,
            396,
            418
        ],
        [
            310,
            297,
            326,
            310,
            297,
            326
        ],
        [
            673,
            793,
            602,
            673,
            793,
            602
        ],
        [
            24461,
            11900,
            12561,
            24461,
            11900,
            12561
        ],
        [
            8.740951,
            8.740951,
            30.813868,
            8.740951,
            8.740951,
            30.813868
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153168,
            602497,
            359367,
            -155031,
            663400,
            521510
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737459900000,
    "first_datapoint_time": 1737679500000,
    "last_datapoint_time": 1759959000000,
    "evaluation_time": 1759960018173,
    "expiration_time": 1766439000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 210,
            "offset": 35
        }
    }
}

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)