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Trade: PENDLE/USDT/15/SMA/SSF/9005

Strategy
PENDLE/USDT/15/SMA/SSF/9005
Pair
PENDLE_USDT
Interval
15m
Score
375404
Daily Profit
0.619998
Profit Factor
1.395553
Profitability
65.612648
Streak
2.369972
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 12:37
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 161459.9145 106727.7743 54732.1403 226699.4635 246814.3808 -20114.9173
Total P&L (%) 161.4599 106.7278 54.7321 226.6995 246.8144 -20.1149
Avg Daily Profit (%) 0.62 0.4098 0.2102 0.4556 0.4787 -0.0862
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81454 -47331 -57287 -512954 -290601 -311626
Profit Factor 1.3956 1.5107 1.2748 1.1244 1.269 0.9778
Total Trades 253 126 127 253 126 127
Winning Trades 166 83 83 166 83 83
Losing Trades 87 43 44 87 43 44
Profitability (%) 65.6126 65.873 65.3543 65.6126 65.873 65.3543
Ratio Avg Win / Avg Loss 0.7314 0.7826 0.6758 0.5893 0.6574 0.5183
Largest Winning Trade 15000 15000 11180 51771 51771 49653
Largest Losing Trade -39572 -16173 -39572 -201042 -77917 -201042
Avg Bars in Trades 97 95 99 97 95 99
Avg Bars in Winners 64 64 64 64 64 64
Avg Bars in Losers 160 154 166 160 154 166
Bars Traded 24713 12016 12697 24713 12016 12697
Profit Streak 2.37 0 7.12 2.37 0 7.12
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375404 344214 248361 -75294 312225 -578832

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": 1736305200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758879465620,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            161459.91450712,
            106727.7742525159,
            54732.140254604,
            226699.4634653099,
            246814.3808023657,
            -20114.9173370557
        ],
        [
            161.459915,
            106.727774,
            54.73214,
            226.699463,
            246.814381,
            -20.114917
        ],
        [
            0.619998,
            0.409829,
            0.210169,
            0.455635,
            0.478686,
            -0.086201
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81454,
            -47331,
            -57287,
            -512954,
            -290601,
            -311626
        ],
        [
            1.395553,
            1.510678,
            1.274766,
            1.124434,
            1.268966,
            0.977754
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            65.612648,
            65.873016,
            65.354331,
            65.612648,
            65.873016,
            65.354331
        ],
        [
            0.731404,
            0.78264,
            0.67578,
            0.589312,
            0.657416,
            0.518327
        ],
        [
            15000,
            15000,
            11180,
            51771,
            51771,
            49653
        ],
        [
            -39572,
            -16173,
            -39572,
            -201042,
            -77917,
            -201042
        ],
        [
            97,
            95,
            99,
            97,
            95,
            99
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            160,
            154,
            166,
            160,
            154,
            166
        ],
        [
            24713,
            12016,
            12697,
            24713,
            12016,
            12697
        ],
        [
            2.369972,
            0,
            7.119972,
            2.369972,
            0,
            7.119972
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375404,
            344214,
            248361,
            -75294,
            312225,
            -578832
        ]
    ]
}
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": 1736305200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758879465620,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 2
        }
    }
}

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)