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Trade: PENDLE/USDT/15/SSF/KCB/8535

Strategy
PENDLE/USDT/15/SSF/KCB/8535
Pair
PENDLE_USDT
Interval
15m
Score
311095
Daily Profit
0.406099
Profit Factor
1.267195
Profitability
62.890625
Streak
3.123262
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 18:27
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 105756.3871 79649.8405 26106.5465 98076.6324 83918.8777 14157.7547
Total P&L (%) 105.7564 79.6498 26.1065 98.0766 83.9189 14.1578
Avg Daily Profit (%) 0.4061 0.3059 0.1002 0.2628 0.2343 0.0509
Buy And Hold Return (%) 14.8926 14.8926 14.8926 14.8926 14.8926 14.8926
Max Trade Drawdown -53358 -24303 -68098 -109495 -53708 -130255
Profit Factor 1.2672 1.4418 1.1211 1.1423 1.2598 1.0387
Total Trades 256 128 128 256 128 128
Winning Trades 161 81 80 161 81 80
Losing Trades 95 47 48 95 47 48
Profitability (%) 62.8906 63.2813 62.5 62.8906 63.2813 62.5
Ratio Avg Win / Avg Loss 0.7477 0.8366 0.6727 0.674 0.731 0.6232
Largest Winning Trade 14379 14379 13916 18417 18417 16293
Largest Losing Trade -30514 -17351 -30514 -56889 -33349 -56889
Avg Bars in Trades 95 94 96 95 94 96
Avg Bars in Winners 59 56 62 59 56 62
Avg Bars in Losers 156 160 152 156 160 152
Bars Traded 24471 12110 12361 24471 12110 12361
Profit Streak 3.1233 3.1233 8.9149 3.1233 3.1233 8.9149
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311095 208376 -155072 -56706 153174 -468861

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": 1736388000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758900449846,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 179,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            105756.3870791947,
            79649.8405330167,
            26106.5465461778,
            98076.6323698332,
            83918.8777064411,
            14157.7546633921
        ],
        [
            105.756387,
            79.649841,
            26.106547,
            98.076632,
            83.918878,
            14.157755
        ],
        [
            0.406099,
            0.305851,
            0.100248,
            0.262799,
            0.234252,
            0.050858
        ],
        [
            14.892613,
            14.892613,
            14.892613,
            14.892613,
            14.892613,
            14.892613
        ],
        [
            -53358,
            -24303,
            -68098,
            -109495,
            -53708,
            -130255
        ],
        [
            1.267195,
            1.441833,
            1.121126,
            1.142331,
            1.259784,
            1.038678
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            62.890625,
            63.28125,
            62.5,
            62.890625,
            63.28125,
            62.5
        ],
        [
            0.747724,
            0.836619,
            0.672676,
            0.674046,
            0.730986,
            0.623207
        ],
        [
            14379,
            14379,
            13916,
            18417,
            18417,
            16293
        ],
        [
            -30514,
            -17351,
            -30514,
            -56889,
            -33349,
            -56889
        ],
        [
            95,
            94,
            96,
            95,
            94,
            96
        ],
        [
            59,
            56,
            62,
            59,
            56,
            62
        ],
        [
            156,
            160,
            152,
            156,
            160,
            152
        ],
        [
            24471,
            12110,
            12361,
            24471,
            12110,
            12361
        ],
        [
            3.123262,
            3.123262,
            8.914929,
            3.123262,
            3.123262,
            8.914929
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311095,
            208376,
            -155072,
            -56706,
            153174,
            -468861
        ]
    ]
}
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": 1736388000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758900449846,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 179,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)