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Trade: PENDLE/USDT/15/SSF/RMA/2910

Strategy
PENDLE/USDT/15/SSF/RMA/2910
Pair
PENDLE_USDT
Interval
15m
Score
504151
Daily Profit
0.529741
Profit Factor
1.778263
Profitability
74.226804
Streak
6.582947
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 02:44
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 137955.0463 93565.4894 44389.5569 199572.4337 200706.0879 -1133.6542
Total P&L (%) 137.955 93.5655 44.3896 199.5724 200.7061 -1.1337
Avg Daily Profit (%) 0.5297 0.3593 0.1705 0.4222 0.4237 -0.0044
Buy And Hold Return (%) 13.4997 13.4997 13.4997 13.4997 13.4997 13.4997
Max Trade Drawdown -43863 -26011 -38189 -196341 -42263 -183369
Profit Factor 1.7783 2.7083 1.3624 1.4064 2.7148 0.997
Total Trades 97 48 49 97 48 49
Winning Trades 72 36 36 72 36 36
Losing Trades 25 12 13 25 12 13
Profitability (%) 74.2268 75 73.4694 74.2268 75 73.4694
Ratio Avg Win / Avg Loss 0.6175 0.9028 0.492 0.4883 0.9049 0.36
Largest Winning Trade 17104 17104 16989 37038 19531 37038
Largest Losing Trade -36429 -14615 -36429 -171849 -41917 -171849
Avg Bars in Trades 245 243 247 245 243 247
Avg Bars in Winners 186 196 176 186 196 176
Avg Bars in Losers 415 383 445 415 383 445
Bars Traded 23823 11689 12134 23823 11689 12134
Profit Streak 6.5829 0 12.1663 6.5829 0 12.1663
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504151 477355 221059 416095 499265 -577949

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": 1736387100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758930266607,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 200,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "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": [
        [
            137955.0462925301,
            93565.4893970948,
            44389.5568954354,
            199572.4337175229,
            200706.0879059975,
            -1133.6541884748
        ],
        [
            137.955046,
            93.565489,
            44.389557,
            199.572434,
            200.706088,
            -1.133654
        ],
        [
            0.529741,
            0.359287,
            0.170454,
            0.422203,
            0.423659,
            -0.004378
        ],
        [
            13.49965,
            13.49965,
            13.49965,
            13.49965,
            13.49965,
            13.49965
        ],
        [
            -43863,
            -26011,
            -38189,
            -196341,
            -42263,
            -183369
        ],
        [
            1.778263,
            2.708342,
            1.362392,
            1.406439,
            2.714761,
            0.996969
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            74.226804,
            75,
            73.469388,
            74.226804,
            75,
            73.469388
        ],
        [
            0.617453,
            0.902781,
            0.491975,
            0.488347,
            0.90492,
            0.360016
        ],
        [
            17104,
            17104,
            16989,
            37038,
            19531,
            37038
        ],
        [
            -36429,
            -14615,
            -36429,
            -171849,
            -41917,
            -171849
        ],
        [
            245,
            243,
            247,
            245,
            243,
            247
        ],
        [
            186,
            196,
            176,
            186,
            196,
            176
        ],
        [
            415,
            383,
            445,
            415,
            383,
            445
        ],
        [
            23823,
            11689,
            12134,
            23823,
            11689,
            12134
        ],
        [
            6.582947,
            0,
            12.16628,
            6.582947,
            0,
            12.16628
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504151,
            477355,
            221059,
            416095,
            499265,
            -577949
        ]
    ]
}
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": 1736387100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758930266607,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 200,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "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)