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Trade: PENDLE/USDT/15/TEMA/VWAP/2291

Strategy
PENDLE/USDT/15/TEMA/VWAP/2291
Pair
PENDLE_USDT
Interval
15m
Score
320948
Daily Profit
0.451646
Profit Factor
1.265084
Profitability
66.339869
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 16:16
Expiration Time
2025-12-17 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117617.7693 87357.177 30260.5922 113590.9535 126917.2435 -13326.29
Total P&L (%) 117.6178 87.3572 30.2606 113.591 126.9172 -13.3263
Avg Daily Profit (%) 0.4516 0.3354 0.1162 0.2918 0.3151 -0.0549
Buy And Hold Return (%) 23.7914 23.7914 23.7914 23.7914 23.7914 23.7914
Max Trade Drawdown -69236 -36318 -55025 -223127 -118189 -150319
Profit Factor 1.2651 1.4086 1.1316 1.1043 1.2429 0.9765
Total Trades 306 153 153 306 153 153
Winning Trades 203 107 96 203 107 96
Losing Trades 103 46 57 103 46 57
Profitability (%) 66.3399 69.9346 62.7451 66.3399 69.9346 62.7451
Ratio Avg Win / Avg Loss 0.6419 0.6056 0.6719 0.5603 0.5343 0.5798
Largest Winning Trade 13559 13559 8863 24400 24400 20673
Largest Losing Trade -38987 -16557 -38987 -105872 -45972 -105872
Avg Bars in Trades 80 80 81 80 80 81
Avg Bars in Winners 46 43 49 46 43 49
Avg Bars in Losers 148 165 135 148 165 135
Bars Traded 24761 12292 12469 24761 12292 12469
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320948 244092 -195956 -98304 251922 -580275
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736997300000,
    "first_datapoint_time": 1737087300000,
    "last_datapoint_time": 1759496400000,
    "evaluation_time": 1759497387366,
    "expiration_time": 1765976400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 100
        }
    }
}
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": [
        [
            117617.7692840527,
            87357.1770344054,
            30260.5922496471,
            113590.9534564899,
            126917.2434998964,
            -13326.2900434064
        ],
        [
            117.617769,
            87.357177,
            30.260592,
            113.590953,
            126.917243,
            -13.32629
        ],
        [
            0.451646,
            0.335447,
            0.116199,
            0.291836,
            0.315147,
            -0.054904
        ],
        [
            23.791445,
            23.791445,
            23.791445,
            23.791445,
            23.791445,
            23.791445
        ],
        [
            -69236,
            -36318,
            -55025,
            -223127,
            -118189,
            -150319
        ],
        [
            1.265084,
            1.408581,
            1.131629,
            1.104268,
            1.242874,
            0.976491
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            203,
            107,
            96,
            203,
            107,
            96
        ],
        [
            103,
            46,
            57,
            103,
            46,
            57
        ],
        [
            66.339869,
            69.934641,
            62.745098,
            66.339869,
            69.934641,
            62.745098
        ],
        [
            0.64189,
            0.605558,
            0.671905,
            0.560293,
            0.53432,
            0.579791
        ],
        [
            13559,
            13559,
            8863,
            24400,
            24400,
            20673
        ],
        [
            -38987,
            -16557,
            -38987,
            -105872,
            -45972,
            -105872
        ],
        [
            80,
            80,
            81,
            80,
            80,
            81
        ],
        [
            46,
            43,
            49,
            46,
            43,
            49
        ],
        [
            148,
            165,
            135,
            148,
            165,
            135
        ],
        [
            24761,
            12292,
            12469,
            24761,
            12292,
            12469
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320948,
            244092,
            -195956,
            -98304,
            251922,
            -580275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736997300000,
    "first_datapoint_time": 1737087300000,
    "last_datapoint_time": 1759496400000,
    "evaluation_time": 1759497387366,
    "expiration_time": 1765976400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 100
        }
    }
}

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)