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Trade: PENDLE/USDT/15/VWAP/RMA/2497

Strategy
PENDLE/USDT/15/VWAP/RMA/2497
Pair
PENDLE_USDT
Interval
15m
Score
433371
Daily Profit
0.587258
Profit Factor
1.201057
Profitability
51.366906
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 11:01
Expiration Time
2025-12-17 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 152933.7894 110496.7924 42436.9969 204052.9968 200499.483 3553.5139
Total P&L (%) 152.9338 110.4968 42.437 204.053 200.4995 3.5535
Avg Daily Profit (%) 0.5873 0.4243 0.163 0.4279 0.4234 0.0134
Buy And Hold Return (%) 26.2616 26.2616 26.2616 26.2616 26.2616 26.2616
Max Trade Drawdown -51864 -39224 -39901 -120420 -71114 -114129
Profit Factor 1.2011 1.3081 1.1056 1.1146 1.2415 1.0037
Total Trades 695 347 348 695 347 348
Winning Trades 357 182 175 357 182 175
Losing Trades 338 165 173 338 165 173
Profitability (%) 51.3669 52.4496 50.2874 51.3669 52.4496 50.2874
Ratio Avg Win / Avg Loss 1.1371 1.1859 1.0929 1.0553 1.1255 0.9923
Largest Winning Trade 20230 20230 16483 43250 43250 29987
Largest Losing Trade -11508 -11472 -11508 -36107 -27146 -36107
Avg Bars in Trades 35 31 39 35 31 39
Avg Bars in Winners 34 30 38 34 30 38
Avg Bars in Losers 37 32 41 37 32 41
Bars Traded 24909 11047 13862 24909 11047 13862
Profit Streak 0 2.8344 0 0 2.8344 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433371 234394 -106652 -82499 292820 -558881
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736978400000,
    "first_datapoint_time": 1737000900000,
    "last_datapoint_time": 1759477500000,
    "evaluation_time": 1759478496271,
    "expiration_time": 1765957500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 26,
            "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": [
        [
            152933.7893748085,
            110496.7924292754,
            42436.996945533,
            204052.996818486,
            200499.4829661088,
            3553.5138523769
        ],
        [
            152.933789,
            110.496792,
            42.436997,
            204.052997,
            200.499483,
            3.553514
        ],
        [
            0.587258,
            0.424302,
            0.162956,
            0.427928,
            0.423394,
            0.013409
        ],
        [
            26.261586,
            26.261586,
            26.261586,
            26.261586,
            26.261586,
            26.261586
        ],
        [
            -51864,
            -39224,
            -39901,
            -120420,
            -71114,
            -114129
        ],
        [
            1.201057,
            1.308113,
            1.105558,
            1.114588,
            1.241511,
            1.003738
        ],
        [
            695,
            347,
            348,
            695,
            347,
            348
        ],
        [
            357,
            182,
            175,
            357,
            182,
            175
        ],
        [
            338,
            165,
            173,
            338,
            165,
            173
        ],
        [
            51.366906,
            52.449568,
            50.287356,
            51.366906,
            52.449568,
            50.287356
        ],
        [
            1.137135,
            1.185927,
            1.092923,
            1.055268,
            1.125545,
            0.992267
        ],
        [
            20230,
            20230,
            16483,
            43250,
            43250,
            29987
        ],
        [
            -11508,
            -11472,
            -11508,
            -36107,
            -27146,
            -36107
        ],
        [
            35,
            31,
            39,
            35,
            31,
            39
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            37,
            32,
            41,
            37,
            32,
            41
        ],
        [
            24909,
            11047,
            13862,
            24909,
            11047,
            13862
        ],
        [
            0,
            2.834447,
            0,
            0,
            2.834448,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433371,
            234394,
            -106652,
            -82499,
            292820,
            -558881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736978400000,
    "first_datapoint_time": 1737000900000,
    "last_datapoint_time": 1759477500000,
    "evaluation_time": 1759478496271,
    "expiration_time": 1765957500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 26,
            "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)