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Trade: PENDLE/USDT/15/VWAP/RMA/5633

Strategy
PENDLE/USDT/15/VWAP/RMA/5633
Pair
PENDLE_USDT
Interval
15m
Score
301879
Daily Profit
0.348273
Profit Factor
1.281453
Profitability
68.844221
Streak
4.961088
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 02:03
Expiration Time
2025-12-16 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90697.3039 69884.1566 20813.1473 74268.0728 97880.5862 -23612.5134
Total P&L (%) 90.6973 69.8842 20.8131 74.2681 97.8806 -23.6125
Avg Daily Profit (%) 0.3483 0.2684 0.0799 0.2135 0.2624 -0.1034
Buy And Hold Return (%) 24.3757 24.3757 24.3757 24.3757 24.3757 24.3757
Max Trade Drawdown -54924 -21665 -40256 -148612 -42163 -119931
Profit Factor 1.2815 1.465 1.121 1.1338 1.438 0.9288
Total Trades 199 99 100 199 99 100
Winning Trades 137 69 68 137 69 68
Losing Trades 62 30 32 62 30 32
Profitability (%) 68.8442 69.697 68 68.8442 69.697 68
Ratio Avg Win / Avg Loss 0.5799 0.637 0.5275 0.5131 0.6252 0.4371
Largest Winning Trade 15197 15197 12267 27588 14346 27588
Largest Losing Trade -35942 -19294 -35942 -109925 -37692 -109925
Avg Bars in Trades 124 117 131 124 117 131
Avg Bars in Winners 64 62 67 64 62 67
Avg Bars in Losers 255 244 266 255 244 266
Bars Traded 24749 11633 13116 24749 11633 13116
Profit Streak 4.9611 4.9611 10.9611 4.9611 4.9611 10.9611
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301879 224195 -339054 -66687 253176 -578755
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736860500000,
    "first_datapoint_time": 1736947800000,
    "last_datapoint_time": 1759359600000,
    "evaluation_time": 1759359838031,
    "expiration_time": 1765839600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 98,
            "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": [
        [
            90697.3038671668,
            69884.1565591947,
            20813.1473079722,
            74268.0728175298,
            97880.5861831401,
            -23612.5133656101
        ],
        [
            90.697304,
            69.884157,
            20.813147,
            74.268073,
            97.880586,
            -23.612513
        ],
        [
            0.348273,
            0.268352,
            0.079921,
            0.213508,
            0.262418,
            -0.103376
        ],
        [
            24.37565,
            24.37565,
            24.37565,
            24.37565,
            24.37565,
            24.37565
        ],
        [
            -54924,
            -21665,
            -40256,
            -148612,
            -42163,
            -119931
        ],
        [
            1.281453,
            1.465,
            1.121036,
            1.133796,
            1.437971,
            0.928792
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            68.844221,
            69.69697,
            68,
            68.844221,
            69.69697,
            68
        ],
        [
            0.579928,
            0.636957,
            0.527546,
            0.513105,
            0.625205,
            0.437079
        ],
        [
            15197,
            15197,
            12267,
            27588,
            14346,
            27588
        ],
        [
            -35942,
            -19294,
            -35942,
            -109925,
            -37692,
            -109925
        ],
        [
            124,
            117,
            131,
            124,
            117,
            131
        ],
        [
            64,
            62,
            67,
            64,
            62,
            67
        ],
        [
            255,
            244,
            266,
            255,
            244,
            266
        ],
        [
            24749,
            11633,
            13116,
            24749,
            11633,
            13116
        ],
        [
            4.961088,
            4.961088,
            10.961088,
            4.961088,
            4.961088,
            10.961088
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301879,
            224195,
            -339054,
            -66687,
            253176,
            -578755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736860500000,
    "first_datapoint_time": 1736947800000,
    "last_datapoint_time": 1759359600000,
    "evaluation_time": 1759359838031,
    "expiration_time": 1765839600000,
    "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": 98,
            "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)