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Trade: PENDLE/USDT/15/VWAP/RMA/7946

Strategy
PENDLE/USDT/15/VWAP/RMA/7946
Pair
PENDLE_USDT
Interval
15m
Score
343502
Daily Profit
0.344357
Profit Factor
1.291757
Profitability
70.142180
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 19:52
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 89677.4458 71255.2013 18422.2445 77262.2818 109173.3028 -31911.021
Total P&L (%) 89.6774 71.2552 18.4222 77.2623 109.1733 -31.911
Avg Daily Profit (%) 0.3444 0.2736 0.0707 0.2201 0.2838 -0.1475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52926 -21629 -39341 -146274 -39591 -119313
Profit Factor 1.2918 1.5192 1.1083 1.1331 1.4809 0.9097
Total Trades 211 105 106 211 105 106
Winning Trades 148 74 74 148 74 74
Losing Trades 63 31 32 63 31 32
Profitability (%) 70.1422 70.4762 69.8113 70.1422 70.4762 69.8113
Ratio Avg Win / Avg Loss 0.5499 0.6364 0.4793 0.4824 0.6204 0.3934
Largest Winning Trade 15984 15984 11834 20493 17015 20493
Largest Losing Trade -35942 -17914 -35942 -111379 -35706 -111379
Avg Bars in Trades 114 106 121 114 106 121
Avg Bars in Winners 60 54 66 60 54 66
Avg Bars in Losers 239 231 248 239 231 248
Bars Traded 24096 11225 12871 24096 11225 12871
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 343502 333685 -208327 -65624 328383 -579599

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": 1736324100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758905560628,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 108,
            "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": [
        [
            89677.4458095225,
            71255.2013489074,
            18422.244460615,
            77262.2818261499,
            109173.3027862346,
            -31911.0209600847
        ],
        [
            89.677446,
            71.255201,
            18.422244,
            77.262282,
            109.173303,
            -31.911021
        ],
        [
            0.344357,
            0.273616,
            0.070741,
            0.220064,
            0.283788,
            -0.147482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52926,
            -21629,
            -39341,
            -146274,
            -39591,
            -119313
        ],
        [
            1.291757,
            1.519191,
            1.108285,
            1.133143,
            1.480864,
            0.909667
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            70.14218,
            70.47619,
            69.811321,
            70.14218,
            70.47619,
            69.811321
        ],
        [
            0.549869,
            0.636418,
            0.479258,
            0.482351,
            0.620362,
            0.393369
        ],
        [
            15984,
            15984,
            11834,
            20493,
            17015,
            20493
        ],
        [
            -35942,
            -17914,
            -35942,
            -111379,
            -35706,
            -111379
        ],
        [
            114,
            106,
            121,
            114,
            106,
            121
        ],
        [
            60,
            54,
            66,
            60,
            54,
            66
        ],
        [
            239,
            231,
            248,
            239,
            231,
            248
        ],
        [
            24096,
            11225,
            12871,
            24096,
            11225,
            12871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343502,
            333685,
            -208327,
            -65624,
            328383,
            -579599
        ]
    ]
}
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": 1736324100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758905560628,
    "expiration_time": 1765206900000,
    "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": 108,
            "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)