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Trade: PENDLE/USDT/15/VWMA/DCM/3757

Strategy
PENDLE/USDT/15/VWMA/DCM/3757
Pair
PENDLE_USDT
Interval
15m
Score
334149
Daily Profit
0.407764
Profit Factor
1.359591
Profitability
69.938650
Streak
4.658221
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 03:17
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 106189.837 76870.0886 29319.7484 102242.4145 83002.2766 19240.1379
Total P&L (%) 106.1898 76.8701 29.3197 102.2424 83.0023 19.2401
Avg Daily Profit (%) 0.4078 0.2952 0.1126 0.2708 0.2323 0.0676
Buy And Hold Return (%) 21.2453 21.2453 21.2453 21.2453 21.2453 21.2453
Max Trade Drawdown -59185 -38448 -51703 -76478 -44059 -76584
Profit Factor 1.3596 1.5828 1.1794 1.2739 1.5363 1.088
Total Trades 163 81 82 163 81 82
Winning Trades 114 56 58 114 56 58
Losing Trades 49 25 24 49 25 24
Profitability (%) 69.9387 69.1358 70.7317 69.9387 69.1358 70.7317
Ratio Avg Win / Avg Loss 0.5844 0.7066 0.488 0.5475 0.6858 0.4502
Largest Winning Trade 14000 14000 9874 18039 11896 18039
Largest Losing Trade -35170 -16381 -35170 -75935 -29442 -75935
Avg Bars in Trades 149 147 151 149 147 151
Avg Bars in Winners 94 85 102 94 85 102
Avg Bars in Losers 277 285 269 277 285 269
Bars Traded 24389 11951 12438 24389 11951 12438
Profit Streak 4.6582 0 13.5332 4.6582 0 13.5332
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334149 -4577 -116856 267206 -5141 -395623
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": 1736480700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759018670322,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "offset": 81
        }
    }
}
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": [
        [
            106189.8370303088,
            76870.0886379158,
            29319.748392393,
            102242.414534094,
            83002.2766262538,
            19240.13790784
        ],
        [
            106.189837,
            76.870089,
            29.319748,
            102.242415,
            83.002277,
            19.240138
        ],
        [
            0.407764,
            0.295177,
            0.112586,
            0.270813,
            0.232329,
            0.067594
        ],
        [
            21.24533,
            21.24533,
            21.24533,
            21.24533,
            21.24533,
            21.24533
        ],
        [
            -59185,
            -38448,
            -51703,
            -76478,
            -44059,
            -76584
        ],
        [
            1.359591,
            1.582766,
            1.179434,
            1.273871,
            1.536276,
            1.088036
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            114,
            56,
            58,
            114,
            56,
            58
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            69.93865,
            69.135802,
            70.731707,
            69.93865,
            69.135802,
            70.731707
        ],
        [
            0.584386,
            0.706592,
            0.488042,
            0.547541,
            0.685837,
            0.450222
        ],
        [
            14000,
            14000,
            9874,
            18039,
            11896,
            18039
        ],
        [
            -35170,
            -16381,
            -35170,
            -75935,
            -29442,
            -75935
        ],
        [
            149,
            147,
            151,
            149,
            147,
            151
        ],
        [
            94,
            85,
            102,
            94,
            85,
            102
        ],
        [
            277,
            285,
            269,
            277,
            285,
            269
        ],
        [
            24389,
            11951,
            12438,
            24389,
            11951,
            12438
        ],
        [
            4.658221,
            0,
            13.533221,
            4.658221,
            0,
            13.533221
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334149,
            -4577,
            -116856,
            267206,
            -5141,
            -395623
        ]
    ]
}
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": 1736480700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759018670322,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "offset": 81
        }
    }
}

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)