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Trade: PENDLE/USDT/15/VWMA/RMA/5317

Strategy
PENDLE/USDT/15/VWMA/RMA/5317
Pair
PENDLE_USDT
Interval
15m
Score
515470
Daily Profit
0.464155
Profit Factor
1.520828
Profitability
80.176211
Streak
11.911545
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 14:22
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 120875.2821 84759.3987 36115.8833 151235.9478 119353.2979 31882.65
Total P&L (%) 120.8753 84.7594 36.1159 151.2359 119.3533 31.8827
Avg Daily Profit (%) 0.4642 0.3255 0.1387 0.3544 0.3021 0.1063
Buy And Hold Return (%) 21.0343 21.0343 21.0343 21.0343 21.0343 21.0343
Max Trade Drawdown -48833 -34081 -35264 -80733 -56753 -89251
Profit Factor 1.5208 1.8482 1.2733 1.362 1.6865 1.1307
Total Trades 227 113 114 227 113 114
Winning Trades 182 91 91 182 91 91
Losing Trades 45 22 23 45 22 23
Profitability (%) 80.1762 80.531 79.8246 80.1762 80.531 79.8246
Ratio Avg Win / Avg Loss 0.376 0.4468 0.3218 0.3368 0.4077 0.2858
Largest Winning Trade 9369 9369 8446 12802 12802 11392
Largest Losing Trade -30321 -24108 -30321 -73041 -39750 -73041
Avg Bars in Trades 105 103 106 105 103 106
Avg Bars in Winners 46 46 46 46 46 46
Avg Bars in Losers 342 341 343 342 341 343
Bars Traded 23875 11721 12154 23875 11721 12154
Profit Streak 11.9115 16.6928 11.9115 11.9115 16.6928 11.9115
Trades During Streak 16 11 8 16 11 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515470 415780 -14207 476839 444589 -135331

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": 1736532900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758885757487,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 249,
            "offset": 91
        }
    }
}
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": [
        [
            120875.2820596484,
            84759.3987187489,
            36115.8833408997,
            151235.9478221244,
            119353.2978627233,
            31882.6499594009
        ],
        [
            120.875282,
            84.759399,
            36.115883,
            151.235948,
            119.353298,
            31.88265
        ],
        [
            0.464155,
            0.325472,
            0.138683,
            0.354371,
            0.302089,
            0.106324
        ],
        [
            21.034311,
            21.034311,
            21.034311,
            21.034311,
            21.034311,
            21.034311
        ],
        [
            -48833,
            -34081,
            -35264,
            -80733,
            -56753,
            -89251
        ],
        [
            1.520828,
            1.848156,
            1.273296,
            1.362043,
            1.686478,
            1.130738
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            80.176211,
            80.530973,
            79.824561,
            80.176211,
            80.530973,
            79.824561
        ],
        [
            0.376029,
            0.446807,
            0.321822,
            0.336769,
            0.40772,
            0.285791
        ],
        [
            9369,
            9369,
            8446,
            12802,
            12802,
            11392
        ],
        [
            -30321,
            -24108,
            -30321,
            -73041,
            -39750,
            -73041
        ],
        [
            105,
            103,
            106,
            105,
            103,
            106
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            342,
            341,
            343,
            342,
            341,
            343
        ],
        [
            23875,
            11721,
            12154,
            23875,
            11721,
            12154
        ],
        [
            11.911545,
            16.692795,
            11.911545,
            11.911545,
            16.692795,
            11.911545
        ],
        [
            16,
            11,
            8,
            16,
            11,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515470,
            415780,
            -14207,
            476839,
            444589,
            -135331
        ]
    ]
}
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": 1736532900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758885757487,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 249,
            "offset": 91
        }
    }
}

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)