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Trade: PENDLE/USDT/240/KCL/HWMA/1112

Strategy
PENDLE/USDT/240/KCL/HWMA/1112
Pair
PENDLE_USDT
Interval
4h
Score
354460
Daily Profit
0.327526
Profit Factor
2.144716
Profitability
48.275862
Streak
21.049744
Best Strategy
Training Data Length
814.330000
Evaluation Time
2025-09-28 00:11
Expiration Time
2025-10-24 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399729.9925 372875.7591 26854.2334 1109238.6709 1333611.8774 -224373.2064
Total P&L (%) 399.73 372.8758 26.8542 1109.2387 1333.6119 -224.3732
Avg Daily Profit (%) 0.4909 0.4579 0.033 0.3066 0.3275 0
Buy And Hold Return (%) 457.6174 457.6174 457.6174 457.6174 457.6174 457.6174
Max Trade Drawdown -90449 -46626 -43822 -1369669 -568120 -867259
Profit Factor 2.8109 4.1399 1.2633 1.4662 2.1447 0.8152
Total Trades 59 29 30 59 29 30
Winning Trades 26 14 12 26 14 12
Losing Trades 33 15 18 33 15 18
Profitability (%) 44.0678 48.2759 40 44.0678 48.2759 40
Ratio Avg Win / Avg Loss 3.5676 4.4356 1.895 1.8609 2.2979 1.2229
Largest Winning Trade 179974 179974 23056 806805 806805 199409
Largest Losing Trade -27312 -25448 -27312 -591352 -298112 -591352
Avg Bars in Trades 80 146 16 80 146 16
Avg Bars in Winners 129 219 24 129 219 24
Avg Bars in Losers 41 78 11 41 78 11
Bars Traded 4732 4242 489 4732 4242 489
Profit Streak 0 21.0497 0 0 21.0497 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 -332112 -148962 -317302 -174710 354460 -582769
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 4886,
    "evaluation_days": 814.33,
    "actual_first_datapoint_time": 1688371200000,
    "first_datapoint_time": 1689537600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759007497845,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10058,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            399729.9924719959,
            372875.7590836902,
            26854.2333883057,
            1109238.670915151,
            1333611.877361674,
            -224373.2064465233
        ],
        [
            399.729992,
            372.875759,
            26.854233,
            1109.238671,
            1333.611877,
            -224.373206
        ],
        [
            0.49087,
            0.457893,
            0.032977,
            0.306558,
            0.327526,
            0
        ],
        [
            457.617411,
            457.617411,
            457.617411,
            457.617411,
            457.617411,
            457.617411
        ],
        [
            -90449,
            -46626,
            -43822,
            -1369669,
            -568120,
            -867259
        ],
        [
            2.810867,
            4.139913,
            1.263313,
            1.466175,
            2.144716,
            0.815244
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            44.067797,
            48.275862,
            40,
            44.067797,
            48.275862,
            40
        ],
        [
            3.567639,
            4.435621,
            1.894969,
            1.860915,
            2.29791,
            1.222866
        ],
        [
            179974,
            179974,
            23056,
            806805,
            806805,
            199409
        ],
        [
            -27312,
            -25448,
            -27312,
            -591352,
            -298112,
            -591352
        ],
        [
            80,
            146,
            16,
            80,
            146,
            16
        ],
        [
            129,
            219,
            24,
            129,
            219,
            24
        ],
        [
            41,
            78,
            11,
            41,
            78,
            11
        ],
        [
            4732,
            4242,
            489,
            4732,
            4242,
            489
        ],
        [
            0,
            21.049744,
            0,
            0,
            21.049744,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -332112,
            -148962,
            -317302,
            -174710,
            354460,
            -582769
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 4886,
    "evaluation_days": 814.33,
    "actual_first_datapoint_time": 1688371200000,
    "first_datapoint_time": 1689537600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759007497845,
    "expiration_time": 1761307200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10058,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)