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Trade: PENDLE/USDT/240/VWMA/MIDPOINT/7866

Strategy
PENDLE/USDT/240/VWMA/MIDPOINT/7866
Pair
PENDLE_USDT
Interval
4h
Score
418167
Daily Profit
0.329520
Profit Factor
1.754583
Profitability
57.575758
Streak
34.042897
Best Strategy
Training Data Length
832.170000
Evaluation Time
2025-10-12 12:01
Expiration Time
2025-11-11 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417197.1334 377122.502 40074.6314 1445079.619 1132323.2452 312756.3737
Total P&L (%) 417.1971 377.1225 40.0746 1445.0796 1132.3232 312.7564
Avg Daily Profit (%) 0.5013 0.4532 0.0482 0.3295 0.3023 0.1705
Buy And Hold Return (%) 384.3483 384.3483 384.3483 384.3483 384.3483 384.3483
Max Trade Drawdown -63033 -62663 -83791 -530589 -456524 -254025
Profit Factor 2.1056 3.081 1.2043 1.7546 2.1047 1.3514
Total Trades 99 50 49 99 50 49
Winning Trades 57 29 28 57 29 28
Losing Trades 42 21 21 42 21 21
Profitability (%) 57.5758 58 57.1429 57.5758 58 57.1429
Ratio Avg Win / Avg Loss 1.5515 2.2311 0.9032 1.2929 1.5241 1.0135
Largest Winning Trade 113956 113956 37221 292605 292605 195337
Largest Losing Trade -29379 -29379 -27209 -251992 -251992 -206520
Avg Bars in Trades 48 58 37 48 58 37
Avg Bars in Winners 62 78 46 62 78 46
Avg Bars in Losers 28 30 26 28 30 26
Bars Traded 4754 2901 1853 4754 2901 1853
Profit Streak 34.0429 97.5429 34.0429 34.0429 97.5429 34.0429
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122296 -327686 -294978 418167 -167825 -156447
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 4993,
    "evaluation_days": 832.17,
    "actual_first_datapoint_time": 1688371200000,
    "first_datapoint_time": 1691035200000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760259706308,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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": [
        [
            417197.1334433341,
            377122.5020262649,
            40074.6314170693,
            1445079.6189685198,
            1132323.2452330608,
            312756.3737354586
        ],
        [
            417.197133,
            377.122502,
            40.074631,
            1445.079619,
            1132.323245,
            312.756374
        ],
        [
            0.501336,
            0.45318,
            0.048157,
            0.32952,
            0.302256,
            0.170505
        ],
        [
            384.348321,
            384.348321,
            384.348321,
            384.348321,
            384.348321,
            384.348321
        ],
        [
            -63033,
            -62663,
            -83791,
            -530589,
            -456524,
            -254025
        ],
        [
            2.105604,
            3.081044,
            1.204327,
            1.754583,
            2.104667,
            1.351398
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            57.575758,
            58,
            57.142857,
            57.575758,
            58,
            57.142857
        ],
        [
            1.551498,
            2.231101,
            0.903245,
            1.292851,
            1.524069,
            1.013548
        ],
        [
            113956,
            113956,
            37221,
            292605,
            292605,
            195337
        ],
        [
            -29379,
            -29379,
            -27209,
            -251992,
            -251992,
            -206520
        ],
        [
            48,
            58,
            37,
            48,
            58,
            37
        ],
        [
            62,
            78,
            46,
            62,
            78,
            46
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            4754,
            2901,
            1853,
            4754,
            2901,
            1853
        ],
        [
            34.042897,
            97.542897,
            34.042897,
            34.042897,
            97.542897,
            34.042897
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122296,
            -327686,
            -294978,
            418167,
            -167825,
            -156447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 4993,
    "evaluation_days": 832.17,
    "actual_first_datapoint_time": 1688371200000,
    "first_datapoint_time": 1691035200000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760259706308,
    "expiration_time": 1762848000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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)