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Trade: PENDLE/USDT/5/SSF/RMA/2008

Strategy
PENDLE/USDT/5/SSF/RMA/2008
Pair
PENDLE_USDT
Interval
5m
Score
495689
Daily Profit
0.859100
Profit Factor
1.595035
Profitability
68.333333
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 22:10
Expiration Time
2025-12-24 21:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74578.4287 50890.9794 23687.4493 80523.7014 57657.67 22866.0314
Total P&L (%) 74.5784 50.891 23.6874 80.5237 57.6577 22.866
Avg Daily Profit (%) 0.8591 0.5862 0.2729 0.6828 0.5258 0.2375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47786 -14850 -39447 -78185 -25087 -63319
Profit Factor 1.595 2.0529 1.3076 1.3829 1.6916 1.1801
Total Trades 120 60 60 120 60 60
Winning Trades 82 43 39 82 43 39
Losing Trades 38 17 21 38 17 21
Profitability (%) 68.3333 71.6667 65 68.3333 71.6667 65
Ratio Avg Win / Avg Loss 0.7392 0.8116 0.7041 0.6408 0.6688 0.6355
Largest Winning Trade 8480 7757 8480 9723 8350 9723
Largest Losing Trade -38080 -8506 -38080 -61104 -14493 -61104
Avg Bars in Trades 200 208 193 200 208 193
Avg Bars in Winners 111 116 106 111 116 106
Avg Bars in Losers 393 442 353 393 442 353
Bars Traded 24114 12518 11596 24114 12518 11596
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 495689 -157545 -166905 411093 -158308 -190276
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752623400000,
    "first_datapoint_time": 1752679200000,
    "last_datapoint_time": 1760123100000,
    "evaluation_time": 1760123444736,
    "expiration_time": 1766603100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 187,
            "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": [
        [
            74578.4287244005,
            50890.979379943,
            23687.4493444576,
            80523.7013767658,
            57657.6699518354,
            22866.0314249302
        ],
        [
            74.578429,
            50.890979,
            23.687449,
            80.523701,
            57.65767,
            22.866031
        ],
        [
            0.8591,
            0.586234,
            0.272865,
            0.682762,
            0.525805,
            0.237494
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47786,
            -14850,
            -39447,
            -78185,
            -25087,
            -63319
        ],
        [
            1.595035,
            2.0529,
            1.307628,
            1.382874,
            1.691607,
            1.180124
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            68.333333,
            71.666667,
            65,
            68.333333,
            71.666667,
            65
        ],
        [
            0.739163,
            0.811612,
            0.704107,
            0.640844,
            0.668775,
            0.635451
        ],
        [
            8480,
            7757,
            8480,
            9723,
            8350,
            9723
        ],
        [
            -38080,
            -8506,
            -38080,
            -61104,
            -14493,
            -61104
        ],
        [
            200,
            208,
            193,
            200,
            208,
            193
        ],
        [
            111,
            116,
            106,
            111,
            116,
            106
        ],
        [
            393,
            442,
            353,
            393,
            442,
            353
        ],
        [
            24114,
            12518,
            11596,
            24114,
            12518,
            11596
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            495689,
            -157545,
            -166905,
            411093,
            -158308,
            -190276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752623400000,
    "first_datapoint_time": 1752679200000,
    "last_datapoint_time": 1760123100000,
    "evaluation_time": 1760123444736,
    "expiration_time": 1766603100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 187,
            "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)