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Trade: PENDLE/USDT/5/VWAP/KCL/8118

Strategy
PENDLE/USDT/5/VWAP/KCL/8118
Pair
PENDLE_USDT
Interval
5m
Score
717073
Daily Profit
1.141990
Profit Factor
6.585126
Profitability
58.823529
Streak
2.741040
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:07
Expiration Time
2025-12-26 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148604.5875 99136.1584 49468.4291 147410.3141 121742.4459 25667.8682
Total P&L (%) 148.6046 99.1362 49.4684 147.4103 121.7424 25.6679
Avg Daily Profit (%) 1.7118 1.142 0.5698 1.049 0.9216 0.2635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57955 -9305 -51079 -55238 -8770 -49233
Profit Factor 2.445 6.5851 1.5813 2.6473 9.3503 1.3427
Total Trades 67 34 33 67 34 33
Winning Trades 41 20 21 41 20 21
Losing Trades 26 14 12 26 14 12
Profitability (%) 61.194 58.8235 63.6364 61.194 58.8235 63.6364
Ratio Avg Win / Avg Loss 1.5505 4.6096 0.9036 1.6788 6.5452 0.7672
Largest Winning Trade 98247 98247 61053 122611 122611 47310
Largest Losing Trade -39398 -3306 -39398 -41248 -3144 -41248
Avg Bars in Trades 347 26 678 347 26 678
Avg Bars in Winners 252 18 476 252 18 476
Avg Bars in Losers 497 38 1033 497 38 1033
Bars Traded 23303 900 22403 23303 900 22403
Profit Streak 2.741 2.741 5.0813 2.741 2.741 5.0813
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104215 717073 396345 -104400 710185 173422
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752776100000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227625822,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            148604.5875466539,
            99136.15840797,
            49468.4291386839,
            147410.3140641314,
            121742.445903848,
            25667.8681602834
        ],
        [
            148.604588,
            99.136158,
            49.468429,
            147.410314,
            121.742446,
            25.667868
        ],
        [
            1.711837,
            1.14199,
            0.569847,
            1.048982,
            0.921565,
            0.263533
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57955,
            -9305,
            -51079,
            -55238,
            -8770,
            -49233
        ],
        [
            2.444969,
            6.585126,
            1.581347,
            2.64729,
            9.350263,
            1.342663
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            61.19403,
            58.823529,
            63.636364,
            61.19403,
            58.823529,
            63.636364
        ],
        [
            1.550468,
            4.609588,
            0.903627,
            1.678769,
            6.545184,
            0.767236
        ],
        [
            98247,
            98247,
            61053,
            122611,
            122611,
            47310
        ],
        [
            -39398,
            -3306,
            -39398,
            -41248,
            -3144,
            -41248
        ],
        [
            347,
            26,
            678,
            347,
            26,
            678
        ],
        [
            252,
            18,
            476,
            252,
            18,
            476
        ],
        [
            497,
            38,
            1033,
            497,
            38,
            1033
        ],
        [
            23303,
            900,
            22403,
            23303,
            900,
            22403
        ],
        [
            2.741039,
            2.74104,
            5.081317,
            2.74104,
            2.74104,
            5.081317
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104215,
            717073,
            396345,
            -104400,
            710185,
            173422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752776100000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227625822,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)