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Trade: PENDLE/USDT/15/FWMA/SWMA/1858

Strategy
PENDLE/USDT/15/FWMA/SWMA/1858
Pair
PENDLE_USDT
Interval
15m
Score
514171
Daily Profit
0.487959
Profit Factor
1.268243
Profitability
79.182156
Streak
3.621325
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 15:54
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 127074.2854 87210.4502 39863.8353 139867.7632 140066.6115 -198.8483
Total P&L (%) 127.0743 87.2105 39.8638 139.8678 140.0666 -0.1988
Avg Daily Profit (%) 0.488 0.3349 0.1531 0.3365 0.3368 -0.0008
Buy And Hold Return (%) 16.1537 16.1537 16.1537 16.1537 16.1537 16.1537
Max Trade Drawdown -55343 -37027 -64145 -155766 -81614 -165493
Profit Factor 1.2682 1.4021 1.1552 1.1294 1.2901 0.9997
Total Trades 538 269 269 538 269 269
Winning Trades 426 217 209 426 217 209
Losing Trades 112 52 60 112 52 60
Profitability (%) 79.1822 80.6691 77.6952 79.1822 80.6691 77.6952
Ratio Avg Win / Avg Loss 0.3334 0.336 0.3316 0.2969 0.3092 0.287
Largest Winning Trade 9448 6312 9448 11780 11780 11757
Largest Losing Trade -40409 -17678 -40409 -102828 -35777 -102828
Avg Bars in Trades 45 44 47 45 44 47
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 134 136 133 134 136 133
Bars Traded 24689 12026 12663 24689 12026 12663
Profit Streak 3.6213 3.6213 7.3609 3.6213 3.6213 7.3609
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 514171 377411 -43288 -65119 391823 -576067

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": 1736369100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891282526,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 158,
            "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": [
        [
            127074.2854351355,
            87210.4501712338,
            39863.8352639015,
            139867.7631717686,
            140066.6114507773,
            -198.848279009
        ],
        [
            127.074285,
            87.21045,
            39.863835,
            139.867763,
            140.066611,
            -0.198848
        ],
        [
            0.487959,
            0.334884,
            0.153075,
            0.336529,
            0.336848,
            -0.000764
        ],
        [
            16.153663,
            16.153663,
            16.153663,
            16.153663,
            16.153663,
            16.153663
        ],
        [
            -55343,
            -37027,
            -64145,
            -155766,
            -81614,
            -165493
        ],
        [
            1.268243,
            1.402055,
            1.155223,
            1.129372,
            1.290135,
            0.999668
        ],
        [
            538,
            269,
            269,
            538,
            269,
            269
        ],
        [
            426,
            217,
            209,
            426,
            217,
            209
        ],
        [
            112,
            52,
            60,
            112,
            52,
            60
        ],
        [
            79.182156,
            80.669145,
            77.695167,
            79.182156,
            80.669145,
            77.695167
        ],
        [
            0.333435,
            0.335976,
            0.331643,
            0.296924,
            0.309157,
            0.286986
        ],
        [
            9448,
            6312,
            9448,
            11780,
            11780,
            11757
        ],
        [
            -40409,
            -17678,
            -40409,
            -102828,
            -35777,
            -102828
        ],
        [
            45,
            44,
            47,
            45,
            44,
            47
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            134,
            136,
            133,
            134,
            136,
            133
        ],
        [
            24689,
            12026,
            12663,
            24689,
            12026,
            12663
        ],
        [
            3.621325,
            3.621325,
            7.360909,
            3.621326,
            3.621326,
            7.360909
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514171,
            377411,
            -43288,
            -65119,
            391823,
            -576067
        ]
    ]
}
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": 1736369100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891282526,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 158,
            "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)