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Trade: PENDLE/USDT/15/HWMA/SINWMA/4063

Strategy
PENDLE/USDT/15/HWMA/SINWMA/4063
Pair
PENDLE_USDT
Interval
15m
Score
523455
Daily Profit
0.586017
Profit Factor
1.295044
Profitability
73.367698
Streak
3.419578
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 11:04
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 152610.447 100852.6066 51757.8404 203463.6359 224097.343 -20633.7071
Total P&L (%) 152.6104 100.8526 51.7578 203.4636 224.0973 -20.6337
Avg Daily Profit (%) 0.586 0.3873 0.1987 0.4272 0.4526 -0.0887
Buy And Hold Return (%) 14.2187 14.2187 14.2187 14.2187 14.2187 14.2187
Max Trade Drawdown -54317 -29687 -54477 -244702 -134932 -248853
Profit Factor 1.295 1.4252 1.1848 1.1133 1.2803 0.9793
Total Trades 582 291 291 582 291 291
Winning Trades 427 208 219 427 208 219
Losing Trades 155 83 72 155 83 72
Profitability (%) 73.3677 71.4777 75.2577 73.3677 71.4777 75.2577
Ratio Avg Win / Avg Loss 0.4701 0.5687 0.3895 0.4041 0.5109 0.322
Largest Winning Trade 9837 9837 8182 27359 27359 22080
Largest Losing Trade -39990 -16580 -39990 -171434 -55102 -171434
Avg Bars in Trades 42 41 43 42 41 43
Avg Bars in Winners 22 23 21 22 23 21
Avg Bars in Losers 97 87 107 97 87 107
Bars Traded 24679 12116 12563 24679 12116 12563
Profit Streak 3.4196 3.4196 7.1592 3.4196 3.4196 7.1592
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523455 376523 -9271 -82762 364728 -576223

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": 1736379900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758873851571,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1993,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "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": [
        [
            152610.4469754256,
            100852.6066034179,
            51757.8403720076,
            203463.6358632089,
            224097.3429708498,
            -20633.7071076404
        ],
        [
            152.610447,
            100.852607,
            51.75784,
            203.463636,
            224.097343,
            -20.633707
        ],
        [
            0.586017,
            0.387269,
            0.198748,
            0.42718,
            0.452551,
            -0.088701
        ],
        [
            14.218677,
            14.218677,
            14.218677,
            14.218677,
            14.218677,
            14.218677
        ],
        [
            -54317,
            -29687,
            -54477,
            -244702,
            -134932,
            -248853
        ],
        [
            1.295044,
            1.425183,
            1.184818,
            1.113305,
            1.280264,
            0.979286
        ],
        [
            582,
            291,
            291,
            582,
            291,
            291
        ],
        [
            427,
            208,
            219,
            427,
            208,
            219
        ],
        [
            155,
            83,
            72,
            155,
            83,
            72
        ],
        [
            73.367698,
            71.477663,
            75.257732,
            73.367698,
            71.477663,
            75.257732
        ],
        [
            0.470098,
            0.568703,
            0.389529,
            0.404127,
            0.510875,
            0.321957
        ],
        [
            9837,
            9837,
            8182,
            27359,
            27359,
            22080
        ],
        [
            -39990,
            -16580,
            -39990,
            -171434,
            -55102,
            -171434
        ],
        [
            42,
            41,
            43,
            42,
            41,
            43
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            97,
            87,
            107,
            97,
            87,
            107
        ],
        [
            24679,
            12116,
            12563,
            24679,
            12116,
            12563
        ],
        [
            3.419578,
            3.419578,
            7.159162,
            3.419578,
            3.419578,
            7.159162
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523455,
            376523,
            -9271,
            -82762,
            364728,
            -576223
        ]
    ]
}
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": 1736379900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758873851571,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1993,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "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)