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Trade: PENDLE/USDT/15/MIDPRICE/SSF/9942

Strategy
PENDLE/USDT/15/MIDPRICE/SSF/9942
Pair
PENDLE_USDT
Interval
15m
Score
345849
Daily Profit
0.432014
Profit Factor
1.204253
Profitability
58.280922
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 21:24
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 112505.161 82737.9828 29767.1782 107146.5333 152694.17 -45547.6367
Total P&L (%) 112.5052 82.738 29.7672 107.1465 152.6942 -45.5476
Avg Daily Profit (%) 0.432 0.3177 0.1143 0.28 0.3566 -0.2331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100114 -38580 -68055 -468539 -208589 -282469
Profit Factor 1.2043 1.3111 1.1045 1.0575 1.1743 0.9539
Total Trades 477 238 239 477 238 239
Winning Trades 278 140 138 278 140 138
Losing Trades 199 98 101 199 98 101
Profitability (%) 58.2809 58.8235 57.7406 58.2809 58.8235 57.7406
Ratio Avg Win / Avg Loss 0.862 0.9178 0.8084 0.757 0.822 0.6981
Largest Winning Trade 12870 11590 12870 30597 30597 28236
Largest Losing Trade -34860 -15950 -34860 -124342 -56220 -124342
Avg Bars in Trades 51 48 54 51 48 54
Avg Bars in Winners 39 35 43 39 35 43
Avg Bars in Losers 69 68 69 69 68 69
Bars Traded 24674 11632 13042 24674 11632 13042
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 345849 271814 -150480 -148481 -21078 -580475

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": 1736286300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758911045569,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            112505.1609787003,
            82737.9828074606,
            29767.1781712394,
            107146.5333200045,
            152694.1700383454,
            -45547.6367183408
        ],
        [
            112.505161,
            82.737983,
            29.767178,
            107.146533,
            152.69417,
            -45.547637
        ],
        [
            0.432014,
            0.31771,
            0.114305,
            0.280038,
            0.356602,
            -0.233137
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100114,
            -38580,
            -68055,
            -468539,
            -208589,
            -282469
        ],
        [
            1.204253,
            1.311116,
            1.104493,
            1.057488,
            1.174289,
            0.953886
        ],
        [
            477,
            238,
            239,
            477,
            238,
            239
        ],
        [
            278,
            140,
            138,
            278,
            140,
            138
        ],
        [
            199,
            98,
            101,
            199,
            98,
            101
        ],
        [
            58.280922,
            58.823529,
            57.740586,
            58.280922,
            58.823529,
            57.740586
        ],
        [
            0.862037,
            0.917781,
            0.808361,
            0.756979,
            0.822002,
            0.698134
        ],
        [
            12870,
            11590,
            12870,
            30597,
            30597,
            28236
        ],
        [
            -34860,
            -15950,
            -34860,
            -124342,
            -56220,
            -124342
        ],
        [
            51,
            48,
            54,
            51,
            48,
            54
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            69,
            68,
            69,
            69,
            68,
            69
        ],
        [
            24674,
            11632,
            13042,
            24674,
            11632,
            13042
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345849,
            271814,
            -150480,
            -148481,
            -21078,
            -580475
        ]
    ]
}
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": 1736286300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758911045569,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 2
        }
    }
}

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)