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Trade: PENDLE/USDT/15/MIDPRICE/SWMA/4054

Strategy
PENDLE/USDT/15/MIDPRICE/SWMA/4054
Pair
PENDLE_USDT
Interval
15m
Score
383002
Daily Profit
0.520307
Profit Factor
1.410894
Profitability
66.153846
Streak
3.660208
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 10:20
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 135498.3814 93853.9905 41644.3909 169393.4715 157466.555 11926.9165
Total P&L (%) 135.4984 93.854 41.6444 169.3935 157.4666 11.9269
Avg Daily Profit (%) 0.5203 0.3604 0.1599 0.3813 0.3638 0.0433
Buy And Hold Return (%) 16.9349 16.9349 16.9349 16.9349 16.9349 16.9349
Max Trade Drawdown -35973 -24082 -42151 -141654 -53578 -137425
Profit Factor 1.4109 1.5904 1.2438 1.2288 1.473 1.0293
Total Trades 195 97 98 195 97 98
Winning Trades 129 65 64 129 65 64
Losing Trades 66 32 34 66 32 34
Profitability (%) 66.1538 67.0103 65.3061 66.1538 67.0103 65.3061
Ratio Avg Win / Avg Loss 0.7219 0.783 0.6608 0.6287 0.7252 0.5468
Largest Winning Trade 11834 10072 11834 25210 25210 21951
Largest Losing Trade -33930 -18095 -33930 -129647 -48454 -129647
Avg Bars in Trades 125 121 128 125 121 128
Avg Bars in Winners 74 65 84 74 65 84
Avg Bars in Losers 224 237 211 224 237 211
Bars Traded 24429 11828 12601 24429 11828 12601
Profit Streak 3.6602 0 7.7956 3.6602 0 7.7956
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383002 324143 99862 300157 334357 -489629
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": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758957641993,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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": [
        [
            135498.3814282312,
            93853.9905295371,
            41644.390898694,
            169393.4714601819,
            157466.5549851131,
            11926.9164750686
        ],
        [
            135.498381,
            93.853991,
            41.644391,
            169.393471,
            157.466555,
            11.926916
        ],
        [
            0.520307,
            0.360395,
            0.159912,
            0.381265,
            0.363812,
            0.043276
        ],
        [
            16.934903,
            16.934903,
            16.934903,
            16.934903,
            16.934903,
            16.934903
        ],
        [
            -35973,
            -24082,
            -42151,
            -141654,
            -53578,
            -137425
        ],
        [
            1.410894,
            1.590437,
            1.243808,
            1.228796,
            1.473037,
            1.02927
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            66.153846,
            67.010309,
            65.306122,
            66.153846,
            67.010309,
            65.306122
        ],
        [
            0.721853,
            0.782985,
            0.660773,
            0.628686,
            0.725188,
            0.546799
        ],
        [
            11834,
            10072,
            11834,
            25210,
            25210,
            21951
        ],
        [
            -33930,
            -18095,
            -33930,
            -129647,
            -48454,
            -129647
        ],
        [
            125,
            121,
            128,
            125,
            121,
            128
        ],
        [
            74,
            65,
            84,
            74,
            65,
            84
        ],
        [
            224,
            237,
            211,
            224,
            237,
            211
        ],
        [
            24429,
            11828,
            12601,
            24429,
            11828,
            12601
        ],
        [
            3.660208,
            0,
            7.795625,
            3.660208,
            0,
            7.795625
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383002,
            324143,
            99862,
            300157,
            334357,
            -489629
        ]
    ]
}
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": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758957641993,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "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)