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Trade: PENDLE/USDT/15/SINWMA/KCB/8420

Strategy
PENDLE/USDT/15/SINWMA/KCB/8420
Pair
PENDLE_USDT
Interval
15m
Score
329319
Daily Profit
0.417398
Profit Factor
1.355637
Profitability
64.640884
Streak
4.777358
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 22:54
Expiration Time
2025-12-15 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 108698.8768 78087.5925 30611.2843 105448.5165 106695.734 -1247.2176
Total P&L (%) 108.6989 78.0876 30.6113 105.4485 106.6957 -1.2472
Avg Daily Profit (%) 0.4174 0.2999 0.1175 0.2769 0.2792 -0.0048
Buy And Hold Return (%) 25.5832 25.5832 25.5832 25.5832 25.5832 25.5832
Max Trade Drawdown -48898 -31701 -45318 -131511 -56456 -130907
Profit Factor 1.3556 1.5422 1.1894 1.1833 1.4373 0.9962
Total Trades 181 91 90 181 91 90
Winning Trades 117 55 62 117 55 62
Losing Trades 64 36 28 64 36 28
Profitability (%) 64.6409 60.4396 68.8889 64.6409 60.4396 68.8889
Ratio Avg Win / Avg Loss 0.7415 1.0095 0.5371 0.6473 0.9408 0.4499
Largest Winning Trade 14088 14088 11300 21992 15974 21992
Largest Losing Trade -38985 -16475 -38985 -112380 -29319 -112380
Avg Bars in Trades 135 135 135 135 135 135
Avg Bars in Winners 90 92 88 90 92 88
Avg Bars in Losers 218 201 241 218 201 241
Bars Traded 24583 12371 12212 24583 12371 12212
Profit Streak 4.7774 4.7774 17.3607 4.7774 4.7774 17.3607
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329319 273405 -151943 -11485 219759 -578146
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736848800000,
    "first_datapoint_time": 1737068400000,
    "last_datapoint_time": 1759347900000,
    "evaluation_time": 1759348463710,
    "expiration_time": 1765827900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "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": [
        [
            108698.8767900962,
            78087.5925179706,
            30611.2842721256,
            105448.5164551656,
            106695.7340410302,
            -1247.2175858645
        ],
        [
            108.698877,
            78.087593,
            30.611284,
            105.448516,
            106.695734,
            -1.247218
        ],
        [
            0.417398,
            0.299853,
            0.117546,
            0.276869,
            0.279199,
            -0.004819
        ],
        [
            25.583224,
            25.583224,
            25.583224,
            25.583224,
            25.583224,
            25.583224
        ],
        [
            -48898,
            -31701,
            -45318,
            -131511,
            -56456,
            -130907
        ],
        [
            1.355637,
            1.542216,
            1.189391,
            1.183302,
            1.437332,
            0.996235
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            117,
            55,
            62,
            117,
            55,
            62
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            64.640884,
            60.43956,
            68.888889,
            64.640884,
            60.43956,
            68.888889
        ],
        [
            0.741545,
            1.009451,
            0.537144,
            0.647276,
            0.940799,
            0.449913
        ],
        [
            14088,
            14088,
            11300,
            21992,
            15974,
            21992
        ],
        [
            -38985,
            -16475,
            -38985,
            -112380,
            -29319,
            -112380
        ],
        [
            135,
            135,
            135,
            135,
            135,
            135
        ],
        [
            90,
            92,
            88,
            90,
            92,
            88
        ],
        [
            218,
            201,
            241,
            218,
            201,
            241
        ],
        [
            24583,
            12371,
            12212,
            24583,
            12371,
            12212
        ],
        [
            4.777358,
            4.777358,
            17.360691,
            4.777358,
            4.777358,
            17.360691
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329319,
            273405,
            -151943,
            -11485,
            219759,
            -578146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736848800000,
    "first_datapoint_time": 1737068400000,
    "last_datapoint_time": 1759347900000,
    "evaluation_time": 1759348463710,
    "expiration_time": 1765827900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "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)