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Trade: PENDLE/USDT/15/SINWMA/RMA/5993

Strategy
PENDLE/USDT/15/SINWMA/RMA/5993
Pair
PENDLE_USDT
Interval
15m
Score
389631
Daily Profit
0.298414
Profit Factor
2.230444
Profitability
69.565217
Streak
17.116212
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 04:02
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 99830.3676 76005.2316 23825.136 112796.665 117270.1972 -4473.5322
Total P&L (%) 99.8304 76.0052 23.8251 112.7967 117.2702 -4.4735
Avg Daily Profit (%) 0.3833 0.2919 0.0915 0.2904 0.2984 -0.0176
Buy And Hold Return (%) 20.7042 20.7042 20.7042 20.7042 20.7042 20.7042
Max Trade Drawdown -41872 -25255 -45842 -112099 -28902 -119006
Profit Factor 1.5555 2.2407 1.2011 1.3603 2.2304 0.9795
Total Trades 93 46 47 93 46 47
Winning Trades 63 32 31 63 32 31
Losing Trades 30 14 16 30 14 16
Profitability (%) 67.7419 69.5652 65.9574 67.7419 69.5652 65.9574
Ratio Avg Win / Avg Loss 0.7407 0.9803 0.6199 0.6478 0.9758 0.5055
Largest Winning Trade 17606 17606 16611 24306 24306 21672
Largest Losing Trade -26107 -10790 -26107 -74688 -17720 -74688
Avg Bars in Trades 256 253 258 256 253 258
Avg Bars in Winners 210 217 203 210 217 203
Avg Bars in Losers 352 337 365 352 337 365
Bars Traded 23830 11670 12160 23830 11670 12160
Profit Streak 12.637 17.1162 12.637 12.637 17.1162 12.637
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366758 329860 -190523 311676 389631 -579410
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": 1736448300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759021340678,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 246,
            "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": [
        [
            99830.3675987307,
            76005.2316291552,
            23825.1359695755,
            112796.6650472398,
            117270.1972217105,
            -4473.5321744708
        ],
        [
            99.830368,
            76.005232,
            23.825136,
            112.796665,
            117.270197,
            -4.473532
        ],
        [
            0.383344,
            0.291856,
            0.091487,
            0.290401,
            0.298414,
            -0.017573
        ],
        [
            20.70419,
            20.70419,
            20.70419,
            20.70419,
            20.70419,
            20.70419
        ],
        [
            -41872,
            -25255,
            -45842,
            -112099,
            -28902,
            -119006
        ],
        [
            1.555511,
            2.2407,
            1.201142,
            1.360326,
            2.230444,
            0.979454
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            67.741935,
            69.565217,
            65.957447,
            67.741935,
            69.565217,
            65.957447
        ],
        [
            0.740719,
            0.980306,
            0.619944,
            0.647774,
            0.975819,
            0.505525
        ],
        [
            17606,
            17606,
            16611,
            24306,
            24306,
            21672
        ],
        [
            -26107,
            -10790,
            -26107,
            -74688,
            -17720,
            -74688
        ],
        [
            256,
            253,
            258,
            256,
            253,
            258
        ],
        [
            210,
            217,
            203,
            210,
            217,
            203
        ],
        [
            352,
            337,
            365,
            352,
            337,
            365
        ],
        [
            23830,
            11670,
            12160,
            23830,
            11670,
            12160
        ],
        [
            12.637045,
            17.116211,
            12.637045,
            12.637045,
            17.116212,
            12.637045
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366758,
            329860,
            -190523,
            311676,
            389631,
            -579410
        ]
    ]
}
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": 1736448300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759021340678,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 246,
            "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)