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Trade: PENDLE/USDT/15/SINWMA/RMA/8444

Strategy
PENDLE/USDT/15/SINWMA/RMA/8444
Pair
PENDLE_USDT
Interval
15m
Score
670022
Daily Profit
0.896678
Profit Factor
2.278868
Profitability
75.630252
Streak
10.288898
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 13:11
Expiration Time
2025-12-23 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233512.8241 142499.0164 91013.8077 633128.3235 481374.6253 151753.6982
Total P&L (%) 233.5128 142.499 91.0138 633.1283 481.3746 151.7537
Avg Daily Profit (%) 0.8967 0.5472 0.3495 0.7679 0.6782 0.3552
Buy And Hold Return (%) 26.277 26.277 26.277 26.277 26.277 26.277
Max Trade Drawdown -43249 -25483 -36956 -349903 -73604 -314631
Profit Factor 2.2789 3.0415 1.8069 1.7209 2.9424 1.2407
Total Trades 119 59 60 119 59 60
Winning Trades 90 42 48 90 42 48
Losing Trades 29 17 12 29 17 12
Profitability (%) 75.6303 71.1864 80 75.6303 71.1864 80
Ratio Avg Win / Avg Loss 0.7343 1.2311 0.4517 0.5545 1.191 0.3102
Largest Winning Trade 25719 25719 14048 73583 44158 73583
Largest Losing Trade -36956 -20018 -36956 -312177 -72880 -312177
Avg Bars in Trades 207 208 205 207 208 205
Avg Bars in Winners 144 138 149 144 138 149
Avg Bars in Losers 400 380 428 400 380 428
Bars Traded 24637 12299 12338 24637 12299 12338
Profit Streak 10.2889 10.2889 24.6014 10.2889 10.2889 24.6014
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 670022 -159554 -158212 633362 -157575 -158876
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737504900000,
    "first_datapoint_time": 1737681300000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760004660792,
    "expiration_time": 1766484000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 197,
            "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": [
        [
            233512.8240579588,
            142499.0163791055,
            91013.8076788534,
            633128.3235175443,
            481374.6253422337,
            151753.6981753106
        ],
        [
            233.512824,
            142.499016,
            91.013808,
            633.128324,
            481.374625,
            151.753698
        ],
        [
            0.896678,
            0.547189,
            0.349489,
            0.767909,
            0.678207,
            0.355165
        ],
        [
            26.276958,
            26.276958,
            26.276958,
            26.276958,
            26.276958,
            26.276958
        ],
        [
            -43249,
            -25483,
            -36956,
            -349903,
            -73604,
            -314631
        ],
        [
            2.278868,
            3.041543,
            1.806905,
            1.720881,
            2.942442,
            1.240707
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            75.630252,
            71.186441,
            80,
            75.630252,
            71.186441,
            80
        ],
        [
            0.734302,
            1.231101,
            0.451726,
            0.554506,
            1.190988,
            0.310177
        ],
        [
            25719,
            25719,
            14048,
            73583,
            44158,
            73583
        ],
        [
            -36956,
            -20018,
            -36956,
            -312177,
            -72880,
            -312177
        ],
        [
            207,
            208,
            205,
            207,
            208,
            205
        ],
        [
            144,
            138,
            149,
            144,
            138,
            149
        ],
        [
            400,
            380,
            428,
            400,
            380,
            428
        ],
        [
            24637,
            12299,
            12338,
            24637,
            12299,
            12338
        ],
        [
            10.288898,
            10.288898,
            24.601398,
            10.288898,
            10.288898,
            24.601398
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            670022,
            -159554,
            -158212,
            633362,
            -157575,
            -158876
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737504900000,
    "first_datapoint_time": 1737681300000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760004660792,
    "expiration_time": 1766484000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 197,
            "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)