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Trade: PENDLE/USDT/15/SINWMA/SMA/1849

Strategy
PENDLE/USDT/15/SINWMA/SMA/1849
Pair
PENDLE_USDT
Interval
15m
Score
301710
Daily Profit
0.383321
Profit Factor
1.263404
Profitability
67.579909
Streak
3.573215
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:30
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 99824.5729 76926.1973 22898.3756 80404.9062 91059.4601 -10654.5539
Total P&L (%) 99.8246 76.9262 22.8984 80.4049 91.0595 -10.6546
Avg Daily Profit (%) 0.3833 0.2954 0.0879 0.2268 0.2489 -0.0433
Buy And Hold Return (%) 15.6569 15.6569 15.6569 15.6569 15.6569 15.6569
Max Trade Drawdown -52026 -31438 -45683 -128066 -65129 -127319
Profit Factor 1.2634 1.4257 1.1155 1.1035 1.2509 0.9742
Total Trades 219 109 110 219 109 110
Winning Trades 148 75 73 148 75 73
Losing Trades 71 34 37 71 34 37
Profitability (%) 67.5799 68.8073 66.3636 67.5799 68.8073 66.3636
Ratio Avg Win / Avg Loss 0.6061 0.6463 0.5654 0.5294 0.5671 0.4938
Largest Winning Trade 11416 11416 9347 17103 17103 15390
Largest Losing Trade -38909 -20455 -38909 -110902 -44150 -110902
Avg Bars in Trades 112 110 114 112 110 114
Avg Bars in Winners 77 71 83 77 71 83
Avg Bars in Losers 185 194 176 185 194 176
Bars Traded 24614 12002 12612 24614 12002 12612
Profit Streak 3.5732 0 7.6149 3.5732 0 7.6149
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301710 261623 -190577 -100301 231220 -578751
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": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758936625756,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "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": [
        [
            99824.5729439942,
            76926.1972945493,
            22898.3756494449,
            80404.9062049636,
            91059.4601070876,
            -10654.5539021239
        ],
        [
            99.824573,
            76.926197,
            22.898376,
            80.404906,
            91.05946,
            -10.654554
        ],
        [
            0.383321,
            0.295393,
            0.087929,
            0.226827,
            0.248913,
            -0.043251
        ],
        [
            15.656926,
            15.656926,
            15.656926,
            15.656926,
            15.656926,
            15.656926
        ],
        [
            -52026,
            -31438,
            -45683,
            -128066,
            -65129,
            -127319
        ],
        [
            1.263404,
            1.425672,
            1.115495,
            1.103518,
            1.250854,
            0.974247
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            148,
            75,
            73,
            148,
            75,
            73
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            67.579909,
            68.807339,
            66.363636,
            67.579909,
            68.807339,
            66.363636
        ],
        [
            0.606092,
            0.646304,
            0.565388,
            0.52939,
            0.567054,
            0.493797
        ],
        [
            11416,
            11416,
            9347,
            17103,
            17103,
            15390
        ],
        [
            -38909,
            -20455,
            -38909,
            -110902,
            -44150,
            -110902
        ],
        [
            112,
            110,
            114,
            112,
            110,
            114
        ],
        [
            77,
            71,
            83,
            77,
            71,
            83
        ],
        [
            185,
            194,
            176,
            185,
            194,
            176
        ],
        [
            24614,
            12002,
            12612,
            24614,
            12002,
            12612
        ],
        [
            3.573215,
            0,
            7.614881,
            3.573215,
            0,
            7.614881
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301710,
            261623,
            -190577,
            -100301,
            231220,
            -578751
        ]
    ]
}
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": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758936625756,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 162,
            "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)