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Trade: PENDLE/USDT/15/SMA/ALMA/2559

Strategy
PENDLE/USDT/15/SMA/ALMA/2559
Pair
PENDLE_USDT
Interval
15m
Score
373633
Daily Profit
0.513329
Profit Factor
1.368717
Profitability
62.189055
Streak
4.242175
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 18:18
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 133681.0651 94937.4124 38743.6527 153860.7525 212517.1071 -58656.3546
Total P&L (%) 133.6811 94.9374 38.7437 153.8608 212.5171 -58.6564
Avg Daily Profit (%) 0.5133 0.3646 0.1488 0.3584 0.4385 -0.3386
Buy And Hold Return (%) 13.1567 13.1567 13.1567 13.1567 13.1567 13.1567
Max Trade Drawdown -74390 -33574 -50298 -372819 -174029 -252302
Profit Factor 1.3687 1.524 1.2136 1.1163 1.3462 0.9172
Total Trades 201 100 101 201 100 101
Winning Trades 125 64 61 125 64 61
Losing Trades 76 36 40 76 36 40
Profitability (%) 62.1891 64 60.396 62.1891 64 60.396
Ratio Avg Win / Avg Loss 0.8322 0.8572 0.7958 0.6787 0.7572 0.6015
Largest Winning Trade 23958 23958 15559 64928 64928 55938
Largest Losing Trade -35708 -16001 -35708 -193084 -54139 -193084
Avg Bars in Trades 122 119 125 122 119 125
Avg Bars in Winners 88 85 90 88 85 90
Avg Bars in Losers 178 180 177 178 180 177
Bars Traded 24579 11951 12628 24579 11951 12628
Profit Streak 4.2422 0 6.513 4.2422 0 6.513
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373633 322020 23232 -84004 305670 -580420
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": 1736360100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758986323963,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "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": [
        [
            133681.0650717095,
            94937.4124013153,
            38743.6526703941,
            153860.7524884114,
            212517.1070540998,
            -58656.3545656885
        ],
        [
            133.681065,
            94.937412,
            38.743653,
            153.860752,
            212.517107,
            -58.656355
        ],
        [
            0.513329,
            0.364555,
            0.148774,
            0.358376,
            0.438517,
            -0.33859
        ],
        [
            13.156671,
            13.156671,
            13.156671,
            13.156671,
            13.156671,
            13.156671
        ],
        [
            -74390,
            -33574,
            -50298,
            -372819,
            -174029,
            -252302
        ],
        [
            1.368717,
            1.523952,
            1.213626,
            1.116338,
            1.34619,
            0.917229
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            62.189055,
            64,
            60.39604,
            62.189055,
            64,
            60.39604
        ],
        [
            0.83218,
            0.857223,
            0.79582,
            0.678734,
            0.757232,
            0.601461
        ],
        [
            23958,
            23958,
            15559,
            64928,
            64928,
            55938
        ],
        [
            -35708,
            -16001,
            -35708,
            -193084,
            -54139,
            -193084
        ],
        [
            122,
            119,
            125,
            122,
            119,
            125
        ],
        [
            88,
            85,
            90,
            88,
            85,
            90
        ],
        [
            178,
            180,
            177,
            178,
            180,
            177
        ],
        [
            24579,
            11951,
            12628,
            24579,
            11951,
            12628
        ],
        [
            4.242175,
            0,
            6.513009,
            4.242175,
            0,
            6.513009
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373633,
            322020,
            23232,
            -84004,
            305670,
            -580420
        ]
    ]
}
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": 1736360100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758986323963,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "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)