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Trade: PENDLE/USDT/15/SSF/EMA/8187

Strategy
PENDLE/USDT/15/SSF/EMA/8187
Pair
PENDLE_USDT
Interval
15m
Score
395739
Daily Profit
0.433766
Profit Factor
1.323968
Profitability
73.161765
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 03:17
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 112961.2751 81319.126 31642.1491 112867.4005 142424.8642 -29557.4638
Total P&L (%) 112.9613 81.3191 31.6421 112.8674 142.4249 -29.5575
Avg Daily Profit (%) 0.4338 0.3123 0.1215 0.2905 0.3406 -0.1345
Buy And Hold Return (%) 16.9349 16.9349 16.9349 16.9349 16.9349 16.9349
Max Trade Drawdown -44357 -19614 -67068 -138344 -49762 -216140
Profit Factor 1.324 1.5113 1.1669 1.1256 1.3699 0.9425
Total Trades 272 136 136 272 136 136
Winning Trades 199 100 99 199 100 99
Losing Trades 73 36 37 73 36 37
Profitability (%) 73.1618 73.5294 72.7941 73.1618 73.5294 72.7941
Ratio Avg Win / Avg Loss 0.4857 0.5441 0.4361 0.4129 0.4932 0.3522
Largest Winning Trade 10748 10719 10748 17637 17637 16822
Largest Losing Trade -35839 -17851 -35839 -108362 -41790 -108362
Avg Bars in Trades 89 89 90 89 89 90
Avg Bars in Winners 44 44 43 44 44 43
Avg Bars in Losers 214 212 216 214 212 216
Bars Traded 24472 12131 12341 24472 12131 12341
Profit Streak 0 0 7.1687 0 0 7.1687
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395739 296659 -75170 -72883 328611 -578730
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": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759018674508,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 234,
            "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": [
        [
            112961.275081905,
            81319.125955466,
            31642.149126439,
            112867.4004665013,
            142424.8642223472,
            -29557.4637558461
        ],
        [
            112.961275,
            81.319126,
            31.642149,
            112.8674,
            142.424864,
            -29.557464
        ],
        [
            0.433766,
            0.312261,
            0.121504,
            0.290529,
            0.340615,
            -0.134451
        ],
        [
            16.934903,
            16.934903,
            16.934903,
            16.934903,
            16.934903,
            16.934903
        ],
        [
            -44357,
            -19614,
            -67068,
            -138344,
            -49762,
            -216140
        ],
        [
            1.323968,
            1.511298,
            1.166857,
            1.125554,
            1.369875,
            0.942483
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            73.161765,
            73.529412,
            72.794118,
            73.161765,
            73.529412,
            72.794118
        ],
        [
            0.485677,
            0.544067,
            0.436098,
            0.412892,
            0.493155,
            0.352241
        ],
        [
            10748,
            10719,
            10748,
            17637,
            17637,
            16822
        ],
        [
            -35839,
            -17851,
            -35839,
            -108362,
            -41790,
            -108362
        ],
        [
            89,
            89,
            90,
            89,
            89,
            90
        ],
        [
            44,
            44,
            43,
            44,
            44,
            43
        ],
        [
            214,
            212,
            216,
            214,
            212,
            216
        ],
        [
            24472,
            12131,
            12341,
            24472,
            12131,
            12341
        ],
        [
            0,
            0,
            7.168686,
            0,
            0,
            7.168686
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395739,
            296659,
            -75170,
            -72883,
            328611,
            -578730
        ]
    ]
}
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": 1736437500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759018674508,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 39,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 234,
            "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)