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Trade: PENDLE/USDT/15/SSF/RMA/7094

Strategy
PENDLE/USDT/15/SSF/RMA/7094
Pair
PENDLE_USDT
Interval
15m
Score
656465
Daily Profit
0.930623
Profit Factor
2.359845
Profitability
75.206612
Streak
5.025602
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 06:21
Expiration Time
2025-12-18 05:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 242352.8677 145525.5283 96827.3394 699880.4801 611202.2852 88678.195
Total P&L (%) 242.3529 145.5255 96.8273 699.8805 611.2023 88.6782
Avg Daily Profit (%) 0.9306 0.5588 0.3718 0.8016 0.7562 0.2441
Buy And Hold Return (%) 16.8293 16.8293 16.8293 16.8293 16.8293 16.8293
Max Trade Drawdown -44423 -22685 -39385 -555112 -108824 -508628
Profit Factor 2.3598 3.1015 1.8885 1.5537 2.8186 1.0956
Total Trades 121 61 60 121 61 60
Winning Trades 91 46 45 91 46 45
Losing Trades 30 15 15 30 15 15
Profitability (%) 75.2066 75.4098 75 75.2066 75.4098 75
Ratio Avg Win / Avg Loss 0.778 1.0114 0.6295 0.5122 0.9191 0.3652
Largest Winning Trade 22493 22493 15966 104500 62210 104500
Largest Losing Trade -39385 -15538 -39385 -508628 -108824 -508628
Avg Bars in Trades 203 209 197 203 209 197
Avg Bars in Winners 140 132 148 140 132 148
Avg Bars in Losers 394 444 344 394 444 344
Bars Traded 24581 12750 11831 24581 12750 11831
Profit Streak 5.0256 5.0256 16.2964 5.0256 5.0256 16.2964
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 656465 -143562 -156787 604463 -143671 -276074
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737048600000,
    "first_datapoint_time": 1737216000000,
    "last_datapoint_time": 1759547700000,
    "evaluation_time": 1759548112010,
    "expiration_time": 1766027700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 187,
            "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": [
        [
            242352.867700737,
            145525.5282647925,
            96827.3394359444,
            699880.480139809,
            611202.2851739033,
            88678.1949659058
        ],
        [
            242.352868,
            145.525528,
            96.827339,
            699.88048,
            611.202285,
            88.678195
        ],
        [
            0.930623,
            0.558811,
            0.371812,
            0.801634,
            0.756161,
            0.244085
        ],
        [
            16.829268,
            16.829268,
            16.829268,
            16.829268,
            16.829268,
            16.829268
        ],
        [
            -44423,
            -22685,
            -39385,
            -555112,
            -108824,
            -508628
        ],
        [
            2.359845,
            3.101509,
            1.888545,
            1.553717,
            2.81858,
            1.095571
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            75.206612,
            75.409836,
            75,
            75.206612,
            75.409836,
            75
        ],
        [
            0.777971,
            1.011361,
            0.629515,
            0.512214,
            0.919102,
            0.36519
        ],
        [
            22493,
            22493,
            15966,
            104500,
            62210,
            104500
        ],
        [
            -39385,
            -15538,
            -39385,
            -508628,
            -108824,
            -508628
        ],
        [
            203,
            209,
            197,
            203,
            209,
            197
        ],
        [
            140,
            132,
            148,
            140,
            132,
            148
        ],
        [
            394,
            444,
            344,
            394,
            444,
            344
        ],
        [
            24581,
            12750,
            11831,
            24581,
            12750,
            11831
        ],
        [
            5.025602,
            5.025602,
            16.296435,
            5.025602,
            5.025602,
            16.296435
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            656465,
            -143562,
            -156787,
            604463,
            -143671,
            -276074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737048600000,
    "first_datapoint_time": 1737216000000,
    "last_datapoint_time": 1759547700000,
    "evaluation_time": 1759548112010,
    "expiration_time": 1766027700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 187,
            "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)