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Trade: PENDLE/USDT/15/VWAP/EMA/4746

Strategy
PENDLE/USDT/15/VWAP/EMA/4746
Pair
PENDLE_USDT
Interval
15m
Score
318519
Daily Profit
0.311329
Profit Factor
1.252011
Profitability
67.264574
Streak
6.415589
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 12:58
Expiration Time
2025-12-17 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81076.3818 64150.2606 16926.1212 64356.3596 77955.0622 -13598.7026
Total P&L (%) 81.0764 64.1503 16.9261 64.3564 77.9551 -13.5987
Avg Daily Profit (%) 0.3113 0.2463 0.065 0.191 0.2216 -0.0561
Buy And Hold Return (%) 16.8167 16.8167 16.8167 16.8167 16.8167 16.8167
Max Trade Drawdown -46368 -26299 -35546 -105687 -35891 -86741
Profit Factor 1.252 1.4324 1.0976 1.1357 1.3949 0.9509
Total Trades 223 112 111 223 112 111
Winning Trades 150 79 71 150 79 71
Losing Trades 73 33 40 73 33 40
Profitability (%) 67.2646 70.5357 63.964 67.2646 70.5357 63.964
Ratio Avg Win / Avg Loss 0.6093 0.5983 0.6184 0.5527 0.5827 0.5357
Largest Winning Trade 17048 17048 9862 21054 15880 21054
Largest Losing Trade -32353 -19294 -32353 -79681 -33671 -79681
Avg Bars in Trades 110 103 117 110 103 117
Avg Bars in Winners 62 56 70 62 56 70
Avg Bars in Losers 207 216 200 207 216 200
Bars Traded 24576 11579 12997 24576 11579 12997
Profit Streak 6.4156 6.4156 12.4156 6.4156 6.4156 12.4156
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318519 263133 -383444 -64163 273542 -579538
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736985600000,
    "first_datapoint_time": 1737139500000,
    "last_datapoint_time": 1759484700000,
    "evaluation_time": 1759485506913,
    "expiration_time": 1765964700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "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": [
        [
            81076.381831998,
            64150.260604881,
            16926.1212271171,
            64356.359593769,
            77955.06218627,
            -13598.702592501
        ],
        [
            81.076382,
            64.150261,
            16.926121,
            64.35636,
            77.955062,
            -13.598703
        ],
        [
            0.311329,
            0.246334,
            0.064995,
            0.190977,
            0.221565,
            -0.056112
        ],
        [
            16.816675,
            16.816675,
            16.816675,
            16.816675,
            16.816675,
            16.816675
        ],
        [
            -46368,
            -26299,
            -35546,
            -105687,
            -35891,
            -86741
        ],
        [
            1.252011,
            1.432359,
            1.097645,
            1.135654,
            1.394908,
            0.95091
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            150,
            79,
            71,
            150,
            79,
            71
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            67.264574,
            70.535714,
            63.963964,
            67.264574,
            70.535714,
            63.963964
        ],
        [
            0.609312,
            0.598327,
            0.618391,
            0.552685,
            0.582683,
            0.535724
        ],
        [
            17048,
            17048,
            9862,
            21054,
            15880,
            21054
        ],
        [
            -32353,
            -19294,
            -32353,
            -79681,
            -33671,
            -79681
        ],
        [
            110,
            103,
            117,
            110,
            103,
            117
        ],
        [
            62,
            56,
            70,
            62,
            56,
            70
        ],
        [
            207,
            216,
            200,
            207,
            216,
            200
        ],
        [
            24576,
            11579,
            12997,
            24576,
            11579,
            12997
        ],
        [
            6.415589,
            6.415589,
            12.415589,
            6.415589,
            6.415589,
            12.415589
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318519,
            263133,
            -383444,
            -64163,
            273542,
            -579538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736985600000,
    "first_datapoint_time": 1737139500000,
    "last_datapoint_time": 1759484700000,
    "evaluation_time": 1759485506913,
    "expiration_time": 1765964700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "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)