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Trade: PENDLE/USDT/15/VWAP/KCB/6085

Strategy
PENDLE/USDT/15/VWAP/KCB/6085
Pair
PENDLE_USDT
Interval
15m
Score
326206
Daily Profit
0.339680
Profit Factor
1.581069
Profitability
71.428571
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 01:58
Expiration Time
2025-12-13 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111438.7324 78288.4911 33150.2414 122871.5196 141837.3773 -18965.8578
Total P&L (%) 111.4387 78.2885 33.1502 122.8715 141.8374 -18.9659
Avg Daily Profit (%) 0.4279 0.3006 0.1273 0.3082 0.3397 -0.0807
Buy And Hold Return (%) 27.5742 27.5742 27.5742 27.5742 27.5742 27.5742
Max Trade Drawdown -50357 -21466 -36506 -188427 -52843 -151070
Profit Factor 1.3962 1.6095 1.2169 1.194 1.5811 0.9513
Total Trades 183 91 92 183 91 92
Winning Trades 127 65 62 127 65 62
Losing Trades 56 26 30 56 26 30
Profitability (%) 69.3989 71.4286 67.3913 69.3989 71.4286 67.3913
Ratio Avg Win / Avg Loss 0.6156 0.6438 0.5888 0.5265 0.6324 0.4603
Largest Winning Trade 16952 16952 11834 29365 18894 29365
Largest Losing Trade -35942 -16338 -35942 -146454 -44819 -146454
Avg Bars in Trades 134 129 138 134 129 138
Avg Bars in Winners 71 66 76 71 66 76
Avg Bars in Losers 276 287 267 276 287 267
Bars Traded 24576 11803 12773 24576 11803 12773
Profit Streak 1.9572 0 7.9572 1.9572 0 7.9572
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 228732 246414 -126532 -2109 326206 -579274
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736600400000,
    "first_datapoint_time": 1736808300000,
    "last_datapoint_time": 1759099500000,
    "evaluation_time": 1759100305869,
    "expiration_time": 1765579500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            111438.7324383703,
            78288.4910630965,
            33150.2413752739,
            122871.5195674821,
            141837.3773384641,
            -18965.857770982
        ],
        [
            111.438732,
            78.288491,
            33.150241,
            122.87152,
            141.837377,
            -18.965858
        ],
        [
            0.427919,
            0.300624,
            0.127295,
            0.308217,
            0.33968,
            -0.080721
        ],
        [
            27.574218,
            27.574218,
            27.574218,
            27.574218,
            27.574218,
            27.574218
        ],
        [
            -50357,
            -21466,
            -36506,
            -188427,
            -52843,
            -151070
        ],
        [
            1.3962,
            1.609467,
            1.216931,
            1.193991,
            1.581069,
            0.951281
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            127,
            65,
            62,
            127,
            65,
            62
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            69.398907,
            71.428571,
            67.391304,
            69.398907,
            71.428571,
            67.391304
        ],
        [
            0.615647,
            0.643787,
            0.588838,
            0.526484,
            0.632428,
            0.460297
        ],
        [
            16952,
            16952,
            11834,
            29365,
            18894,
            29365
        ],
        [
            -35942,
            -16338,
            -35942,
            -146454,
            -44819,
            -146454
        ],
        [
            134,
            129,
            138,
            134,
            129,
            138
        ],
        [
            71,
            66,
            76,
            71,
            66,
            76
        ],
        [
            276,
            287,
            267,
            276,
            287,
            267
        ],
        [
            24576,
            11803,
            12773,
            24576,
            11803,
            12773
        ],
        [
            1.957244,
            0,
            7.957244,
            1.957244,
            0,
            7.957244
        ],
        [
            1,
            0,
            1,
            1,
            0,
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        ],
        [
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            0.8,
            1.45,
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        ],
        [
            228732,
            246414,
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            -2109,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736600400000,
    "first_datapoint_time": 1736808300000,
    "last_datapoint_time": 1759099500000,
    "evaluation_time": 1759100305869,
    "expiration_time": 1765579500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)