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Trade: PENDLE/USDT/15/VWAP/RMA/2955

Strategy
PENDLE/USDT/15/VWAP/RMA/2955
Pair
PENDLE_USDT
Interval
15m
Score
315361
Daily Profit
0.389990
Profit Factor
1.322087
Profitability
70.098039
Streak
6.132897
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 06:11
Expiration Time
2025-12-17 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101561.2275 76294.8399 25266.3876 98227.5885 108133.5511 -9905.9626
Total P&L (%) 101.5612 76.2948 25.2664 98.2276 108.1336 -9.906
Avg Daily Profit (%) 0.39 0.293 0.097 0.2631 0.2819 -0.04
Buy And Hold Return (%) 31.9905 31.9905 31.9905 31.9905 31.9905 31.9905
Max Trade Drawdown -46765 -20438 -35782 -128112 -42941 -105139
Profit Factor 1.3221 1.509 1.1527 1.1805 1.4733 0.9686
Total Trades 204 102 102 204 102 102
Winning Trades 143 75 68 143 75 68
Losing Trades 61 27 34 61 27 34
Profitability (%) 70.098 73.5294 66.6667 70.098 73.5294 66.6667
Ratio Avg Win / Avg Loss 0.564 0.5432 0.5764 0.5036 0.5304 0.4843
Largest Winning Trade 17048 17048 11834 25332 19073 25332
Largest Losing Trade -32727 -19294 -32727 -96979 -40285 -96979
Avg Bars in Trades 121 114 128 121 114 128
Avg Bars in Winners 66 60 73 66 60 73
Avg Bars in Losers 250 266 237 250 266 237
Bars Traded 24762 11692 13069 24762 11692 13069
Profit Streak 6.1329 6.1329 12.1329 6.1329 6.1329 12.1329
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315361 237798 -281566 -14600 282303 -578932
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736961300000,
    "first_datapoint_time": 1737041400000,
    "last_datapoint_time": 1759460400000,
    "evaluation_time": 1759461082270,
    "expiration_time": 1765940400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 90,
            "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": [
        [
            101561.2274905356,
            76294.8398771485,
            25266.3876133872,
            98227.5884719061,
            108133.5510730275,
            -9905.9626011215
        ],
        [
            101.561227,
            76.29484,
            25.266388,
            98.227588,
            108.133551,
            -9.905963
        ],
        [
            0.38999,
            0.292968,
            0.097022,
            0.263092,
            0.281869,
            -0.040049
        ],
        [
            31.990521,
            31.990521,
            31.990521,
            31.990521,
            31.990521,
            31.990521
        ],
        [
            -46765,
            -20438,
            -35782,
            -128112,
            -42941,
            -105139
        ],
        [
            1.322087,
            1.509002,
            1.15273,
            1.180512,
            1.473251,
            0.968619
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            143,
            75,
            68,
            143,
            75,
            68
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            70.098039,
            73.529412,
            66.666667,
            70.098039,
            73.529412,
            66.666667
        ],
        [
            0.563967,
            0.543241,
            0.576365,
            0.503575,
            0.53037,
            0.48431
        ],
        [
            17048,
            17048,
            11834,
            25332,
            19073,
            25332
        ],
        [
            -32727,
            -19294,
            -32727,
            -96979,
            -40285,
            -96979
        ],
        [
            121,
            114,
            128,
            121,
            114,
            128
        ],
        [
            66,
            60,
            73,
            66,
            60,
            73
        ],
        [
            250,
            266,
            237,
            250,
            266,
            237
        ],
        [
            24762,
            11692,
            13069,
            24762,
            11692,
            13069
        ],
        [
            6.132897,
            6.132897,
            12.132897,
            6.132897,
            6.132897,
            12.132897
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315361,
            237798,
            -281566,
            -14600,
            282303,
            -578932
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736961300000,
    "first_datapoint_time": 1737041400000,
    "last_datapoint_time": 1759460400000,
    "evaluation_time": 1759461082270,
    "expiration_time": 1765940400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 90,
            "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)