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Trade: PENDLE/USDT/15/VWAP/RMA/6027

Strategy
PENDLE/USDT/15/VWAP/RMA/6027
Pair
PENDLE_USDT
Interval
15m
Score
390797
Daily Profit
0.476455
Profit Factor
1.605319
Profitability
76.562500
Streak
2.022032
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 03:31
Expiration Time
2025-12-15 02:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 124078.4933 84690.4023 39388.0909 155179.8723 133149.4132 22030.4591
Total P&L (%) 124.0785 84.6904 39.3881 155.1799 133.1494 22.0305
Avg Daily Profit (%) 0.4765 0.3252 0.1512 0.3604 0.3256 0.0765
Buy And Hold Return (%) 13.742 13.742 13.742 13.742 13.742 13.742
Max Trade Drawdown -48886 -35498 -36993 -122886 -51593 -125342
Profit Factor 1.6053 2.1171 1.3049 1.3597 1.9513 1.0756
Total Trades 128 64 64 128 64 64
Winning Trades 98 50 48 98 50 48
Losing Trades 30 14 16 30 14 16
Profitability (%) 76.5625 78.125 75 76.5625 78.125 75
Ratio Avg Win / Avg Loss 0.4914 0.5928 0.435 0.4162 0.5464 0.3585
Largest Winning Trade 17048 17048 11236 19757 17425 19757
Largest Losing Trade -31306 -23530 -31306 -99896 -35498 -99896
Avg Bars in Trades 192 192 192 192 192 192
Avg Bars in Winners 109 115 102 109 115 102
Avg Bars in Losers 462 465 460 462 465 460
Bars Traded 24613 12307 12306 24613 12307 12306
Profit Streak 2.022 0 16.022 2.022 0 16.022
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390797 -127548 -133324 301834 -127307 -375169
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736778600000,
    "first_datapoint_time": 1736995500000,
    "last_datapoint_time": 1759277700000,
    "evaluation_time": 1759278703590,
    "expiration_time": 1765757700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 242,
            "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": [
        [
            124078.4932709823,
            84690.4023465298,
            39388.0909244525,
            155179.8722852484,
            133149.4131969722,
            22030.4590882764
        ],
        [
            124.078493,
            84.690402,
            39.388091,
            155.179872,
            133.149413,
            22.030459
        ],
        [
            0.476455,
            0.325207,
            0.151248,
            0.360374,
            0.325584,
            0.076483
        ],
        [
            13.742018,
            13.742018,
            13.742018,
            13.742018,
            13.742018,
            13.742018
        ],
        [
            -48886,
            -35498,
            -36993,
            -122886,
            -51593,
            -125342
        ],
        [
            1.605319,
            2.117063,
            1.304944,
            1.359659,
            1.951317,
            1.075576
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            76.5625,
            78.125,
            75,
            76.5625,
            78.125,
            75
        ],
        [
            0.491424,
            0.592778,
            0.434981,
            0.416222,
            0.546369,
            0.358525
        ],
        [
            17048,
            17048,
            11236,
            19757,
            17425,
            19757
        ],
        [
            -31306,
            -23530,
            -31306,
            -99896,
            -35498,
            -99896
        ],
        [
            192,
            192,
            192,
            192,
            192,
            192
        ],
        [
            109,
            115,
            102,
            109,
            115,
            102
        ],
        [
            462,
            465,
            460,
            462,
            465,
            460
        ],
        [
            24613,
            12307,
            12306,
            24613,
            12307,
            12306
        ],
        [
            2.022032,
            0,
            16.022032,
            2.022032,
            0,
            16.022032
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390797,
            -127548,
            -133324,
            301834,
            -127307,
            -375169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736778600000,
    "first_datapoint_time": 1736995500000,
    "last_datapoint_time": 1759277700000,
    "evaluation_time": 1759278703590,
    "expiration_time": 1765757700000,
    "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": 242,
            "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)