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Trade: PENDLE/USDT/15/VWAP/RMA/6062

Strategy
PENDLE/USDT/15/VWAP/RMA/6062
Pair
PENDLE_USDT
Interval
15m
Score
334998
Daily Profit
0.415173
Profit Factor
1.485179
Profitability
71.900826
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 08:14
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 108119.32 77755.1482 30364.1718 121219.0408 112118.4779 9100.5629
Total P&L (%) 108.1193 77.7551 30.3642 121.219 112.1185 9.1006
Avg Daily Profit (%) 0.4152 0.2986 0.1166 0.3054 0.2892 0.0335
Buy And Hold Return (%) 23.8362 23.8362 23.8362 23.8362 23.8362 23.8362
Max Trade Drawdown -49773 -34064 -35248 -129898 -44510 -105766
Profit Factor 1.4852 1.9502 1.2153 1.3242 1.9019 1.0365
Total Trades 121 60 61 121 60 61
Winning Trades 87 43 44 87 43 44
Losing Trades 34 17 17 34 17 17
Profitability (%) 71.9008 71.6667 72.1311 71.9008 71.6667 72.1311
Ratio Avg Win / Avg Loss 0.5804 0.771 0.4696 0.5175 0.7519 0.4005
Largest Winning Trade 12612 11177 12612 20640 20492 20640
Largest Losing Trade -31954 -21116 -31954 -101505 -34767 -101505
Avg Bars in Trades 199 196 201 199 196 201
Avg Bars in Winners 103 103 103 103 103 103
Avg Bars in Losers 443 431 456 443 431 456
Bars Traded 24094 11780 12314 24094 11780 12314
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334998 -161255 -280224 282691 -160147 -656275

Evaluation Data

{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736454600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758863698320,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 140,
            "offset": 113
        }
    }
}
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": [
        [
            108119.3199536097,
            77755.1481850692,
            30364.1717685404,
            121219.0407776263,
            112118.4778704426,
            9100.5629071838
        ],
        [
            108.11932,
            77.755148,
            30.364172,
            121.219041,
            112.118478,
            9.100563
        ],
        [
            0.415173,
            0.298576,
            0.116597,
            0.305351,
            0.289172,
            0.033452
        ],
        [
            23.836174,
            23.836174,
            23.836174,
            23.836174,
            23.836174,
            23.836174
        ],
        [
            -49773,
            -34064,
            -35248,
            -129898,
            -44510,
            -105766
        ],
        [
            1.485179,
            1.950187,
            1.215329,
            1.324189,
            1.901859,
            1.036461
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            71.900826,
            71.666667,
            72.131148,
            71.900826,
            71.666667,
            72.131148
        ],
        [
            0.580415,
            0.771004,
            0.469559,
            0.517499,
            0.751898,
            0.400451
        ],
        [
            12612,
            11177,
            12612,
            20640,
            20492,
            20640
        ],
        [
            -31954,
            -21116,
            -31954,
            -101505,
            -34767,
            -101505
        ],
        [
            199,
            196,
            201,
            199,
            196,
            201
        ],
        [
            103,
            103,
            103,
            103,
            103,
            103
        ],
        [
            443,
            431,
            456,
            443,
            431,
            456
        ],
        [
            24094,
            11780,
            12314,
            24094,
            11780,
            12314
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334998,
            -161255,
            -280224,
            282691,
            -160147,
            -656275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736454600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758863698320,
    "expiration_time": 1765206900000,
    "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": 140,
            "offset": 113
        }
    }
}

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)