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Trade: PENDLE/USDT/15/VWMA/MIDPRICE/5063

Strategy
PENDLE/USDT/15/VWMA/MIDPRICE/5063
Pair
PENDLE_USDT
Interval
15m
Score
335092
Daily Profit
0.306401
Profit Factor
1.472105
Profitability
64.601770
Streak
12.141138
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 06:53
Expiration Time
2025-12-19 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114362.3078 83551.8136 30810.4943 117908.7381 121823.2327 -3914.4946
Total P&L (%) 114.3623 83.5518 30.8105 117.9087 121.8232 -3.9145
Avg Daily Profit (%) 0.4391 0.3208 0.1183 0.2995 0.3064 -0.0153
Buy And Hold Return (%) 19.5146 19.5146 19.5146 19.5146 19.5146 19.5146
Max Trade Drawdown -42601 -26377 -42644 -139854 -53744 -123796
Profit Factor 1.314 1.548 1.1455 1.1754 1.4721 0.9906
Total Trades 227 113 114 227 113 114
Winning Trades 136 73 63 136 73 63
Losing Trades 91 40 51 91 40 51
Profitability (%) 59.9119 64.6018 55.2632 59.9119 64.6018 55.2632
Ratio Avg Win / Avg Loss 0.8792 0.8482 0.9273 0.7865 0.8066 0.8019
Largest Winning Trade 12445 12445 12055 33835 16604 33835
Largest Losing Trade -34429 -20456 -34429 -113259 -49375 -113259
Avg Bars in Trades 108 106 110 108 106 110
Avg Bars in Winners 87 82 93 87 82 93
Avg Bars in Losers 139 150 130 139 150 130
Bars Traded 24591 12021 12570 24591 12021 12570
Profit Streak 0 12.1411 0 0 12.1411 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305482 303406 -107815 -20393 335092 -581742
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737136800000,
    "first_datapoint_time": 1737318600000,
    "last_datapoint_time": 1759635900000,
    "evaluation_time": 1759636394301,
    "expiration_time": 1766115900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "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": [
        [
            114362.307832007,
            83551.8135704633,
            30810.4942615438,
            117908.7380885649,
            121823.2327065409,
            -3914.4946179761
        ],
        [
            114.362308,
            83.551814,
            30.810494,
            117.908738,
            121.823233,
            -3.914495
        ],
        [
            0.439146,
            0.320835,
            0.118311,
            0.299544,
            0.306401,
            -0.015332
        ],
        [
            19.514587,
            19.514587,
            19.514587,
            19.514587,
            19.514587,
            19.514587
        ],
        [
            -42601,
            -26377,
            -42644,
            -139854,
            -53744,
            -123796
        ],
        [
            1.314035,
            1.547961,
            1.145543,
            1.175354,
            1.472105,
            0.990553
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            136,
            73,
            63,
            136,
            73,
            63
        ],
        [
            91,
            40,
            51,
            91,
            40,
            51
        ],
        [
            59.911894,
            64.60177,
            55.263158,
            59.911894,
            64.60177,
            55.263158
        ],
        [
            0.879244,
            0.848198,
            0.927344,
            0.78645,
            0.806633,
            0.801876
        ],
        [
            12445,
            12445,
            12055,
            33835,
            16604,
            33835
        ],
        [
            -34429,
            -20456,
            -34429,
            -113259,
            -49375,
            -113259
        ],
        [
            108,
            106,
            110,
            108,
            106,
            110
        ],
        [
            87,
            82,
            93,
            87,
            82,
            93
        ],
        [
            139,
            150,
            130,
            139,
            150,
            130
        ],
        [
            24591,
            12021,
            12570,
            24591,
            12021,
            12570
        ],
        [
            0,
            12.141138,
            0,
            0,
            12.141138,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305482,
            303406,
            -107815,
            -20393,
            335092,
            -581742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737136800000,
    "first_datapoint_time": 1737318600000,
    "last_datapoint_time": 1759635900000,
    "evaluation_time": 1759636394301,
    "expiration_time": 1766115900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "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)