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Trade: PENDLE/USDT/15/ZLMA/PWMA/6917

Strategy
PENDLE/USDT/15/ZLMA/PWMA/6917
Pair
PENDLE_USDT
Interval
15m
Score
305469
Daily Profit
0.358372
Profit Factor
1.209382
Profitability
69.230769
Streak
0.000000
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 93327.2657 76058.6514 17268.6143 72420.4959 93562.5319 -21142.036
Total P&L (%) 93.3273 76.0587 17.2686 72.4205 93.5625 -21.142
Avg Daily Profit (%) 0.3584 0.2921 0.0663 0.2094 0.2539 -0.0912
Buy And Hold Return (%) 18.0387 18.0387 18.0387 18.0387 18.0387 18.0387
Max Trade Drawdown -69607 -36289 -60560 -177120 -90518 -127923
Profit Factor 1.2094 1.3804 1.0703 1.0848 1.2506 0.956
Total Trades 338 169 169 338 169 169
Winning Trades 234 120 114 234 120 114
Losing Trades 104 49 55 104 49 55
Profitability (%) 69.2308 71.0059 67.4556 69.2308 71.0059 67.4556
Ratio Avg Win / Avg Loss 0.5375 0.5636 0.5164 0.4821 0.5107 0.4612
Largest Winning Trade 9694 9694 9658 14153 14153 14075
Largest Losing Trade -39161 -17028 -39161 -84698 -39015 -84698
Avg Bars in Trades 72 70 74 72 70 74
Avg Bars in Winners 41 41 42 41 41 42
Avg Bars in Losers 142 141 142 142 141 142
Bars Traded 24614 11946 12668 24614 11946 12668
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 305469 249966 -413873 -120583 239249 -579581
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": 1737315900000,
    "last_datapoint_time": 1759635900000,
    "evaluation_time": 1759636391164,
    "expiration_time": 1766115900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 200,
            "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": [
        [
            93327.265749116,
            76058.6514477523,
            17268.6143013638,
            72420.4959100191,
            93562.5318794743,
            -21142.0359694552
        ],
        [
            93.327266,
            76.058651,
            17.268614,
            72.420496,
            93.562532,
            -21.142036
        ],
        [
            0.358372,
            0.292061,
            0.066311,
            0.209406,
            0.253924,
            -0.091166
        ],
        [
            18.038741,
            18.038741,
            18.038741,
            18.038741,
            18.038741,
            18.038741
        ],
        [
            -69607,
            -36289,
            -60560,
            -177120,
            -90518,
            -127923
        ],
        [
            1.209382,
            1.380355,
            1.070266,
            1.084776,
            1.250625,
            0.95604
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            234,
            120,
            114,
            234,
            120,
            114
        ],
        [
            104,
            49,
            55,
            104,
            49,
            55
        ],
        [
            69.230769,
            71.005917,
            67.455621,
            69.230769,
            71.005917,
            67.455621
        ],
        [
            0.537503,
            0.563645,
            0.516356,
            0.482123,
            0.510672,
            0.461248
        ],
        [
            9694,
            9694,
            9658,
            14153,
            14153,
            14075
        ],
        [
            -39161,
            -17028,
            -39161,
            -84698,
            -39015,
            -84698
        ],
        [
            72,
            70,
            74,
            72,
            70,
            74
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            142,
            141,
            142,
            142,
            141,
            142
        ],
        [
            24614,
            11946,
            12668,
            24614,
            11946,
            12668
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305469,
            249966,
            -413873,
            -120583,
            239249,
            -579581
        ]
    ]
}
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": 1737315900000,
    "last_datapoint_time": 1759635900000,
    "evaluation_time": 1759636391164,
    "expiration_time": 1766115900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 200,
            "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)