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Trade: PENDLE/USDT/3/SSF/VWAP/1086

Strategy
PENDLE/USDT/3/SSF/VWAP/1086
Pair
PENDLE_USDT
Interval
3m
Score
608205
Daily Profit
1.620047
Profit Factor
2.192287
Profitability
62.037037
Streak
15.421262
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-12 21:51
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84372.0599 36727.8448 47644.215 123258.098 48988.5116 74269.5864
Total P&L (%) 84.3721 36.7278 47.6442 123.2581 48.9885 74.2696
Avg Daily Profit (%) 1.62 0.7052 0.9148 1.5541 0.7685 1.0722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -10717 -12905 -7268 -21208 -22285 -13385
Profit Factor 2.1923 1.9543 2.4761 2.0223 1.729 2.3916
Total Trades 108 54 54 108 54 54
Winning Trades 67 35 32 67 35 32
Losing Trades 41 19 22 41 19 22
Profitability (%) 62.037 64.8148 59.2593 62.037 64.8148 59.2593
Ratio Avg Win / Avg Loss 1.3415 1.0609 1.7023 1.2375 0.9386 1.6442
Largest Winning Trade 7494 7494 6750 10586 10586 8420
Largest Losing Trade -10717 -10717 -3615 -18299 -18299 -7729
Avg Bars in Trades 218 233 203 218 233 203
Avg Bars in Winners 176 186 165 176 186 165
Avg Bars in Losers 288 321 260 288 321 260
Bars Traded 23620 12614 11006 23620 12614 11006
Profit Streak 15.4213 0 15.4254 15.4213 0 15.4254
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 608205 -168164 -164026 594337 -168635 -162787
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754578980000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760295097027,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 173
        }
    }
}
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": [
        [
            84372.0598638071,
            36727.844834296,
            47644.215029511,
            123258.0979806909,
            48988.511560169,
            74269.5864205219
        ],
        [
            84.37206,
            36.727845,
            47.644215,
            123.258098,
            48.988512,
            74.269586
        ],
        [
            1.620047,
            0.70522,
            0.914827,
            1.554115,
            0.768489,
            1.072208
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -10717,
            -12905,
            -7268,
            -21208,
            -22285,
            -13385
        ],
        [
            2.192287,
            1.954257,
            2.476127,
            2.022311,
            1.72903,
            2.391565
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            62.037037,
            64.814815,
            59.259259,
            62.037037,
            64.814815,
            59.259259
        ],
        [
            1.341548,
            1.060883,
            1.702337,
            1.237534,
            0.938616,
            1.644201
        ],
        [
            7494,
            7494,
            6750,
            10586,
            10586,
            8420
        ],
        [
            -10717,
            -10717,
            -3615,
            -18299,
            -18299,
            -7729
        ],
        [
            218,
            233,
            203,
            218,
            233,
            203
        ],
        [
            176,
            186,
            165,
            176,
            186,
            165
        ],
        [
            288,
            321,
            260,
            288,
            321,
            260
        ],
        [
            23620,
            12614,
            11006,
            23620,
            12614,
            11006
        ],
        [
            15.421262,
            0,
            15.425428,
            15.421262,
            0,
            15.425429
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            608205,
            -168164,
            -164026,
            594337,
            -168635,
            -162787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754578980000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760295097027,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 173
        }
    }
}

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)