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Trade: PENDLE/USDT/5/VWMA/T3/2384

Strategy
PENDLE/USDT/5/VWMA/T3/2384
Pair
PENDLE_USDT
Interval
5m
Score
461539
Daily Profit
0.829748
Profit Factor
1.478409
Profitability
66.206897
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 05:35
Expiration Time
2025-12-24 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72030.4093 46591.9068 25438.5024 75534.9235 46440.5235 29094.4
Total P&L (%) 72.0304 46.5919 25.4385 75.5349 46.4405 29.0944
Avg Daily Profit (%) 0.8297 0.5367 0.293 0.6503 0.4404 0.2946
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45234 -15557 -43011 -62679 -26874 -59565
Profit Factor 1.4784 1.7178 1.297 1.3273 1.4458 1.2299
Total Trades 145 73 72 145 73 72
Winning Trades 96 50 46 96 50 46
Losing Trades 49 23 26 49 23 26
Profitability (%) 66.2069 68.4932 63.8889 66.2069 68.4932 63.8889
Ratio Avg Win / Avg Loss 0.7546 0.7902 0.7331 0.6775 0.6651 0.6951
Largest Winning Trade 6543 6113 6543 10535 8748 10535
Largest Losing Trade -37330 -9772 -37330 -51127 -16763 -51127
Avg Bars in Trades 168 169 167 168 169 167
Avg Bars in Winners 117 108 127 117 108 127
Avg Bars in Losers 267 301 237 267 301 237
Bars Traded 24432 12379 12053 24432 12379 12053
Profit Streak 0 0 2.4797 0 0 2.4797
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461539 -61889 -77662 381302 -63895 -77734
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752563700000,
    "first_datapoint_time": 1752630000000,
    "last_datapoint_time": 1760063400000,
    "evaluation_time": 1760063744179,
    "expiration_time": 1766543400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.75553
        }
    }
}
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": [
        [
            72030.4092784105,
            46591.906838582,
            25438.5024398285,
            75534.9234887841,
            46440.5235357542,
            29094.39995303
        ],
        [
            72.030409,
            46.591907,
            25.438502,
            75.534923,
            46.440524,
            29.0944
        ],
        [
            0.829748,
            0.536711,
            0.293037,
            0.650265,
            0.440374,
            0.294609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45234,
            -15557,
            -43011,
            -62679,
            -26874,
            -59565
        ],
        [
            1.478409,
            1.717841,
            1.296981,
            1.327343,
            1.445767,
            1.229867
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            66.206897,
            68.493151,
            63.888889,
            66.206897,
            68.493151,
            63.888889
        ],
        [
            0.754604,
            0.790207,
            0.733076,
            0.677498,
            0.665053,
            0.695142
        ],
        [
            6543,
            6113,
            6543,
            10535,
            8748,
            10535
        ],
        [
            -37330,
            -9772,
            -37330,
            -51127,
            -16763,
            -51127
        ],
        [
            168,
            169,
            167,
            168,
            169,
            167
        ],
        [
            117,
            108,
            127,
            117,
            108,
            127
        ],
        [
            267,
            301,
            237,
            267,
            301,
            237
        ],
        [
            24432,
            12379,
            12053,
            24432,
            12379,
            12053
        ],
        [
            0,
            0,
            2.479678,
            0,
            0,
            2.479678
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461539,
            -61889,
            -77662,
            381302,
            -63895,
            -77734
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752563700000,
    "first_datapoint_time": 1752630000000,
    "last_datapoint_time": 1760063400000,
    "evaluation_time": 1760063744179,
    "expiration_time": 1766543400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.75553
        }
    }
}

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)