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Trade: PENDLE/USDT/120/DCL/HWMA/2826

Strategy
PENDLE/USDT/120/DCL/HWMA/2826
Pair
PENDLE_USDT
Interval
2h
Score
329205
Daily Profit
0.335495
Profit Factor
2.118006
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
820.250000
Evaluation Time
2025-09-30 18:37
Expiration Time
2025-10-30 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434233.0216 385371.0152 48862.0064 1460031.1296 1125488.6113 334542.5183
Total P&L (%) 434.233 385.371 48.862 1460.0311 1125.4886 334.5425
Avg Daily Profit (%) 0.5294 0.4698 0.0596 0.3355 0.306 0.1793
Buy And Hold Return (%) 405.2339 405.2339 405.2339 405.2339 405.2339 405.2339
Max Trade Drawdown -68871 -62799 -6446 -417329 -458334 -41903
Profit Factor 3.0951 3.1762 2.6193 2.118 2.0008 2.845
Total Trades 99 49 50 99 49 50
Winning Trades 45 18 27 45 18 27
Losing Trades 54 31 23 54 31 23
Profitability (%) 45.4545 36.7347 54 45.4545 36.7347 54
Ratio Avg Win / Avg Loss 3.7141 5.4701 2.2313 2.5416 3.4458 2.4235
Largest Winning Trade 189483 189483 10051 684641 684641 95617
Largest Losing Trade -24171 -24171 -3391 -205927 -205927 -26784
Avg Bars in Trades 94 188 2 94 188 2
Avg Bars in Winners 150 371 2 150 371 2
Avg Bars in Losers 48 82 2 48 82 2
Bars Traded 9377 9255 122 9377 9255 122
Profit Streak 0 31.9847 0 0 31.9847 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128668 -154302 -453143 329205 176913 -332162
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 9843,
    "evaluation_days": 820.25,
    "actual_first_datapoint_time": 1688378400000,
    "first_datapoint_time": 1688752800000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759246675515,
    "expiration_time": 1761832800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.51461,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            434233.021594013,
            385371.0152192693,
            48862.0063747437,
            1460031.129597644,
            1125488.6113474919,
            334542.5182501519
        ],
        [
            434.233022,
            385.371015,
            48.862006,
            1460.03113,
            1125.488611,
            334.542518
        ],
        [
            0.529391,
            0.469821,
            0.05957,
            0.335495,
            0.305975,
            0.179267
        ],
        [
            405.233853,
            405.233853,
            405.233853,
            405.233853,
            405.233853,
            405.233853
        ],
        [
            -68871,
            -62799,
            -6446,
            -417329,
            -458334,
            -41903
        ],
        [
            3.095117,
            3.176192,
            2.619312,
            2.118006,
            2.000791,
            2.844986
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            45.454545,
            36.734694,
            54,
            45.454545,
            36.734694,
            54
        ],
        [
            3.71414,
            5.470108,
            2.231266,
            2.541608,
            3.445807,
            2.423507
        ],
        [
            189483,
            189483,
            10051,
            684641,
            684641,
            95617
        ],
        [
            -24171,
            -24171,
            -3391,
            -205927,
            -205927,
            -26784
        ],
        [
            94,
            188,
            2,
            94,
            188,
            2
        ],
        [
            150,
            371,
            2,
            150,
            371,
            2
        ],
        [
            48,
            82,
            2,
            48,
            82,
            2
        ],
        [
            9377,
            9255,
            122,
            9377,
            9255,
            122
        ],
        [
            0,
            31.98467,
            0,
            0,
            31.98467,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128668,
            -154302,
            -453143,
            329205,
            176913,
            -332162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 9843,
    "evaluation_days": 820.25,
    "actual_first_datapoint_time": 1688378400000,
    "first_datapoint_time": 1688752800000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759246675515,
    "expiration_time": 1761832800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.51461,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)