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Trade: PENDLE/USDT/15/FWMA/MIDPRICE/7747

Strategy
PENDLE/USDT/15/FWMA/MIDPRICE/7747
Pair
PENDLE_USDT
Interval
15m
Score
381103
Daily Profit
0.356946
Profit Factor
1.262205
Profitability
80.409357
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 07:42
Expiration Time
2025-12-15 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92955.8744 71487.7861 21468.0883 79278.3788 79943.5207 -665.1419
Total P&L (%) 92.9559 71.4878 21.4681 79.2784 79.9435 -0.6651
Avg Daily Profit (%) 0.3569 0.2745 0.0824 0.2244 0.2258 -0.0026
Buy And Hold Return (%) 16.3823 16.3823 16.3823 16.3823 16.3823 16.3823
Max Trade Drawdown -45269 -26397 -52698 -75314 -45067 -103677
Profit Factor 1.2622 1.437 1.1124 1.1423 1.3186 0.9978
Total Trades 342 171 171 342 171 171
Winning Trades 275 137 138 275 137 138
Losing Trades 67 34 33 67 34 33
Profitability (%) 80.4094 80.117 80.7018 80.4094 80.117 80.7018
Ratio Avg Win / Avg Loss 0.3075 0.3566 0.266 0.2783 0.3272 0.2386
Largest Winning Trade 12445 12445 10593 13506 13506 9918
Largest Losing Trade -34699 -19914 -34699 -73858 -39811 -73858
Avg Bars in Trades 71 70 73 71 70 73
Avg Bars in Winners 31 29 32 31 29 32
Avg Bars in Losers 239 235 245 239 235 245
Bars Traded 24604 11970 12634 24604 11970 12634
Profit Streak 0 4.4773 0 0 4.4773 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 381103 322626 -247420 -55003 298111 -577598
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736793900000,
    "first_datapoint_time": 1737065700000,
    "last_datapoint_time": 1759293000000,
    "evaluation_time": 1759293738594,
    "expiration_time": 1765773000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 88
        }
    }
}
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": [
        [
            92955.8743847186,
            71487.7861046077,
            21468.0882801107,
            79278.3787893768,
            79943.5207075588,
            -665.1419181818
        ],
        [
            92.955874,
            71.487786,
            21.468088,
            79.278379,
            79.943521,
            -0.665142
        ],
        [
            0.356946,
            0.27451,
            0.082436,
            0.224416,
            0.225841,
            -0.002563
        ],
        [
            16.382253,
            16.382253,
            16.382253,
            16.382253,
            16.382253,
            16.382253
        ],
        [
            -45269,
            -26397,
            -52698,
            -75314,
            -45067,
            -103677
        ],
        [
            1.262205,
            1.437023,
            1.112436,
            1.142287,
            1.318584,
            0.997828
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            275,
            137,
            138,
            275,
            137,
            138
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            80.409357,
            80.116959,
            80.701754,
            80.409357,
            80.116959,
            80.701754
        ],
        [
            0.307519,
            0.356633,
            0.266017,
            0.278303,
            0.32724,
            0.238611
        ],
        [
            12445,
            12445,
            10593,
            13506,
            13506,
            9918
        ],
        [
            -34699,
            -19914,
            -34699,
            -73858,
            -39811,
            -73858
        ],
        [
            71,
            70,
            73,
            71,
            70,
            73
        ],
        [
            31,
            29,
            32,
            31,
            29,
            32
        ],
        [
            239,
            235,
            245,
            239,
            235,
            245
        ],
        [
            24604,
            11970,
            12634,
            24604,
            11970,
            12634
        ],
        [
            0,
            4.477298,
            0,
            0,
            4.477299,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381103,
            322626,
            -247420,
            -55003,
            298111,
            -577598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736793900000,
    "first_datapoint_time": 1737065700000,
    "last_datapoint_time": 1759293000000,
    "evaluation_time": 1759293738594,
    "expiration_time": 1765773000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 88
        }
    }
}

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)