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Trade: PENDLE/USDT/15/KCB/VWAP/7654

Strategy
PENDLE/USDT/15/KCB/VWAP/7654
Pair
PENDLE_USDT
Interval
15m
Score
391687
Daily Profit
0.308219
Profit Factor
1.637623
Profitability
62.068966
Streak
12.438741
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 01:16
Expiration Time
2025-12-24 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119374.2083 84668.197 34706.0113 139432.6147 122872.5863 16560.0284
Total P&L (%) 119.3742 84.6682 34.706 139.4326 122.8726 16.56
Avg Daily Profit (%) 0.4584 0.3251 0.1333 0.3358 0.3082 0.0589
Buy And Hold Return (%) 24.2649 24.2649 24.2649 24.2649 24.2649 24.2649
Max Trade Drawdown -46956 -27385 -44728 -79358 -35154 -80892
Profit Factor 1.4076 1.6954 1.2028 1.2909 1.6376 1.0578
Total Trades 175 87 88 175 87 88
Winning Trades 107 54 53 107 54 53
Losing Trades 68 33 35 68 33 35
Profitability (%) 61.1429 62.069 60.2273 61.1429 62.069 60.2273
Ratio Avg Win / Avg Loss 0.8945 1.036 0.7943 0.8204 1.0008 0.6985
Largest Winning Trade 19176 19176 17123 25827 25827 17450
Largest Losing Trade -32151 -11470 -32151 -79358 -15807 -79358
Avg Bars in Trades 140 134 147 140 134 147
Avg Bars in Winners 106 95 116 106 95 116
Avg Bars in Losers 195 198 192 195 198 192
Bars Traded 24654 11715 12939 24654 11715 12939
Profit Streak 11.1367 12.4387 11.1367 11.1367 12.4387 11.1367
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364089 351026 -48062 321184 391687 -437622
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737548100000,
    "first_datapoint_time": 1737702900000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760048207246,
    "expiration_time": 1766527200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 172
        }
    }
}
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": [
        [
            119374.2083438223,
            84668.1970163048,
            34706.0113275175,
            139432.6147162181,
            122872.5862923202,
            16560.028423898
        ],
        [
            119.374208,
            84.668197,
            34.706011,
            139.432615,
            122.872586,
            16.560028
        ],
        [
            0.458391,
            0.325122,
            0.133269,
            0.335829,
            0.308219,
            0.058859
        ],
        [
            24.264908,
            24.264908,
            24.264908,
            24.264908,
            24.264908,
            24.264908
        ],
        [
            -46956,
            -27385,
            -44728,
            -79358,
            -35154,
            -80892
        ],
        [
            1.407559,
            1.695354,
            1.202796,
            1.290855,
            1.637623,
            1.057764
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            61.142857,
            62.068966,
            60.227273,
            61.142857,
            62.068966,
            60.227273
        ],
        [
            0.894523,
            1.036049,
            0.794299,
            0.820357,
            1.00077,
            0.698523
        ],
        [
            19176,
            19176,
            17123,
            25827,
            25827,
            17450
        ],
        [
            -32151,
            -11470,
            -32151,
            -79358,
            -15807,
            -79358
        ],
        [
            140,
            134,
            147,
            140,
            134,
            147
        ],
        [
            106,
            95,
            116,
            106,
            95,
            116
        ],
        [
            195,
            198,
            192,
            195,
            198,
            192
        ],
        [
            24654,
            11715,
            12939,
            24654,
            11715,
            12939
        ],
        [
            11.136658,
            12.438741,
            11.136658,
            11.136658,
            12.438741,
            11.136658
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364089,
            351026,
            -48062,
            321184,
            391687,
            -437622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737548100000,
    "first_datapoint_time": 1737702900000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760048207246,
    "expiration_time": 1766527200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 172
        }
    }
}

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)