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Trade: PENDLE/USDT/15/KCL/VWMA/8821

Strategy
PENDLE/USDT/15/KCL/VWMA/8821
Pair
PENDLE_USDT
Interval
15m
Score
353858
Daily Profit
0.380704
Profit Factor
1.423346
Profitability
66.834171
Streak
8.561336
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:43
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99142.9841 74792.5901 24350.394 99270.4351 93163.3423 6107.0929
Total P&L (%) 99.143 74.7926 24.3504 99.2704 93.1633 6.1071
Avg Daily Profit (%) 0.3807 0.2872 0.0935 0.2651 0.2531 0.0228
Buy And Hold Return (%) 23.7103 23.7103 23.7103 23.7103 23.7103 23.7103
Max Trade Drawdown -51423 -35947 -43220 -129227 -52889 -107880
Profit Factor 1.4233 1.6988 1.1915 1.2436 1.5177 1.0268
Total Trades 199 99 100 199 99 100
Winning Trades 133 61 72 133 61 72
Losing Trades 66 38 28 66 38 28
Profitability (%) 66.8342 61.6162 72 66.8342 61.6162 72
Ratio Avg Win / Avg Loss 0.7063 1.0583 0.4634 0.6171 0.9455 0.3993
Largest Winning Trade 11445 11270 11445 13982 13376 13982
Largest Losing Trade -37531 -24038 -37531 -93627 -34717 -93627
Avg Bars in Trades 119 160 78 119 160 78
Avg Bars in Winners 92 130 59 92 130 59
Avg Bars in Losers 175 210 127 175 210 127
Bars Traded 23814 15937 7877 23814 15937 7877
Profit Streak 8.5613 8.5613 21.2176 8.5613 8.5613 21.2176
Trades During Streak 7 3 10 7 3 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353858 319438 -233911 278924 248778 -517743

Evaluation Data

{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736641800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937399480,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 227
        }
    }
}
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": [
        [
            99142.9841185826,
            74792.5900900535,
            24350.3940285292,
            99270.435112,
            93163.3422563531,
            6107.092855647
        ],
        [
            99.142984,
            74.79259,
            24.350394,
            99.270435,
            93.163342,
            6.107093
        ],
        [
            0.380704,
            0.2872,
            0.093504,
            0.265113,
            0.253129,
            0.022765
        ],
        [
            23.710292,
            23.710292,
            23.710292,
            23.710292,
            23.710292,
            23.710292
        ],
        [
            -51423,
            -35947,
            -43220,
            -129227,
            -52889,
            -107880
        ],
        [
            1.423346,
            1.69882,
            1.191491,
            1.243623,
            1.517702,
            1.026842
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            133,
            61,
            72,
            133,
            61,
            72
        ],
        [
            66,
            38,
            28,
            66,
            38,
            28
        ],
        [
            66.834171,
            61.616162,
            72,
            66.834171,
            61.616162,
            72
        ],
        [
            0.706322,
            1.058282,
            0.463357,
            0.617136,
            0.945454,
            0.399327
        ],
        [
            11445,
            11270,
            11445,
            13982,
            13376,
            13982
        ],
        [
            -37531,
            -24038,
            -37531,
            -93627,
            -34717,
            -93627
        ],
        [
            119,
            160,
            78,
            119,
            160,
            78
        ],
        [
            92,
            130,
            59,
            92,
            130,
            59
        ],
        [
            175,
            210,
            127,
            175,
            210,
            127
        ],
        [
            23814,
            15937,
            7877,
            23814,
            15937,
            7877
        ],
        [
            8.561336,
            8.561336,
            21.217586,
            8.561337,
            8.561337,
            21.217587
        ],
        [
            7,
            3,
            10,
            7,
            3,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353858,
            319438,
            -233911,
            278924,
            248778,
            -517743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736641800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937399480,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 227
        }
    }
}

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)