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Trade: PENDLE/USDT/15/LINREG/BBM/9954

Strategy
PENDLE/USDT/15/LINREG/BBM/9954
Pair
PENDLE_USDT
Interval
15m
Score
406341
Daily Profit
0.518338
Profit Factor
1.292982
Profitability
65.042980
Streak
5.968258
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 17:14
Expiration Time
2025-12-23 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 134985.5211 103516.527 31468.9941 151898.5925 181942.9127 -30044.3201
Total P&L (%) 134.9855 103.5165 31.469 151.8986 181.9429 -30.0443
Avg Daily Profit (%) 0.5183 0.3975 0.1208 0.3554 0.3988 -0.1371
Buy And Hold Return (%) 27.749 27.749 27.749 27.749 27.749 27.749
Max Trade Drawdown -50502 -26955 -46496 -195126 -82055 -186847
Profit Factor 1.293 1.4631 1.1327 1.1275 1.3357 0.9537
Total Trades 349 174 175 349 174 175
Winning Trades 227 112 115 227 112 115
Losing Trades 122 62 60 122 62 60
Profitability (%) 65.043 64.3678 65.7143 65.043 64.3678 65.7143
Ratio Avg Win / Avg Loss 0.6949 0.8099 0.591 0.606 0.7394 0.4976
Largest Winning Trade 11225 11225 10405 38023 23373 38023
Largest Losing Trade -36789 -18296 -36789 -153989 -41860 -153989
Avg Bars in Trades 70 68 72 70 68 72
Avg Bars in Winners 49 48 50 49 48 50
Avg Bars in Losers 109 103 115 109 103 115
Bars Traded 24634 11908 12726 24634 11908 12726
Profit Streak 5.9683 9.4787 5.9683 5.9683 9.4787 5.9683
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406341 310691 -229850 -69966 361053 -578605
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737519300000,
    "first_datapoint_time": 1737615600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760019257501,
    "expiration_time": 1766498400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 4.60627
        }
    }
}
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": [
        [
            134985.5211135366,
            103516.5270282169,
            31468.9940853196,
            151898.5925206172,
            181942.9126519691,
            -30044.3201313521
        ],
        [
            134.985521,
            103.516527,
            31.468994,
            151.898593,
            181.942913,
            -30.04432
        ],
        [
            0.518338,
            0.397498,
            0.120839,
            0.355386,
            0.398817,
            -0.137111
        ],
        [
            27.748993,
            27.748993,
            27.748993,
            27.748993,
            27.748993,
            27.748993
        ],
        [
            -50502,
            -26955,
            -46496,
            -195126,
            -82055,
            -186847
        ],
        [
            1.292982,
            1.463117,
            1.132663,
            1.127519,
            1.335704,
            0.953722
        ],
        [
            349,
            174,
            175,
            349,
            174,
            175
        ],
        [
            227,
            112,
            115,
            227,
            112,
            115
        ],
        [
            122,
            62,
            60,
            122,
            62,
            60
        ],
        [
            65.04298,
            64.367816,
            65.714286,
            65.04298,
            64.367816,
            65.714286
        ],
        [
            0.694906,
            0.80994,
            0.590955,
            0.605979,
            0.739408,
            0.497594
        ],
        [
            11225,
            11225,
            10405,
            38023,
            23373,
            38023
        ],
        [
            -36789,
            -18296,
            -36789,
            -153989,
            -41860,
            -153989
        ],
        [
            70,
            68,
            72,
            70,
            68,
            72
        ],
        [
            49,
            48,
            50,
            49,
            48,
            50
        ],
        [
            109,
            103,
            115,
            109,
            103,
            115
        ],
        [
            24634,
            11908,
            12726,
            24634,
            11908,
            12726
        ],
        [
            5.968258,
            9.478675,
            5.968258,
            5.968258,
            9.478675,
            5.968258
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406341,
            310691,
            -229850,
            -69966,
            361053,
            -578605
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737519300000,
    "first_datapoint_time": 1737615600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760019257501,
    "expiration_time": 1766498400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 4.60627
        }
    }
}

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)