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Trade: PENDLE/USDT/15/LINREG/SMA/8693

Strategy
PENDLE/USDT/15/LINREG/SMA/8693
Pair
PENDLE_USDT
Interval
15m
Score
407604
Daily Profit
0.493572
Profit Factor
1.494890
Profitability
65.413534
Streak
4.843297
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 08:14
Expiration Time
2025-12-16 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128536.0965 90159.3167 38376.7799 161284.1547 134965.7669 26318.3877
Total P&L (%) 128.5361 90.1593 38.3768 161.2842 134.9658 26.3184
Avg Daily Profit (%) 0.4936 0.3462 0.1474 0.3695 0.3286 0.0898
Buy And Hold Return (%) 22.733 22.733 22.733 22.733 22.733 22.733
Max Trade Drawdown -36668 -32337 -34663 -104970 -37086 -92487
Profit Factor 1.4949 1.7615 1.2715 1.3858 1.8064 1.105
Total Trades 133 67 66 133 67 66
Winning Trades 87 43 44 87 43 44
Losing Trades 46 24 22 46 24 22
Profitability (%) 65.4135 64.1791 66.6667 65.4135 64.1791 66.6667
Ratio Avg Win / Avg Loss 0.7904 0.9832 0.6358 0.7327 1.0082 0.5525
Largest Winning Trade 13615 13615 10511 25957 18002 25957
Largest Losing Trade -32047 -16794 -32047 -92487 -33806 -92487
Avg Bars in Trades 184 177 191 184 177 191
Avg Bars in Winners 123 115 131 123 115 131
Avg Bars in Losers 299 289 309 299 289 309
Bars Traded 24533 11919 12614 24533 11919 12614
Profit Streak 4.8433 4.8433 12.2287 4.8433 4.8433 12.2287
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407604 -108020 -128947 377734 -104874 -418433
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736882100000,
    "first_datapoint_time": 1737101700000,
    "last_datapoint_time": 1759381200000,
    "evaluation_time": 1759382060868,
    "expiration_time": 1765861200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    }
}
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": [
        [
            128536.0965217052,
            90159.3166609889,
            38376.7798607162,
            161284.1546764786,
            134965.7669405865,
            26318.3877358921
        ],
        [
            128.536097,
            90.159317,
            38.37678,
            161.284155,
            134.965767,
            26.318388
        ],
        [
            0.493572,
            0.346207,
            0.147365,
            0.369485,
            0.328574,
            0.089755
        ],
        [
            22.73295,
            22.73295,
            22.73295,
            22.73295,
            22.73295,
            22.73295
        ],
        [
            -36668,
            -32337,
            -34663,
            -104970,
            -37086,
            -92487
        ],
        [
            1.49489,
            1.76152,
            1.271535,
            1.385846,
            1.806433,
            1.105005
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            65.413534,
            64.179104,
            66.666667,
            65.413534,
            64.179104,
            66.666667
        ],
        [
            0.790401,
            0.983174,
            0.635767,
            0.732746,
            1.008242,
            0.552502
        ],
        [
            13615,
            13615,
            10511,
            25957,
            18002,
            25957
        ],
        [
            -32047,
            -16794,
            -32047,
            -92487,
            -33806,
            -92487
        ],
        [
            184,
            177,
            191,
            184,
            177,
            191
        ],
        [
            123,
            115,
            131,
            123,
            115,
            131
        ],
        [
            299,
            289,
            309,
            299,
            289,
            309
        ],
        [
            24533,
            11919,
            12614,
            24533,
            11919,
            12614
        ],
        [
            4.843297,
            4.843297,
            12.228714,
            4.843297,
            4.843297,
            12.228714
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407604,
            -108020,
            -128947,
            377734,
            -104874,
            -418433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736882100000,
    "first_datapoint_time": 1737101700000,
    "last_datapoint_time": 1759381200000,
    "evaluation_time": 1759382060868,
    "expiration_time": 1765861200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    }
}

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)