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Trade: PENDLE/USDT/15/T3/SINWMA/1566

Strategy
PENDLE/USDT/15/T3/SINWMA/1566
Pair
PENDLE_USDT
Interval
15m
Score
332728
Daily Profit
0.495033
Profit Factor
1.407207
Profitability
65.161290
Streak
2.780019
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 14:43
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 128916.5363 91860.862 37055.6743 139073.64 165908.1848 -26834.5448
Total P&L (%) 128.9165 91.8609 37.0557 139.0736 165.9082 -26.8345
Avg Daily Profit (%) 0.495 0.3527 0.1423 0.3353 0.3762 -0.1199
Buy And Hold Return (%) 16.7946 16.7946 16.7946 16.7946 16.7946 16.7946
Max Trade Drawdown -49384 -20179 -46784 -200778 -58745 -169105
Profit Factor 1.4072 1.613 1.2223 1.1679 1.4756 0.944
Total Trades 155 77 78 155 77 78
Winning Trades 101 53 48 101 53 48
Losing Trades 54 24 30 54 24 30
Profitability (%) 65.1613 68.8312 61.5385 65.1613 68.8312 61.5385
Ratio Avg Win / Avg Loss 0.7524 0.7304 0.7639 0.6244 0.6682 0.59
Largest Winning Trade 20251 14001 20251 44030 26745 44030
Largest Losing Trade -37105 -19024 -37105 -161072 -55886 -161072
Avg Bars in Trades 157 154 160 157 154 160
Avg Bars in Winners 114 108 121 114 108 121
Avg Bars in Losers 238 256 223 238 256 223
Bars Traded 24444 11904 12540 24444 11904 12540
Profit Streak 2.78 0 5.2279 2.78 0 5.2279
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332728 -32452 -44022 -28648 -32017 -614145

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": 1736420400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758886993642,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.14113
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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": [
        [
            128916.536268597,
            91860.8620055487,
            37055.6742630483,
            139073.6400345292,
            165908.1848256661,
            -26834.5447911368
        ],
        [
            128.916536,
            91.860862,
            37.055674,
            139.07364,
            165.908185,
            -26.834545
        ],
        [
            0.495033,
            0.352741,
            0.142292,
            0.335251,
            0.376246,
            -0.119906
        ],
        [
            16.794626,
            16.794626,
            16.794626,
            16.794626,
            16.794626,
            16.794626
        ],
        [
            -49384,
            -20179,
            -46784,
            -200778,
            -58745,
            -169105
        ],
        [
            1.407207,
            1.612982,
            1.222252,
            1.167946,
            1.475568,
            0.944004
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            65.16129,
            68.831169,
            61.538462,
            65.16129,
            68.831169,
            61.538462
        ],
        [
            0.752368,
            0.730407,
            0.763907,
            0.624447,
            0.668182,
            0.590002
        ],
        [
            20251,
            14001,
            20251,
            44030,
            26745,
            44030
        ],
        [
            -37105,
            -19024,
            -37105,
            -161072,
            -55886,
            -161072
        ],
        [
            157,
            154,
            160,
            157,
            154,
            160
        ],
        [
            114,
            108,
            121,
            114,
            108,
            121
        ],
        [
            238,
            256,
            223,
            238,
            256,
            223
        ],
        [
            24444,
            11904,
            12540,
            24444,
            11904,
            12540
        ],
        [
            2.780019,
            0,
            5.227936,
            2.780019,
            0,
            5.227936
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332728,
            -32452,
            -44022,
            -28648,
            -32017,
            -614145
        ]
    ]
}
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": 1736420400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758886993642,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.14113
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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)