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Trade: PENDLE/USDT/15/VWAP/DCM/2890

Strategy
PENDLE/USDT/15/VWAP/DCM/2890
Pair
PENDLE_USDT
Interval
15m
Score
425342
Daily Profit
0.500449
Profit Factor
1.424305
Profitability
64.583333
Streak
4.637850
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 18:18
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 130326.8123 87764.332 42562.4803 168009.9238 143167.1971 24842.7267
Total P&L (%) 130.3268 87.7643 42.5625 168.0099 143.1672 24.8427
Avg Daily Profit (%) 0.5004 0.337 0.1634 0.3793 0.3418 0.0852
Buy And Hold Return (%) 20.2569 20.2569 20.2569 20.2569 20.2569 20.2569
Max Trade Drawdown -38397 -36698 -35793 -111279 -49374 -111279
Profit Factor 1.4243 1.6249 1.2553 1.2957 1.6214 1.0736
Total Trades 192 96 96 192 96 96
Winning Trades 124 63 61 124 63 61
Losing Trades 68 33 35 68 33 35
Profitability (%) 64.5833 65.625 63.5417 64.5833 65.625 63.5417
Ratio Avg Win / Avg Loss 0.7811 0.8511 0.7203 0.7106 0.8493 0.616
Largest Winning Trade 12860 12860 10067 27506 13838 27506
Largest Losing Trade -35793 -17678 -35793 -111279 -46416 -111279
Avg Bars in Trades 127 122 131 127 122 131
Avg Bars in Winners 85 75 95 85 75 95
Avg Bars in Losers 203 213 195 203 213 195
Bars Traded 24437 11786 12651 24437 11786 12651
Profit Streak 4.6379 4.6379 13.4504 4.6379 4.6379 13.4504
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425342 310158 31102 373365 380747 -314155
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": 1736447400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758986310228,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "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": [
        [
            130326.8123230025,
            87764.3320259824,
            42562.4802970201,
            168009.923798075,
            143167.1971254611,
            24842.7266726141
        ],
        [
            130.326812,
            87.764332,
            42.56248,
            168.009924,
            143.167197,
            24.842727
        ],
        [
            0.500449,
            0.337011,
            0.163438,
            0.37928,
            0.341793,
            0.085239
        ],
        [
            20.256917,
            20.256917,
            20.256917,
            20.256917,
            20.256917,
            20.256917
        ],
        [
            -38397,
            -36698,
            -35793,
            -111279,
            -49374,
            -111279
        ],
        [
            1.424305,
            1.624853,
            1.255327,
            1.295731,
            1.621403,
            1.073559
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            124,
            63,
            61,
            124,
            63,
            61
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            64.583333,
            65.625,
            63.541667,
            64.583333,
            65.625,
            63.541667
        ],
        [
            0.78107,
            0.851113,
            0.72027,
            0.710562,
            0.849306,
            0.615977
        ],
        [
            12860,
            12860,
            10067,
            27506,
            13838,
            27506
        ],
        [
            -35793,
            -17678,
            -35793,
            -111279,
            -46416,
            -111279
        ],
        [
            127,
            122,
            131,
            127,
            122,
            131
        ],
        [
            85,
            75,
            95,
            85,
            75,
            95
        ],
        [
            203,
            213,
            195,
            203,
            213,
            195
        ],
        [
            24437,
            11786,
            12651,
            24437,
            11786,
            12651
        ],
        [
            4.63785,
            4.63785,
            13.45035,
            4.63785,
            4.63785,
            13.45035
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425342,
            310158,
            31102,
            373365,
            380747,
            -314155
        ]
    ]
}
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": 1736447400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758986310228,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "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)