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Trade: PENDLE/USDT/15/VWAP/DCM/9087

Strategy
PENDLE/USDT/15/VWAP/DCM/9087
Pair
PENDLE_USDT
Interval
15m
Score
303103
Daily Profit
0.323884
Profit Factor
1.413592
Profitability
60.169492
Streak
5.138148
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 22:48
Expiration Time
2025-12-19 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121691.4815 88653.3083 33038.1732 128823.7313 132122.8407 -3299.1094
Total P&L (%) 121.6915 88.6533 33.0382 128.8237 132.1228 -3.2991
Avg Daily Profit (%) 0.4673 0.3404 0.1269 0.3184 0.3239 -0.0129
Buy And Hold Return (%) 19.8823 19.8823 19.8823 19.8823 19.8823 19.8823
Max Trade Drawdown -41676 -32217 -35010 -128745 -55850 -110920
Profit Factor 1.3134 1.4954 1.1578 1.1706 1.4136 0.9924
Total Trades 237 118 119 237 118 119
Winning Trades 138 71 67 138 71 67
Losing Trades 99 47 52 99 47 52
Profitability (%) 58.2278 60.1695 56.3025 58.2278 60.1695 56.3025
Ratio Avg Win / Avg Loss 0.9422 0.9899 0.8986 0.8398 0.9358 0.7702
Largest Winning Trade 17135 17135 13245 27456 21102 27456
Largest Losing Trade -33607 -22296 -33607 -104968 -52679 -104968
Avg Bars in Trades 104 102 106 104 102 106
Avg Bars in Winners 75 69 82 75 69 82
Avg Bars in Losers 144 152 137 144 152 137
Bars Traded 24744 12067 12677 24744 12067 12677
Profit Streak 2.0236 5.1381 2.0236 2.0236 5.1381 2.0236
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 256755 269384 -84270 -26921 303103 -583647
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737193500000,
    "first_datapoint_time": 1737376200000,
    "last_datapoint_time": 1759692600000,
    "evaluation_time": 1759693735960,
    "expiration_time": 1766172600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 204,
            "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": [
        [
            121691.4815378831,
            88653.3083211713,
            33038.1732167118,
            128823.7312864735,
            132122.8407100895,
            -3299.109423616
        ],
        [
            121.691482,
            88.653308,
            33.038173,
            128.823731,
            132.122841,
            -3.299109
        ],
        [
            0.467289,
            0.340424,
            0.126865,
            0.31837,
            0.323884,
            -0.012881
        ],
        [
            19.882293,
            19.882293,
            19.882293,
            19.882293,
            19.882293,
            19.882293
        ],
        [
            -41676,
            -32217,
            -35010,
            -128745,
            -55850,
            -110920
        ],
        [
            1.313382,
            1.495376,
            1.157809,
            1.170612,
            1.413592,
            0.992427
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            138,
            71,
            67,
            138,
            71,
            67
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            58.227848,
            60.169492,
            56.302521,
            58.227848,
            60.169492,
            56.302521
        ],
        [
            0.942209,
            0.989897,
            0.898598,
            0.839787,
            0.935758,
            0.770242
        ],
        [
            17135,
            17135,
            13245,
            27456,
            21102,
            27456
        ],
        [
            -33607,
            -22296,
            -33607,
            -104968,
            -52679,
            -104968
        ],
        [
            104,
            102,
            106,
            104,
            102,
            106
        ],
        [
            75,
            69,
            82,
            75,
            69,
            82
        ],
        [
            144,
            152,
            137,
            144,
            152,
            137
        ],
        [
            24744,
            12067,
            12677,
            24744,
            12067,
            12677
        ],
        [
            2.023564,
            5.138148,
            2.023564,
            2.023564,
            5.138148,
            2.023564
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            256755,
            269384,
            -84270,
            -26921,
            303103,
            -583647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737193500000,
    "first_datapoint_time": 1737376200000,
    "last_datapoint_time": 1759692600000,
    "evaluation_time": 1759693735960,
    "expiration_time": 1766172600000,
    "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": 204,
            "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)