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Trade: PENDLE/USDT/15/VWAP/EMA/3630

Strategy
PENDLE/USDT/15/VWAP/EMA/3630
Pair
PENDLE_USDT
Interval
15m
Score
328655
Daily Profit
0.290199
Profit Factor
1.540759
Profitability
71.739130
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 14:23
Expiration Time
2025-12-19 13:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97414.6505 74502.366 22912.2845 92953.1857 112685.0829 -19731.8973
Total P&L (%) 97.4147 74.5024 22.9123 92.9532 112.6851 -19.7319
Avg Daily Profit (%) 0.3741 0.2861 0.088 0.2527 0.2902 -0.0844
Buy And Hold Return (%) 18.2177 18.2177 18.2177 18.2177 18.2177 18.2177
Max Trade Drawdown -49415 -23501 -37821 -140048 -38882 -115379
Profit Factor 1.342 1.5555 1.152 1.1817 1.5408 0.9349
Total Trades 184 92 92 184 92 92
Winning Trades 131 66 65 131 66 65
Losing Trades 53 26 27 53 26 27
Profitability (%) 71.1957 71.7391 70.6522 71.1957 71.7391 70.6522
Ratio Avg Win / Avg Loss 0.543 0.6128 0.4785 0.4781 0.607 0.3884
Largest Winning Trade 15984 15984 11834 20186 15309 20186
Largest Losing Trade -35942 -17437 -35942 -110326 -35490 -110326
Avg Bars in Trades 133 128 139 133 128 139
Avg Bars in Winners 68 63 73 68 63 73
Avg Bars in Losers 294 292 296 294 292 296
Bars Traded 24592 11795 12796 24592 11795 12796
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323880 273042 -214795 -13233 328655 -579527
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737163800000,
    "first_datapoint_time": 1737360900000,
    "last_datapoint_time": 1759662900000,
    "evaluation_time": 1759663417074,
    "expiration_time": 1766142900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 220,
            "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": [
        [
            97414.650525088,
            74502.3659990441,
            22912.2845260439,
            92953.1856874449,
            112685.0829496341,
            -19731.8972621894
        ],
        [
            97.414651,
            74.502366,
            22.912285,
            92.953186,
            112.685083,
            -19.731897
        ],
        [
            0.374067,
            0.286085,
            0.087982,
            0.25271,
            0.290199,
            -0.084366
        ],
        [
            18.217724,
            18.217724,
            18.217724,
            18.217724,
            18.217724,
            18.217724
        ],
        [
            -49415,
            -23501,
            -37821,
            -140048,
            -38882,
            -115379
        ],
        [
            1.342027,
            1.555475,
            1.152047,
            1.181671,
            1.540759,
            0.934937
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            71.195652,
            71.73913,
            70.652174,
            71.195652,
            71.73913,
            70.652174
        ],
        [
            0.542958,
            0.612763,
            0.478543,
            0.478081,
            0.606966,
            0.388358
        ],
        [
            15984,
            15984,
            11834,
            20186,
            15309,
            20186
        ],
        [
            -35942,
            -17437,
            -35942,
            -110326,
            -35490,
            -110326
        ],
        [
            133,
            128,
            139,
            133,
            128,
            139
        ],
        [
            68,
            63,
            73,
            68,
            63,
            73
        ],
        [
            294,
            292,
            296,
            294,
            292,
            296
        ],
        [
            24592,
            11795,
            12796,
            24592,
            11795,
            12796
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323880,
            273042,
            -214795,
            -13233,
            328655,
            -579527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737163800000,
    "first_datapoint_time": 1737360900000,
    "last_datapoint_time": 1759662900000,
    "evaluation_time": 1759663417074,
    "expiration_time": 1766142900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 220,
            "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)