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Trade: PENDLE/USDT/15/VWMA/RMA/2590

Strategy
PENDLE/USDT/15/VWMA/RMA/2590
Pair
PENDLE_USDT
Interval
15m
Score
594831
Daily Profit
0.436596
Profit Factor
2.780039
Profitability
73.333333
Streak
9.971311
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 22:48
Expiration Time
2025-12-23 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 165399.1218 110319.84 55079.2817 292090.423 210964.5677 81125.8553
Total P&L (%) 165.3991 110.3198 55.0793 292.0904 210.9646 81.1259
Avg Daily Profit (%) 0.6351 0.4236 0.2115 0.526 0.4366 0.2284
Buy And Hold Return (%) 26.4414 26.4414 26.4414 26.4414 26.4414 26.4414
Max Trade Drawdown -42056 -24289 -41572 -125883 -41580 -151198
Profit Factor 2.1279 3.1767 1.5739 1.7867 2.78 1.3209
Total Trades 60 30 30 60 30 30
Winning Trades 44 22 22 44 22 22
Losing Trades 16 8 8 16 8 8
Profitability (%) 73.3333 73.3333 73.3333 73.3333 73.3333 73.3333
Ratio Avg Win / Avg Loss 0.7738 1.1552 0.5723 0.6497 1.0109 0.4803
Largest Winning Trade 26317 26317 15856 34426 34426 28041
Largest Losing Trade -26534 -18668 -26534 -99876 -39092 -99876
Avg Bars in Trades 407 395 419 407 395 419
Avg Bars in Winners 264 301 226 264 301 226
Avg Bars in Losers 801 653 950 801 653 950
Bars Traded 24446 11857 12589 24446 11857 12589
Profit Streak 9.9713 9.9713 24.1692 9.9713 9.9713 24.1692
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158134 543910 164260 -159229 594831 232026
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737539100000,
    "first_datapoint_time": 1737947700000,
    "last_datapoint_time": 1760038200000,
    "evaluation_time": 1760039321259,
    "expiration_time": 1766518200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 206,
            "offset": 249
        }
    }
}
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": [
        [
            165399.1217583241,
            110319.8400281012,
            55079.2817302229,
            292090.4229890627,
            210964.5677218893,
            81125.8552671735
        ],
        [
            165.399122,
            110.31984,
            55.079282,
            292.090423,
            210.964568,
            81.125855
        ],
        [
            0.635124,
            0.423623,
            0.211502,
            0.52604,
            0.436596,
            0.228362
        ],
        [
            26.441352,
            26.441352,
            26.441352,
            26.441352,
            26.441352,
            26.441352
        ],
        [
            -42056,
            -24289,
            -41572,
            -125883,
            -41580,
            -151198
        ],
        [
            2.12787,
            3.176719,
            1.573948,
            1.786675,
            2.780039,
            1.320934
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            73.333333,
            73.333333,
            73.333333,
            73.333333,
            73.333333,
            73.333333
        ],
        [
            0.773771,
            1.155171,
            0.572345,
            0.6497,
            1.010923,
            0.48034
        ],
        [
            26317,
            26317,
            15856,
            34426,
            34426,
            28041
        ],
        [
            -26534,
            -18668,
            -26534,
            -99876,
            -39092,
            -99876
        ],
        [
            407,
            395,
            419,
            407,
            395,
            419
        ],
        [
            264,
            301,
            226,
            264,
            301,
            226
        ],
        [
            801,
            653,
            950,
            801,
            653,
            950
        ],
        [
            24446,
            11857,
            12589,
            24446,
            11857,
            12589
        ],
        [
            9.971311,
            9.971311,
            24.169227,
            9.971311,
            9.971311,
            24.169228
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158134,
            543910,
            164260,
            -159229,
            594831,
            232026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737539100000,
    "first_datapoint_time": 1737947700000,
    "last_datapoint_time": 1760038200000,
    "evaluation_time": 1760039321259,
    "expiration_time": 1766518200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 206,
            "offset": 249
        }
    }
}

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)