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Trade: PENDLE/USDT/15/VWMA/RMA/7372

Strategy
PENDLE/USDT/15/VWMA/RMA/7372
Pair
PENDLE_USDT
Interval
15m
Score
580904
Daily Profit
0.705528
Profit Factor
1.910140
Profitability
71.126761
Streak
14.131163
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 19:53
Expiration Time
2025-12-12 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183733.5774 121255.464 62478.1134 370699.0407 287301.2397 83397.801
Total P&L (%) 183.7336 121.2555 62.4781 370.699 287.3012 83.3978
Avg Daily Profit (%) 0.7055 0.4656 0.2399 0.5966 0.5213 0.2332
Buy And Hold Return (%) 20.5455 20.5455 20.5455 20.5455 20.5455 20.5455
Max Trade Drawdown -43407 -33124 -33502 -172788 -53630 -177746
Profit Factor 1.9101 2.5115 1.5136 1.6621 2.5789 1.2207
Total Trades 142 71 71 142 71 71
Winning Trades 101 50 51 101 50 51
Losing Trades 41 21 20 41 21 20
Profitability (%) 71.1268 70.4225 71.831 71.1268 70.4225 71.831
Ratio Avg Win / Avg Loss 0.7754 1.0548 0.5936 0.6747 1.0832 0.4787
Largest Winning Trade 15404 15404 11834 44491 30598 44491
Largest Losing Trade -31574 -22732 -31574 -170520 -53583 -170520
Avg Bars in Trades 169 166 171 169 166 171
Avg Bars in Winners 103 96 109 103 96 109
Avg Bars in Losers 332 335 329 332 335 329
Bars Traded 24050 11848 12202 24050 11848 12202
Profit Streak 14.1312 25.0374 14.1312 14.1312 25.0374 14.1312
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 580904 -71009 -79140 530151 -69671 -80083
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736578800000,
    "first_datapoint_time": 1736738100000,
    "last_datapoint_time": 1759077900000,
    "evaluation_time": 1759078432480,
    "expiration_time": 1765557900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "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": [
        [
            183733.577385541,
            121255.4639740665,
            62478.1134114747,
            370699.0407271028,
            287301.2397308671,
            83397.8009962355
        ],
        [
            183.733577,
            121.255464,
            62.478113,
            370.699041,
            287.30124,
            83.397801
        ],
        [
            0.705528,
            0.465615,
            0.239913,
            0.5966,
            0.521296,
            0.23316
        ],
        [
            20.545455,
            20.545455,
            20.545455,
            20.545455,
            20.545455,
            20.545455
        ],
        [
            -43407,
            -33124,
            -33502,
            -172788,
            -53630,
            -177746
        ],
        [
            1.91014,
            2.511471,
            1.513587,
            1.662054,
            2.57893,
            1.22065
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            71.126761,
            70.422535,
            71.830986,
            71.126761,
            70.422535,
            71.830986
        ],
        [
            0.775403,
            1.054818,
            0.593563,
            0.674695,
            1.083151,
            0.478686
        ],
        [
            15404,
            15404,
            11834,
            44491,
            30598,
            44491
        ],
        [
            -31574,
            -22732,
            -31574,
            -170520,
            -53583,
            -170520
        ],
        [
            169,
            166,
            171,
            169,
            166,
            171
        ],
        [
            103,
            96,
            109,
            103,
            96,
            109
        ],
        [
            332,
            335,
            329,
            332,
            335,
            329
        ],
        [
            24050,
            11848,
            12202,
            24050,
            11848,
            12202
        ],
        [
            14.131163,
            25.037413,
            14.131163,
            14.131163,
            25.037413,
            14.131163
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            580904,
            -71009,
            -79140,
            530151,
            -69671,
            -80083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736578800000,
    "first_datapoint_time": 1736738100000,
    "last_datapoint_time": 1759077900000,
    "evaluation_time": 1759078432480,
    "expiration_time": 1765557900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 178,
            "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)