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Trade: PENDLE/USDT/3/SSF/ALMA/1812

Strategy
PENDLE/USDT/3/SSF/ALMA/1812
Pair
PENDLE_USDT
Interval
3m
Score
544016
Daily Profit
1.057373
Profit Factor
1.631461
Profitability
60.869565
Streak
6.719253
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-04 01:33
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55067.9759 22476.5778 32591.398 67355.6688 26763.9692 40591.6997
Total P&L (%) 55.068 22.4766 32.5914 67.3557 26.764 40.5917
Avg Daily Profit (%) 1.0574 0.4316 0.6258 0.9937 0.4564 0.6563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23878 -21797 -6371 -35297 -31370 -10085
Profit Factor 1.6315 1.4223 1.9589 1.5127 1.3355 1.7865
Total Trades 138 69 69 138 69 69
Winning Trades 84 38 46 84 38 46
Losing Trades 54 31 23 54 31 23
Profitability (%) 60.8696 55.0725 66.6667 60.8696 55.0725 66.6667
Ratio Avg Win / Avg Loss 1.0488 1.1603 0.9795 0.9724 1.0895 0.8932
Largest Winning Trade 4503 4503 3968 7161 7161 5756
Largest Losing Trade -10824 -10824 -4617 -16191 -16191 -6400
Avg Bars in Trades 170 172 168 170 172 168
Avg Bars in Winners 117 93 137 117 93 137
Avg Bars in Losers 253 269 231 253 269 231
Bars Traded 23568 11912 11656 23568 11912 11656
Profit Streak 6.7193 7.8547 6.7193 6.7193 7.8547 6.7193
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544016 -96473 -91011 480114 -95230 -90927
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754589240000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759530823503,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "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": [
        [
            55067.9758562193,
            22476.5778263449,
            32591.3980298744,
            67355.6688298926,
            26763.9691690453,
            40591.6996608472
        ],
        [
            55.067976,
            22.476578,
            32.591398,
            67.355669,
            26.763969,
            40.5917
        ],
        [
            1.057373,
            0.431578,
            0.625795,
            0.993674,
            0.456408,
            0.656311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23878,
            -21797,
            -6371,
            -35297,
            -31370,
            -10085
        ],
        [
            1.631461,
            1.422342,
            1.9589,
            1.512655,
            1.335493,
            1.786493
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            60.869565,
            55.072464,
            66.666667,
            60.869565,
            55.072464,
            66.666667
        ],
        [
            1.048796,
            1.160331,
            0.97945,
            0.972421,
            1.089481,
            0.893247
        ],
        [
            4503,
            4503,
            3968,
            7161,
            7161,
            5756
        ],
        [
            -10824,
            -10824,
            -4617,
            -16191,
            -16191,
            -6400
        ],
        [
            170,
            172,
            168,
            170,
            172,
            168
        ],
        [
            117,
            93,
            137,
            117,
            93,
            137
        ],
        [
            253,
            269,
            231,
            253,
            269,
            231
        ],
        [
            23568,
            11912,
            11656,
            23568,
            11912,
            11656
        ],
        [
            6.719253,
            7.85467,
            6.719253,
            6.719253,
            7.85467,
            6.719253
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544016,
            -96473,
            -91011,
            480114,
            -95230,
            -90927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754589240000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759530823503,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "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)