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Trade: PENDLE/USDT/3/SSF/ALMA/2111

Strategy
PENDLE/USDT/3/SSF/ALMA/2111
Pair
PENDLE_USDT
Interval
3m
Score
339948
Daily Profit
1.038647
Profit Factor
1.489129
Profitability
68.421053
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-28 05:54
Expiration Time
2025-12-08 17:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 54092.71 39600.1224 14492.5876 53394.0331 37313.1479 16080.8852
Total P&L (%) 54.0927 39.6001 14.4926 53.394 37.3131 16.0809
Avg Daily Profit (%) 1.0386 0.7604 0.2783 0.8249 0.6107 0.2867
Buy And Hold Return (%) 21.9188 21.9188 21.9188 21.9188 21.9188 21.9188
Max Trade Drawdown -33241 -20534 -34631 -33147 -25116 -34512
Profit Factor 1.4891 1.849 1.2266 1.4214 1.6507 1.2319
Total Trades 133 67 66 133 67 66
Winning Trades 91 46 45 91 46 45
Losing Trades 42 21 21 42 21 21
Profitability (%) 68.4211 68.6567 68.1818 68.4211 68.6567 68.1818
Ratio Avg Win / Avg Loss 0.6873 0.8441 0.5724 0.656 0.7536 0.5749
Largest Winning Trade 8754 8754 7455 10219 10219 5441
Largest Losing Trade -32708 -10012 -32708 -32586 -12718 -32586
Avg Bars in Trades 184 183 185 184 183 185
Avg Bars in Winners 145 135 154 145 135 154
Avg Bars in Losers 269 287 250 269 287 250
Bars Traded 24509 12276 12233 24509 12276 12233
Profit Streak 0 0 6.29 0 0 6.29
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339948 -111354 -282232 310724 -113712 -282128
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227260000,
    "first_datapoint_time": 1754266320000,
    "last_datapoint_time": 1758727080000,
    "evaluation_time": 1759028073614,
    "expiration_time": 1765207080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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": [
        [
            54092.7099860433,
            39600.1224173271,
            14492.5875687161,
            53394.0330866717,
            37313.1479123344,
            16080.8851743373
        ],
        [
            54.09271,
            39.600122,
            14.492588,
            53.394033,
            37.313148,
            16.080885
        ],
        [
            1.038647,
            0.760371,
            0.278275,
            0.824889,
            0.610717,
            0.286733
        ],
        [
            21.918838,
            21.918838,
            21.918838,
            21.918838,
            21.918838,
            21.918838
        ],
        [
            -33241,
            -20534,
            -34631,
            -33147,
            -25116,
            -34512
        ],
        [
            1.489129,
            1.849018,
            1.226632,
            1.421426,
            1.650686,
            1.231866
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            68.421053,
            68.656716,
            68.181818,
            68.421053,
            68.656716,
            68.181818
        ],
        [
            0.68729,
            0.844117,
            0.572428,
            0.656043,
            0.753574,
            0.574871
        ],
        [
            8754,
            8754,
            7455,
            10219,
            10219,
            5441
        ],
        [
            -32708,
            -10012,
            -32708,
            -32586,
            -12718,
            -32586
        ],
        [
            184,
            183,
            185,
            184,
            183,
            185
        ],
        [
            145,
            135,
            154,
            145,
            135,
            154
        ],
        [
            269,
            287,
            250,
            269,
            287,
            250
        ],
        [
            24509,
            12276,
            12233,
            24509,
            12276,
            12233
        ],
        [
            0,
            0,
            6.289972,
            0,
            0,
            6.289972
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339948,
            -111354,
            -282232,
            310724,
            -113712,
            -282128
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227260000,
    "first_datapoint_time": 1754266320000,
    "last_datapoint_time": 1758727080000,
    "evaluation_time": 1759028073614,
    "expiration_time": 1765207080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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)