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Trade: PENDLE/USDT/3/VWAP/JMA/7098

Strategy
PENDLE/USDT/3/VWAP/JMA/7098
Pair
PENDLE_USDT
Interval
3m
Score
413072
Daily Profit
0.848100
Profit Factor
1.273092
Profitability
53.267974
Streak
10.660435
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-08 18:39
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 44169.0521 17389.3558 26779.6964 47701.7631 16522.0518 31179.7113
Total P&L (%) 44.1691 17.3894 26.7797 47.7018 16.5221 31.1797
Avg Daily Profit (%) 0.8481 0.3339 0.5142 0.7517 0.294 0.5225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21557 -19950 -9206 -33677 -31795 -15014
Profit Factor 1.2731 1.1964 1.3659 1.1972 1.125 1.2841
Total Trades 306 153 153 306 153 153
Winning Trades 163 77 86 163 77 86
Losing Trades 143 76 67 143 76 67
Profitability (%) 53.268 50.3268 56.2092 53.268 50.3268 56.2092
Ratio Avg Win / Avg Loss 1.1169 1.1808 1.0641 1.0503 1.1104 1.0004
Largest Winning Trade 6697 6697 4996 10509 10509 7171
Largest Losing Trade -9244 -9244 -5438 -14458 -14458 -8308
Avg Bars in Trades 79 78 79 79 78 79
Avg Bars in Winners 73 70 76 73 70 76
Avg Bars in Losers 85 87 84 85 87 84
Bars Traded 24257 12060 12196 24257 12060 12196
Profit Streak 10.6604 0 10.6979 10.6604 0 10.6979
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413072 -6140 263354 279550 -85606 251991
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": 1754588520000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759937941623,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "offset": 196
        }
    }
}
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": [
        [
            44169.0521309008,
            17389.3557536961,
            26779.6963772048,
            47701.7630511536,
            16522.0517745017,
            31179.7112766517
        ],
        [
            44.169052,
            17.389356,
            26.779696,
            47.701763,
            16.522052,
            31.179711
        ],
        [
            0.8481,
            0.333897,
            0.514203,
            0.751707,
            0.294038,
            0.522478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21557,
            -19950,
            -9206,
            -33677,
            -31795,
            -15014
        ],
        [
            1.273092,
            1.196381,
            1.365906,
            1.197162,
            1.124974,
            1.28413
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            163,
            77,
            86,
            163,
            77,
            86
        ],
        [
            143,
            76,
            67,
            143,
            76,
            67
        ],
        [
            53.267974,
            50.326797,
            56.20915,
            53.267974,
            50.326797,
            56.20915
        ],
        [
            1.116885,
            1.180843,
            1.064136,
            1.050271,
            1.110364,
            1.000427
        ],
        [
            6697,
            6697,
            4996,
            10509,
            10509,
            7171
        ],
        [
            -9244,
            -9244,
            -5438,
            -14458,
            -14458,
            -8308
        ],
        [
            79,
            78,
            79,
            79,
            78,
            79
        ],
        [
            73,
            70,
            76,
            73,
            70,
            76
        ],
        [
            85,
            87,
            84,
            85,
            87,
            84
        ],
        [
            24257,
            12060,
            12196,
            24257,
            12060,
            12196
        ],
        [
            10.660435,
            0,
            10.697935,
            10.660435,
            0,
            10.697935
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413072,
            -6140,
            263354,
            279550,
            -85606,
            251991
        ]
    ]
}
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": 1754588520000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759937941623,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "offset": 196
        }
    }
}

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)