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Trade: PENDLE/USDT/30/SINWMA/SSF/4096

Strategy
PENDLE/USDT/30/SINWMA/SSF/4096
Pair
PENDLE_USDT
Interval
30m
Score
324028
Daily Profit
0.197622
Profit Factor
1.247337
Profitability
67.326733
Streak
8.366545
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-05 07:47
Expiration Time
2025-12-19 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 122358.6499 102927.2398 19431.4101 33909.7161 47128.9555 -13219.2394
Total P&L (%) 122.3587 102.9272 19.4314 33.9097 47.129 -13.2192
Avg Daily Profit (%) 0.2349 0.1976 0.0373 0.0561 0.0742 -0.0272
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58690 -58428 -64111 -104410 -62277 -105506
Profit Factor 1.1493 1.2473 1.0482 1.0329 1.0872 0.9731
Total Trades 404 202 202 404 202 202
Winning Trades 267 136 131 267 136 131
Losing Trades 137 66 71 137 66 71
Profitability (%) 66.0891 67.3267 64.8515 66.0891 67.3267 64.8515
Ratio Avg Win / Avg Loss 0.5897 0.6053 0.5681 0.53 0.5276 0.5274
Largest Winning Trade 20540 20540 18457 16293 15310 16293
Largest Losing Trade -40063 -40063 -34573 -61067 -40894 -61067
Avg Bars in Trades 61 62 59 61 62 59
Avg Bars in Winners 38 37 40 38 37 40
Avg Bars in Losers 105 114 96 105 114 96
Bars Traded 24788 12724 12064 24788 12724 12064
Profit Streak 0 8.3665 0 0 8.3665 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46413 324028 -317677 -303214 -218470 -578919
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714640400000,
    "first_datapoint_time": 1714674600000,
    "last_datapoint_time": 1759638600000,
    "evaluation_time": 1759639669477,
    "expiration_time": 1766118600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            122358.6499312498,
            102927.2397967782,
            19431.4101344715,
            33909.7160559651,
            47128.955471385,
            -13219.2394154199
        ],
        [
            122.35865,
            102.92724,
            19.43141,
            33.909716,
            47.128955,
            -13.219239
        ],
        [
            0.23493,
            0.197622,
            0.037309,
            0.056079,
            0.074167,
            -0.027219
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58690,
            -58428,
            -64111,
            -104410,
            -62277,
            -105506
        ],
        [
            1.149302,
            1.247337,
            1.04817,
            1.032862,
            1.087204,
            0.973101
        ],
        [
            404,
            202,
            202,
            404,
            202,
            202
        ],
        [
            267,
            136,
            131,
            267,
            136,
            131
        ],
        [
            137,
            66,
            71,
            137,
            66,
            71
        ],
        [
            66.089109,
            67.326733,
            64.851485,
            66.089109,
            67.326733,
            64.851485
        ],
        [
            0.589717,
            0.605326,
            0.568092,
            0.52997,
            0.527614,
            0.527406
        ],
        [
            20540,
            20540,
            18457,
            16293,
            15310,
            16293
        ],
        [
            -40063,
            -40063,
            -34573,
            -61067,
            -40894,
            -61067
        ],
        [
            61,
            62,
            59,
            61,
            62,
            59
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            105,
            114,
            96,
            105,
            114,
            96
        ],
        [
            24788,
            12724,
            12064,
            24788,
            12724,
            12064
        ],
        [
            0,
            8.366545,
            0,
            0,
            8.366545,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46413,
            324028,
            -317677,
            -303214,
            -218470,
            -578919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714640400000,
    "first_datapoint_time": 1714674600000,
    "last_datapoint_time": 1759638600000,
    "evaluation_time": 1759639669477,
    "expiration_time": 1766118600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 0,
            "poles": 3
        }
    }
}

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)