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Trade: PENDLE/USDT/30/ZLMA/VWAP/9543

Strategy
PENDLE/USDT/30/ZLMA/VWAP/9543
Pair
PENDLE_USDT
Interval
30m
Score
427028
Daily Profit
0.355719
Profit Factor
1.368787
Profitability
64.976959
Streak
13.452790
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 09:22
Expiration Time
2025-12-13 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 185269.0463 124850.9266 60418.1197 198749.2387 188151.3278 10597.9109
Total P&L (%) 185.269 124.8509 60.4181 198.7492 188.1513 10.5979
Avg Daily Profit (%) 0.3557 0.2397 0.116 0.2104 0.2034 0.0193
Buy And Hold Return (%) 13.6408 13.6408 13.6408 13.6408 13.6408 13.6408
Max Trade Drawdown -75723 -61831 -47307 -165373 -46552 -177062
Profit Factor 1.3688 1.5702 1.2132 1.2571 1.6646 1.0216
Total Trades 217 108 109 217 108 109
Winning Trades 141 66 75 141 66 75
Losing Trades 76 42 34 76 42 34
Profitability (%) 64.977 61.1111 68.8073 64.977 61.1111 68.8073
Ratio Avg Win / Avg Loss 0.7378 0.9992 0.55 0.6776 1.0593 0.4631
Largest Winning Trade 17602 17602 17502 31923 30633 31923
Largest Losing Trade -35333 -33930 -35333 -123522 -36034 -123522
Avg Bars in Trades 111 111 111 111 111 111
Avg Bars in Winners 67 73 62 67 73 62
Avg Bars in Losers 193 171 220 193 171 220
Bars Traded 24273 12072 12201 24273 12072 12201
Profit Streak 13.4528 23.6195 13.4528 13.4528 23.6195 13.4528
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427028 348019 -39127 357733 407889 -528229
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714127400000,
    "first_datapoint_time": 1714528800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759126921098,
    "expiration_time": 1765605600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 223
        }
    }
}
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": [
        [
            185269.0462974883,
            124850.926636073,
            60418.1196614152,
            198749.238735116,
            188151.3277939448,
            10597.9109411713
        ],
        [
            185.269046,
            124.850927,
            60.41812,
            198.749239,
            188.151328,
            10.597911
        ],
        [
            0.355719,
            0.239715,
            0.116004,
            0.210354,
            0.203404,
            0.019342
        ],
        [
            13.640753,
            13.640753,
            13.640753,
            13.640753,
            13.640753,
            13.640753
        ],
        [
            -75723,
            -61831,
            -47307,
            -165373,
            -46552,
            -177062
        ],
        [
            1.368787,
            1.570202,
            1.213179,
            1.257118,
            1.664588,
            1.021634
        ],
        [
            217,
            108,
            109,
            217,
            108,
            109
        ],
        [
            141,
            66,
            75,
            141,
            66,
            75
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            64.976959,
            61.111111,
            68.807339,
            64.976959,
            61.111111,
            68.807339
        ],
        [
            0.737786,
            0.999219,
            0.549975,
            0.677595,
            1.059283,
            0.463141
        ],
        [
            17602,
            17602,
            17502,
            31923,
            30633,
            31923
        ],
        [
            -35333,
            -33930,
            -35333,
            -123522,
            -36034,
            -123522
        ],
        [
            111,
            111,
            111,
            111,
            111,
            111
        ],
        [
            67,
            73,
            62,
            67,
            73,
            62
        ],
        [
            193,
            171,
            220,
            193,
            171,
            220
        ],
        [
            24273,
            12072,
            12201,
            24273,
            12072,
            12201
        ],
        [
            13.45279,
            23.619457,
            13.45279,
            13.45279,
            23.619457,
            13.45279
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427028,
            348019,
            -39127,
            357733,
            407889,
            -528229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714127400000,
    "first_datapoint_time": 1714528800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759126921098,
    "expiration_time": 1765605600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 223
        }
    }
}

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)