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Trade: PENDLE/USDT/360/SMA/SSF/5730

Strategy
PENDLE/USDT/360/SMA/SSF/5730
Pair
PENDLE_USDT
Interval
6h
Score
369569
Daily Profit
0.346918
Profit Factor
1.540617
Profitability
63.207547
Streak
19.663650
Best Strategy
Training Data Length
820.750000
Evaluation Time
2025-10-01 00:55
Expiration Time
2025-10-30 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440341.6467 392721.6499 47619.9968 1615698.7286 1769992.988 -154294.2593
Total P&L (%) 440.3416 392.7217 47.62 1615.6987 1769.993 -154.2943
Avg Daily Profit (%) 0.5365 0.4785 0.058 0.3469 0.3574 0
Buy And Hold Return (%) 460.3012 460.3012 460.3012 460.3012 460.3012 460.3012
Max Trade Drawdown -64467 -37490 -76214 -657731 -216589 -721613
Profit Factor 1.9165 3.2902 1.1541 1.5406 3.0467 0.9274
Total Trades 106 53 53 106 53 53
Winning Trades 67 36 31 67 36 31
Losing Trades 39 17 22 39 17 22
Profitability (%) 63.2075 67.9245 58.4906 63.2075 67.9245 58.4906
Ratio Avg Win / Avg Loss 1.1156 1.5537 0.819 0.8968 1.4387 0.6581
Largest Winning Trade 54300 54300 38346 256445 256445 204057
Largest Losing Trade -49189 -26448 -49189 -657731 -186100 -657731
Avg Bars in Trades 29 32 27 29 32 27
Avg Bars in Winners 25 31 18 25 31 18
Avg Bars in Losers 37 34 39 37 34 39
Bars Traded 3150 1708 1442 3150 1708 1442
Profit Streak 19.6637 24.9137 19.6637 19.6637 24.9137 19.6637
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149010 -326192 -512014 369569 -164973 -758898
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3283,
    "evaluation_days": 820.75,
    "actual_first_datapoint_time": 1688364000000,
    "first_datapoint_time": 1689854400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759269339408,
    "expiration_time": 1761847200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            440341.6466526279,
            392721.6498669282,
            47619.9967856996,
            1615698.728645184,
            1769992.9879947687,
            -154294.2593495845
        ],
        [
            440.341647,
            392.72165,
            47.619997,
            1615.698729,
            1769.992988,
            -154.294259
        ],
        [
            0.536511,
            0.478491,
            0.05802,
            0.346918,
            0.357448,
            0
        ],
        [
            460.301197,
            460.301197,
            460.301197,
            460.301197,
            460.301197,
            460.301197
        ],
        [
            -64467,
            -37490,
            -76214,
            -657731,
            -216589,
            -721613
        ],
        [
            1.91647,
            3.290188,
            1.154112,
            1.540617,
            3.046721,
            0.927351
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            63.207547,
            67.924528,
            58.490566,
            63.207547,
            67.924528,
            58.490566
        ],
        [
            1.115557,
            1.5537,
            0.819047,
            0.896777,
            1.438729,
            0.65812
        ],
        [
            54300,
            54300,
            38346,
            256445,
            256445,
            204057
        ],
        [
            -49189,
            -26448,
            -49189,
            -657731,
            -186100,
            -657731
        ],
        [
            29,
            32,
            27,
            29,
            32,
            27
        ],
        [
            25,
            31,
            18,
            25,
            31,
            18
        ],
        [
            37,
            34,
            39,
            37,
            34,
            39
        ],
        [
            3150,
            1708,
            1442,
            3150,
            1708,
            1442
        ],
        [
            19.66365,
            24.91365,
            19.66365,
            19.66365,
            24.913651,
            19.663651
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149010,
            -326192,
            -512014,
            369569,
            -164973,
            -758898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3283,
    "evaluation_days": 820.75,
    "actual_first_datapoint_time": 1688364000000,
    "first_datapoint_time": 1689854400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759269339408,
    "expiration_time": 1761847200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    }
}

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)