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Trade: PENDLE/USDT/5/SMA/SINWMA/5042

Strategy
PENDLE/USDT/5/SMA/SINWMA/5042
Pair
PENDLE_USDT
Interval
5m
Score
364820
Daily Profit
0.842133
Profit Factor
1.432739
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-06 17:27
Expiration Time
2025-12-20 16:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73105.5888 52235.7033 20869.8855 81261.0639 55003.5975 26257.4664
Total P&L (%) 73.1056 52.2357 20.8699 81.2611 55.0036 26.2575
Avg Daily Profit (%) 0.8421 0.6017 0.2404 0.6875 0.5061 0.2689
Buy And Hold Return (%) 23.7087 23.7087 23.7087 23.7087 23.7087 23.7087
Max Trade Drawdown -51090 -17052 -41222 -70828 -28767 -54920
Profit Factor 1.4327 1.7347 1.2133 1.3185 1.4781 1.1875
Total Trades 180 90 90 180 90 90
Winning Trades 120 62 58 120 62 58
Losing Trades 60 28 32 60 28 32
Profitability (%) 66.6667 68.8889 64.4444 66.6667 68.8889 64.4444
Ratio Avg Win / Avg Loss 0.7164 0.7834 0.6694 0.6593 0.6675 0.6551
Largest Winning Trade 8036 6445 8036 10065 10065 8209
Largest Losing Trade -32243 -9583 -32243 -42219 -16440 -42219
Avg Bars in Trades 136 132 139 136 132 139
Avg Bars in Winners 86 79 93 86 79 93
Avg Bars in Losers 236 250 224 236 250 224
Bars Traded 24531 11944 12587 24531 11944 12587
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364820 233893 -160034 314766 196333 -140225
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752261000000,
    "first_datapoint_time": 1752314400000,
    "last_datapoint_time": 1759760700000,
    "evaluation_time": 1759760875405,
    "expiration_time": 1766240700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "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": [
        [
            73105.5887619873,
            52235.7032844122,
            20869.8854775751,
            81261.0638598728,
            55003.5974775531,
            26257.4663823196
        ],
        [
            73.105589,
            52.235703,
            20.869885,
            81.261064,
            55.003597,
            26.257466
        ],
        [
            0.842133,
            0.601724,
            0.240409,
            0.68749,
            0.506147,
            0.26894
        ],
        [
            23.708743,
            23.708743,
            23.708743,
            23.708743,
            23.708743,
            23.708743
        ],
        [
            -51090,
            -17052,
            -41222,
            -70828,
            -28767,
            -54920
        ],
        [
            1.432739,
            1.734702,
            1.213309,
            1.31853,
            1.478124,
            1.187456
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            120,
            62,
            58,
            120,
            62,
            58
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            66.666667,
            68.888889,
            64.444444,
            66.666667,
            68.888889,
            64.444444
        ],
        [
            0.71637,
            0.783414,
            0.669412,
            0.659265,
            0.66754,
            0.655148
        ],
        [
            8036,
            6445,
            8036,
            10065,
            10065,
            8209
        ],
        [
            -32243,
            -9583,
            -32243,
            -42219,
            -16440,
            -42219
        ],
        [
            136,
            132,
            139,
            136,
            132,
            139
        ],
        [
            86,
            79,
            93,
            86,
            79,
            93
        ],
        [
            236,
            250,
            224,
            236,
            250,
            224
        ],
        [
            24531,
            11944,
            12587,
            24531,
            11944,
            12587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364820,
            233893,
            -160034,
            314766,
            196333,
            -140225
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752261000000,
    "first_datapoint_time": 1752314400000,
    "last_datapoint_time": 1759760700000,
    "evaluation_time": 1759760875405,
    "expiration_time": 1766240700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "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)