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Trade: PENDLE/USDT/5/SSF/RMA/9772

Strategy
PENDLE/USDT/5/SSF/RMA/9772
Pair
PENDLE_USDT
Interval
5m
Score
327284
Daily Profit
0.672040
Profit Factor
1.497452
Profitability
72.380952
Streak
4.073309
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-07 19:50
Expiration Time
2025-12-21 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58339.7826 44508.9441 13830.8386 53840.5671 47353.085 6487.482
Total P&L (%) 58.3398 44.5089 13.8308 53.8406 47.3531 6.4875
Avg Daily Profit (%) 0.672 0.5127 0.1593 0.4974 0.4476 0.0724
Buy And Hold Return (%) 24.7211 24.7211 24.7211 24.7211 24.7211 24.7211
Max Trade Drawdown -48617 -14938 -39948 -72557 -19586 -58329
Profit Factor 1.4975 2.132 1.1774 1.3233 1.8377 1.059
Total Trades 105 53 52 105 53 52
Winning Trades 76 38 38 76 38 38
Losing Trades 29 15 14 29 15 14
Profitability (%) 72.381 71.6981 73.0769 72.381 71.6981 73.0769
Ratio Avg Win / Avg Loss 0.5714 0.8416 0.4338 0.5049 0.7254 0.3901
Largest Winning Trade 6916 6916 5061 7345 7345 7211
Largest Losing Trade -38591 -9858 -38591 -56906 -15973 -56906
Avg Bars in Trades 229 234 223 229 234 223
Avg Bars in Winners 116 123 109 116 123 109
Avg Bars in Losers 526 517 535 526 517 535
Bars Traded 24083 12442 11641 24083 12442 11641
Profit Streak 4.0733 6.2296 4.0733 4.0733 6.2296 4.0733
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327284 -174255 -364246 191556 -174613 -598041
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752355800000,
    "first_datapoint_time": 1752421800000,
    "last_datapoint_time": 1759855500000,
    "evaluation_time": 1759855833911,
    "expiration_time": 1766335500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 221,
            "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": [
        [
            58339.7826417082,
            44508.9440715618,
            13830.8385701465,
            53840.5670571431,
            47353.0850383186,
            6487.4820188246
        ],
        [
            58.339783,
            44.508944,
            13.830839,
            53.840567,
            47.353085,
            6.487482
        ],
        [
            0.67204,
            0.512717,
            0.159323,
            0.497428,
            0.447562,
            0.072434
        ],
        [
            24.721095,
            24.721095,
            24.721095,
            24.721095,
            24.721095,
            24.721095
        ],
        [
            -48617,
            -14938,
            -39948,
            -72557,
            -19586,
            -58329
        ],
        [
            1.497452,
            2.132007,
            1.177412,
            1.323262,
            1.837689,
            1.058963
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            72.380952,
            71.698113,
            73.076923,
            72.380952,
            71.698113,
            73.076923
        ],
        [
            0.571396,
            0.841582,
            0.433784,
            0.504929,
            0.725403,
            0.390144
        ],
        [
            6916,
            6916,
            5061,
            7345,
            7345,
            7211
        ],
        [
            -38591,
            -9858,
            -38591,
            -56906,
            -15973,
            -56906
        ],
        [
            229,
            234,
            223,
            229,
            234,
            223
        ],
        [
            116,
            123,
            109,
            116,
            123,
            109
        ],
        [
            526,
            517,
            535,
            526,
            517,
            535
        ],
        [
            24083,
            12442,
            11641,
            24083,
            12442,
            11641
        ],
        [
            4.073309,
            6.229559,
            4.073309,
            4.073309,
            6.229559,
            4.073309
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327284,
            -174255,
            -364246,
            191556,
            -174613,
            -598041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752355800000,
    "first_datapoint_time": 1752421800000,
    "last_datapoint_time": 1759855500000,
    "evaluation_time": 1759855833911,
    "expiration_time": 1766335500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 221,
            "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)