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Trade: PENDLE/USDT/5/SWMA/ALMA/9885

Strategy
PENDLE/USDT/5/SWMA/ALMA/9885
Pair
PENDLE_USDT
Interval
5m
Score
395091
Daily Profit
0.903716
Profit Factor
1.439209
Profitability
65.128205
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 13:22
Expiration Time
2025-12-19 12:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78451.5775 53117.1221 25334.4554 89679.9217 58903.0709 30776.8508
Total P&L (%) 78.4516 53.1171 25.3345 89.6799 58.9031 30.7769
Avg Daily Profit (%) 0.9037 0.6119 0.2918 0.7402 0.5349 0.3096
Buy And Hold Return (%) 19.3173 19.3173 19.3173 19.3173 19.3173 19.3173
Max Trade Drawdown -42822 -16587 -43313 -59453 -27840 -57518
Profit Factor 1.4392 1.7059 1.2451 1.3383 1.4952 1.2106
Total Trades 195 98 97 195 98 97
Winning Trades 127 64 63 127 64 63
Losing Trades 68 34 34 68 34 34
Profitability (%) 65.1282 65.3061 64.9485 65.1282 65.3061 64.9485
Ratio Avg Win / Avg Loss 0.7706 0.9062 0.672 0.7166 0.7943 0.6533
Largest Winning Trade 10245 9963 10245 14710 14710 9430
Largest Losing Trade -32046 -10033 -32046 -43684 -17162 -43684
Avg Bars in Trades 125 126 125 125 126 125
Avg Bars in Winners 91 89 94 91 89 94
Avg Bars in Losers 189 196 182 189 196 182
Bars Traded 24535 12387 12148 24535 12387 12148
Profit Streak 0 0 2.7867 0 0 2.7867
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395091 298263 -63757 369831 253759 -4547
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752159900000,
    "first_datapoint_time": 1752203700000,
    "last_datapoint_time": 1759659600000,
    "evaluation_time": 1759659766838,
    "expiration_time": 1766139600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 147,
            "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": [
        [
            78451.5775190528,
            53117.1221008811,
            25334.4554181719,
            89679.9217174471,
            58903.0708934818,
            30776.8508239653
        ],
        [
            78.451578,
            53.117122,
            25.334455,
            89.679922,
            58.903071,
            30.776851
        ],
        [
            0.903716,
            0.611878,
            0.291838,
            0.740161,
            0.534917,
            0.30957
        ],
        [
            19.317339,
            19.317339,
            19.317339,
            19.317339,
            19.317339,
            19.317339
        ],
        [
            -42822,
            -16587,
            -43313,
            -59453,
            -27840,
            -57518
        ],
        [
            1.439209,
            1.705864,
            1.245088,
            1.338265,
            1.495214,
            1.210552
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            65.128205,
            65.306122,
            64.948454,
            65.128205,
            65.306122,
            64.948454
        ],
        [
            0.7706,
            0.90624,
            0.671952,
            0.716551,
            0.794332,
            0.653314
        ],
        [
            10245,
            9963,
            10245,
            14710,
            14710,
            9430
        ],
        [
            -32046,
            -10033,
            -32046,
            -43684,
            -17162,
            -43684
        ],
        [
            125,
            126,
            125,
            125,
            126,
            125
        ],
        [
            91,
            89,
            94,
            91,
            89,
            94
        ],
        [
            189,
            196,
            182,
            189,
            196,
            182
        ],
        [
            24535,
            12387,
            12148,
            24535,
            12387,
            12148
        ],
        [
            0,
            0,
            2.786653,
            0,
            0,
            2.786653
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395091,
            298263,
            -63757,
            369831,
            253759,
            -4547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752159900000,
    "first_datapoint_time": 1752203700000,
    "last_datapoint_time": 1759659600000,
    "evaluation_time": 1759659766838,
    "expiration_time": 1766139600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 147,
            "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)