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Trade: PENDLE/USDT/5/VWAP/KCL/8674

Strategy
PENDLE/USDT/5/VWAP/KCL/8674
Pair
PENDLE_USDT
Interval
5m
Score
381592
Daily Profit
0.747165
Profit Factor
2.132026
Profitability
49.586777
Streak
0.537308
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 03:28
Expiration Time
2025-12-27 02:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114266.5174 82106.4299 32160.0875 87631.3642 90828.0928 -3196.7287
Total P&L (%) 114.2665 82.1064 32.1601 87.6314 90.8281 -3.1967
Avg Daily Profit (%) 1.3163 0.9458 0.3705 0.7276 0.7472 -0.0374
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59754 -24844 -49163 -53339 -18270 -43138
Profit Factor 1.4325 1.7993 1.1992 1.3893 2.132 0.9779
Total Trades 241 121 120 241 121 120
Winning Trades 124 60 64 124 60 64
Losing Trades 117 61 56 117 61 56
Profitability (%) 51.4523 49.5868 53.3333 51.4523 49.5868 53.3333
Ratio Avg Win / Avg Loss 1.3517 1.8293 1.0493 1.3109 2.1676 0.8557
Largest Winning Trade 94074 94074 58772 99708 99708 39233
Largest Losing Trade -12167 -8712 -12167 -25317 -5704 -25317
Avg Bars in Trades 100 55 146 100 55 146
Avg Bars in Winners 108 52 161 108 52 161
Avg Bars in Losers 91 58 128 91 58 128
Bars Traded 24192 6672 17520 24192 6672 17520
Profit Streak 0.2977 0.5373 0 0.2977 0.5373 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358130 379288 107428 310203 381592 -582527
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752815400000,
    "first_datapoint_time": 1752852600000,
    "last_datapoint_time": 1760315100000,
    "evaluation_time": 1760315323372,
    "expiration_time": 1766795100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            114266.5173891033,
            82106.429865246,
            32160.0875238573,
            87631.3641640005,
            90828.0928392372,
            -3196.7286752367
        ],
        [
            114.266517,
            82.10643,
            32.160088,
            87.631364,
            90.828093,
            -3.196729
        ],
        [
            1.316283,
            0.945818,
            0.370465,
            0.727561,
            0.747165,
            -0.037419
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59754,
            -24844,
            -49163,
            -53339,
            -18270,
            -43138
        ],
        [
            1.432522,
            1.799267,
            1.199184,
            1.389324,
            2.132026,
            0.977931
        ],
        [
            241,
            121,
            120,
            241,
            121,
            120
        ],
        [
            124,
            60,
            64,
            124,
            60,
            64
        ],
        [
            117,
            61,
            56,
            117,
            61,
            56
        ],
        [
            51.452282,
            49.586777,
            53.333333,
            51.452282,
            49.586777,
            53.333333
        ],
        [
            1.351654,
            1.829255,
            1.049286,
            1.310894,
            2.167559,
            0.85569
        ],
        [
            94074,
            94074,
            58772,
            99708,
            99708,
            39233
        ],
        [
            -12167,
            -8712,
            -12167,
            -25317,
            -5704,
            -25317
        ],
        [
            100,
            55,
            146,
            100,
            55,
            146
        ],
        [
            108,
            52,
            161,
            108,
            52,
            161
        ],
        [
            91,
            58,
            128,
            91,
            58,
            128
        ],
        [
            24192,
            6672,
            17520,
            24192,
            6672,
            17520
        ],
        [
            0.297724,
            0.537307,
            0,
            0.297724,
            0.537308,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358130,
            379288,
            107428,
            310203,
            381592,
            -582527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752815400000,
    "first_datapoint_time": 1752852600000,
    "last_datapoint_time": 1760315100000,
    "evaluation_time": 1760315323372,
    "expiration_time": 1766795100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)