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Trade: PENDLE/USDT/5/VWMA/KCU/8093

Strategy
PENDLE/USDT/5/VWMA/KCU/8093
Pair
PENDLE_USDT
Interval
5m
Score
322574
Daily Profit
1.221105
Profit Factor
1.661679
Profitability
35.632184
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 18:07
Expiration Time
2025-12-25 17:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106004.1437 74745.6912 31258.4525 67571.4891 63625.6641 3945.8249
Total P&L (%) 106.0041 74.7457 31.2585 67.5715 63.6257 3.9458
Avg Daily Profit (%) 1.2211 0.861 0.3601 0.5965 0.5688 0.0446
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78740 -47811 -32908 -66309 -38762 -29180
Profit Factor 1.6617 1.7577 1.5078 1.5251 1.8241 1.0767
Total Trades 87 43 44 87 43 44
Winning Trades 31 15 16 31 15 16
Losing Trades 56 28 28 56 28 28
Profitability (%) 35.6322 34.8837 36.3636 35.6322 34.8837 36.3636
Ratio Avg Win / Avg Loss 3.0017 3.2811 2.6386 2.7551 3.4049 1.8842
Largest Winning Trade 99431 99431 57533 84432 84432 31012
Largest Losing Trade -8456 -8456 -6639 -7210 -7210 -6852
Avg Bars in Trades 271 450 97 271 450 97
Avg Bars in Winners 429 722 154 429 722 154
Avg Bars in Losers 184 304 64 184 304 64
Bars Traded 23654 19373 4281 23654 19373 4281
Profit Streak 0 0.8284 0 0 0.8284 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322574 188306 45487 220196 104585 -441407
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752695400000,
    "first_datapoint_time": 1752790200000,
    "last_datapoint_time": 1760195100000,
    "evaluation_time": 1760195269846,
    "expiration_time": 1766675100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "offset": 116
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 184,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            106004.1436899663,
            74745.6911631646,
            31258.4525268017,
            67571.4890610311,
            63625.6641476878,
            3945.8249133432
        ],
        [
            106.004144,
            74.745691,
            31.258453,
            67.571489,
            63.625664,
            3.945825
        ],
        [
            1.221105,
            0.861026,
            0.360079,
            0.59645,
            0.56884,
            0.04459
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78740,
            -47811,
            -32908,
            -66309,
            -38762,
            -29180
        ],
        [
            1.661679,
            1.757716,
            1.507782,
            1.52512,
            1.824072,
            1.076664
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            35.632184,
            34.883721,
            36.363636,
            35.632184,
            34.883721,
            36.363636
        ],
        [
            3.001742,
            3.28107,
            2.638618,
            2.755056,
            3.404935,
            1.884161
        ],
        [
            99431,
            99431,
            57533,
            84432,
            84432,
            31012
        ],
        [
            -8456,
            -8456,
            -6639,
            -7210,
            -7210,
            -6852
        ],
        [
            271,
            450,
            97,
            271,
            450,
            97
        ],
        [
            429,
            722,
            154,
            429,
            722,
            154
        ],
        [
            184,
            304,
            64,
            184,
            304,
            64
        ],
        [
            23654,
            19373,
            4281,
            23654,
            19373,
            4281
        ],
        [
            0,
            0.828355,
            0,
            0,
            0.828355,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322574,
            188306,
            45487,
            220196,
            104585,
            -441407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752695400000,
    "first_datapoint_time": 1752790200000,
    "last_datapoint_time": 1760195100000,
    "evaluation_time": 1760195269846,
    "expiration_time": 1766675100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "offset": 116
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 184,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)