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Trade: PENDLE/USDT/5/WMA/SINWMA/2698

Strategy
PENDLE/USDT/5/WMA/SINWMA/2698
Pair
PENDLE_USDT
Interval
5m
Score
312978
Daily Profit
0.606618
Profit Factor
1.308853
Profitability
65.454545
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 10:53
Expiration Time
2025-12-24 09:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52660.5403 36654.2002 16006.3402 43201.915 34467.9021 8734.0129
Total P&L (%) 52.6605 36.6542 16.0063 43.2019 34.4679 8.734
Avg Daily Profit (%) 0.6066 0.4222 0.1844 0.4145 0.3417 0.0965
Buy And Hold Return (%) 11.753 11.753 11.753 11.753 11.753 11.753
Max Trade Drawdown -50785 -16856 -44788 -74809 -22286 -64506
Profit Factor 1.3089 1.482 1.1694 1.1795 1.3195 1.0658
Total Trades 165 83 82 165 83 82
Winning Trades 108 51 57 108 51 57
Losing Trades 57 32 25 57 32 25
Profitability (%) 65.4545 61.4458 69.5122 65.4545 61.4458 69.5122
Ratio Avg Win / Avg Loss 0.6908 0.9299 0.5129 0.6225 0.8279 0.4674
Largest Winning Trade 6578 6578 5501 7648 7648 6810
Largest Losing Trade -39076 -10096 -39076 -55783 -15470 -55783
Avg Bars in Trades 148 148 147 148 148 147
Avg Bars in Winners 93 84 101 93 84 101
Avg Bars in Losers 251 250 252 251 250 252
Bars Traded 24433 12326 12107 24433 12326 12107
Profit Streak 0 0 2.6729 0 0 2.6729
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312978 198992 -86560 -16866 132511 -384807
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752582900000,
    "first_datapoint_time": 1752640500000,
    "last_datapoint_time": 1760082600000,
    "evaluation_time": 1760082837322,
    "expiration_time": 1766562600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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": [
        [
            52660.5403158793,
            36654.2001581087,
            16006.3401577706,
            43201.9150130984,
            34467.9021192299,
            8734.0128938685
        ],
        [
            52.66054,
            36.6542,
            16.00634,
            43.201915,
            34.467902,
            8.734013
        ],
        [
            0.606618,
            0.422235,
            0.184384,
            0.414502,
            0.341736,
            0.096504
        ],
        [
            11.752988,
            11.752988,
            11.752988,
            11.752988,
            11.752988,
            11.752988
        ],
        [
            -50785,
            -16856,
            -44788,
            -74809,
            -22286,
            -64506
        ],
        [
            1.308853,
            1.482049,
            1.169442,
            1.179511,
            1.319511,
            1.065774
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            108,
            51,
            57,
            108,
            51,
            57
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            65.454545,
            61.445783,
            69.512195,
            65.454545,
            61.445783,
            69.512195
        ],
        [
            0.690784,
            0.929913,
            0.512913,
            0.622519,
            0.827928,
            0.467445
        ],
        [
            6578,
            6578,
            5501,
            7648,
            7648,
            6810
        ],
        [
            -39076,
            -10096,
            -39076,
            -55783,
            -15470,
            -55783
        ],
        [
            148,
            148,
            147,
            148,
            148,
            147
        ],
        [
            93,
            84,
            101,
            93,
            84,
            101
        ],
        [
            251,
            250,
            252,
            251,
            250,
            252
        ],
        [
            24433,
            12326,
            12107,
            24433,
            12326,
            12107
        ],
        [
            0,
            0,
            2.672886,
            0,
            0,
            2.672886
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312978,
            198992,
            -86560,
            -16866,
            132511,
            -384807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752582900000,
    "first_datapoint_time": 1752640500000,
    "last_datapoint_time": 1760082600000,
    "evaluation_time": 1760082837322,
    "expiration_time": 1766562600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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)