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Trade: PENDLE/USDT/5/ZLMA/SMA/9718

Strategy
PENDLE/USDT/5/ZLMA/SMA/9718
Pair
PENDLE_USDT
Interval
5m
Score
318567
Daily Profit
0.674072
Profit Factor
1.340131
Profitability
70.552147
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 22:10
Expiration Time
2025-12-22 21:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58516.1595 46404.4557 12111.7038 50221.5495 46311.1662 3910.3833
Total P&L (%) 58.5162 46.4045 12.1117 50.2215 46.3112 3.9104
Avg Daily Profit (%) 0.6741 0.5346 0.1395 0.4699 0.4394 0.0442
Buy And Hold Return (%) 19.1231 19.1231 19.1231 19.1231 19.1231 19.1231
Max Trade Drawdown -56899 -15218 -46552 -84778 -23248 -67672
Profit Factor 1.3401 1.6591 1.1192 1.1956 1.4293 1.0263
Total Trades 163 82 81 163 82 81
Winning Trades 115 57 58 115 57 58
Losing Trades 48 25 23 48 25 23
Profitability (%) 70.5521 69.5122 71.6049 70.5521 69.5122 71.6049
Ratio Avg Win / Avg Loss 0.5594 0.7277 0.4438 0.499 0.6269 0.407
Largest Winning Trade 5910 5910 5096 7452 7406 7452
Largest Losing Trade -39723 -9176 -39723 -56874 -14786 -56874
Avg Bars in Trades 151 148 154 151 148 154
Avg Bars in Winners 97 97 97 97 97 97
Avg Bars in Losers 281 265 298 281 265 298
Bars Traded 24752 12212 12540 24752 12212 12540
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318567 115296 -274491 35955 43163 -503786
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752450600000,
    "first_datapoint_time": 1752504900000,
    "last_datapoint_time": 1759950300000,
    "evaluation_time": 1759950644544,
    "expiration_time": 1766430300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "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": [
        [
            58516.1594757196,
            46404.4556832399,
            12111.7037924799,
            50221.5494541487,
            46311.1661518088,
            3910.3833023398
        ],
        [
            58.516159,
            46.404456,
            12.111704,
            50.221549,
            46.311166,
            3.910383
        ],
        [
            0.674072,
            0.534552,
            0.13952,
            0.469873,
            0.439351,
            0.044197
        ],
        [
            19.123111,
            19.123111,
            19.123111,
            19.123111,
            19.123111,
            19.123111
        ],
        [
            -56899,
            -15218,
            -46552,
            -84778,
            -23248,
            -67672
        ],
        [
            1.340131,
            1.659104,
            1.119169,
            1.195579,
            1.429261,
            1.026262
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            70.552147,
            69.512195,
            71.604938,
            70.552147,
            69.512195,
            71.604938
        ],
        [
            0.559359,
            0.727677,
            0.443808,
            0.499024,
            0.626869,
            0.406966
        ],
        [
            5910,
            5910,
            5096,
            7452,
            7406,
            7452
        ],
        [
            -39723,
            -9176,
            -39723,
            -56874,
            -14786,
            -56874
        ],
        [
            151,
            148,
            154,
            151,
            148,
            154
        ],
        [
            97,
            97,
            97,
            97,
            97,
            97
        ],
        [
            281,
            265,
            298,
            281,
            265,
            298
        ],
        [
            24752,
            12212,
            12540,
            24752,
            12212,
            12540
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318567,
            115296,
            -274491,
            35955,
            43163,
            -503786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752450600000,
    "first_datapoint_time": 1752504900000,
    "last_datapoint_time": 1759950300000,
    "evaluation_time": 1759950644544,
    "expiration_time": 1766430300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "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)