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Trade: PENDLE/USDT/120/BBL/VWMA/8300

Strategy
PENDLE/USDT/120/BBL/VWMA/8300
Pair
PENDLE_USDT
Interval
2h
Score
336177
Daily Profit
0.316397
Profit Factor
1.256336
Profitability
62.305296
Streak
5.713474
Best Strategy
Training Data Length
830.420000
Evaluation Time
2025-10-10 22:07
Expiration Time
2025-11-09 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367834.5964 339117.8406 28716.7558 1278076.5822 1269471.5855 8604.9967
Total P&L (%) 367.8346 339.1178 28.7168 1278.0766 1269.4716 8.605
Avg Daily Profit (%) 0.443 0.4084 0.0346 0.3164 0.3156 0.0099
Buy And Hold Return (%) 354.1255 354.1255 354.1255 354.1255 354.1255 354.1255
Max Trade Drawdown -103235 -83200 -56371 -947599 -854081 -507850
Profit Factor 1.57 2.1332 1.083 1.2563 1.4979 1.0035
Total Trades 321 160 161 321 160 161
Winning Trades 200 106 94 200 106 94
Losing Trades 121 54 67 121 54 67
Profitability (%) 62.3053 66.25 58.3851 62.3053 66.25 58.3851
Ratio Avg Win / Avg Loss 0.9499 1.0867 0.7719 0.7601 0.7631 0.7153
Largest Winning Trade 41101 41101 12793 242216 242216 108802
Largest Losing Trade -42776 -42776 -18782 -519794 -519794 -166667
Avg Bars in Trades 28 41 16 28 41 16
Avg Bars in Winners 20 25 14 20 25 14
Avg Bars in Losers 42 73 17 42 73 17
Bars Traded 9279 6695 2584 9279 6695 2584
Profit Streak 5.7135 5.7968 5.7135 5.7135 5.7968 5.7135
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139243 -150339 -441022 336177 329455 -561283
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 9965,
    "evaluation_days": 830.42,
    "actual_first_datapoint_time": 1688378400000,
    "first_datapoint_time": 1689379200000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760123244198,
    "expiration_time": 1762711200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 3.52403
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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": [
        [
            367834.5964126219,
            339117.840643946,
            28716.7557686762,
            1278076.5821884144,
            1269471.5854711453,
            8604.9967172691
        ],
        [
            367.834596,
            339.117841,
            28.716756,
            1278.076582,
            1269.471585,
            8.604997
        ],
        [
            0.44295,
            0.408369,
            0.034581,
            0.316397,
            0.31564,
            0.009941
        ],
        [
            354.125483,
            354.125483,
            354.125483,
            354.125483,
            354.125483,
            354.125483
        ],
        [
            -103235,
            -83200,
            -56371,
            -947599,
            -854081,
            -507850
        ],
        [
            1.570043,
            2.133185,
            1.082993,
            1.256336,
            1.49789,
            1.003532
        ],
        [
            321,
            160,
            161,
            321,
            160,
            161
        ],
        [
            200,
            106,
            94,
            200,
            106,
            94
        ],
        [
            121,
            54,
            67,
            121,
            54,
            67
        ],
        [
            62.305296,
            66.25,
            58.385093,
            62.305296,
            66.25,
            58.385093
        ],
        [
            0.949876,
            1.086717,
            0.771921,
            0.760083,
            0.763076,
            0.715284
        ],
        [
            41101,
            41101,
            12793,
            242216,
            242216,
            108802
        ],
        [
            -42776,
            -42776,
            -18782,
            -519794,
            -519794,
            -166667
        ],
        [
            28,
            41,
            16,
            28,
            41,
            16
        ],
        [
            20,
            25,
            14,
            20,
            25,
            14
        ],
        [
            42,
            73,
            17,
            42,
            73,
            17
        ],
        [
            9279,
            6695,
            2584,
            9279,
            6695,
            2584
        ],
        [
            5.713474,
            5.796808,
            5.713474,
            5.713474,
            5.796808,
            5.713474
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139243,
            -150339,
            -441022,
            336177,
            329455,
            -561283
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 9965,
    "evaluation_days": 830.42,
    "actual_first_datapoint_time": 1688378400000,
    "first_datapoint_time": 1689379200000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760123244198,
    "expiration_time": 1762711200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 3.52403
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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)