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Trade: PENDLE/USDT/5/VWAP/WMA/3764

Strategy
PENDLE/USDT/5/VWAP/WMA/3764
Pair
PENDLE_USDT
Interval
5m
Score
351707
Daily Profit
0.784698
Profit Factor
1.205511
Profitability
42.138365
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 01:53
Expiration Time
2025-12-26 00:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68119.6688 59596.6015 8523.0673 18004.6127 36644.2075 -18639.5948
Total P&L (%) 68.1197 59.5966 8.5231 18.0046 36.6442 -18.6396
Avg Daily Profit (%) 0.7847 0.6865 0.0982 0.1909 0.3603 -0.2373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88483 -47809 -59811 -63046 -28939 -42950
Profit Factor 1.2055 1.3601 1.0514 1.0843 1.3496 0.8285
Total Trades 318 159 159 318 159 159
Winning Trades 134 70 64 134 70 64
Losing Trades 184 89 95 184 89 95
Profitability (%) 42.1384 44.0252 40.2516 42.1384 44.0252 40.2516
Ratio Avg Win / Avg Loss 1.6553 1.7293 1.5606 1.4889 1.7159 1.2298
Largest Winning Trade 95709 95709 58542 60486 60486 23335
Largest Losing Trade -7435 -6069 -7435 -5791 -4487 -5791
Avg Bars in Trades 78 75 80 78 75 80
Avg Bars in Winners 88 78 98 88 78 98
Avg Bars in Losers 70 72 68 70 72 68
Bars Traded 24807 11987 12820 24807 11987 12820
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 351707 311589 -396059 -131770 153140 -584571
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723300000,
    "first_datapoint_time": 1752750900000,
    "last_datapoint_time": 1760223000000,
    "evaluation_time": 1760223201592,
    "expiration_time": 1766703000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "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": [
        [
            68119.6688245618,
            59596.6015408946,
            8523.0672836672,
            18004.6126875377,
            36644.2074695232,
            -18639.5947819855
        ],
        [
            68.119669,
            59.596602,
            8.523067,
            18.004613,
            36.644207,
            -18.639595
        ],
        [
            0.784698,
            0.686518,
            0.098181,
            0.19089,
            0.360295,
            -0.237342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88483,
            -47809,
            -59811,
            -63046,
            -28939,
            -42950
        ],
        [
            1.205511,
            1.360088,
            1.051357,
            1.08434,
            1.349623,
            0.82847
        ],
        [
            318,
            159,
            159,
            318,
            159,
            159
        ],
        [
            134,
            70,
            64,
            134,
            70,
            64
        ],
        [
            184,
            89,
            95,
            184,
            89,
            95
        ],
        [
            42.138365,
            44.025157,
            40.251572,
            42.138365,
            44.025157,
            40.251572
        ],
        [
            1.655329,
            1.729255,
            1.560607,
            1.488944,
            1.715949,
            1.22976
        ],
        [
            95709,
            95709,
            58542,
            60486,
            60486,
            23335
        ],
        [
            -7435,
            -6069,
            -7435,
            -5791,
            -4487,
            -5791
        ],
        [
            78,
            75,
            80,
            78,
            75,
            80
        ],
        [
            88,
            78,
            98,
            88,
            78,
            98
        ],
        [
            70,
            72,
            68,
            70,
            72,
            68
        ],
        [
            24807,
            11987,
            12820,
            24807,
            11987,
            12820
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351707,
            311589,
            -396059,
            -131770,
            153140,
            -584571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723300000,
    "first_datapoint_time": 1752750900000,
    "last_datapoint_time": 1760223000000,
    "evaluation_time": 1760223201592,
    "expiration_time": 1766703000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "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)