← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: PENDLE/USDT/3/VWMA/ALMA/2503

Strategy
PENDLE/USDT/3/VWMA/ALMA/2503
Pair
PENDLE_USDT
Interval
3m
Score
490536
Daily Profit
0.816352
Profit Factor
1.329935
Profitability
71.726190
Streak
12.195899
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-10 06:06
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 45536.5303 16531.1091 29005.4211 52719.1298 16112.2122 36606.9176
Total P&L (%) 45.5365 16.5311 29.0054 52.7191 16.1122 36.6069
Avg Daily Profit (%) 0.8744 0.3174 0.5569 0.8164 0.2873 0.6008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19553 -20433 -8657 -30015 -31172 -12094
Profit Factor 1.4156 1.2607 1.6283 1.3299 1.1719 1.5543
Total Trades 336 168 168 336 168 168
Winning Trades 241 119 122 241 119 122
Losing Trades 95 49 46 95 49 46
Profitability (%) 71.7262 70.8333 72.619 71.7262 70.8333 72.619
Ratio Avg Win / Avg Loss 0.558 0.5191 0.614 0.5242 0.4825 0.5861
Largest Winning Trade 3445 3445 2713 4229 4229 3223
Largest Losing Trade -10466 -10466 -4565 -16347 -16347 -6789
Avg Bars in Trades 70 71 70 70 71 70
Avg Bars in Winners 39 35 42 39 35 42
Avg Bars in Losers 151 160 143 151 160 143
Bars Traded 23832 12025 11806 23832 12025 11806
Profit Streak 12.1959 0 12.9209 12.1959 0 12.9209
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490384 -1153 399583 490536 -33008 415375
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754591400000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760065565673,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "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": [
        [
            45536.5302867876,
            16531.1091455159,
            29005.4211412716,
            52719.1298285112,
            16112.2122278994,
            36606.9176006116
        ],
        [
            45.53653,
            16.531109,
            29.005421,
            52.71913,
            16.112212,
            36.606918
        ],
        [
            0.874357,
            0.317418,
            0.55694,
            0.816352,
            0.287253,
            0.600755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19553,
            -20433,
            -8657,
            -30015,
            -31172,
            -12094
        ],
        [
            1.415591,
            1.260715,
            1.628317,
            1.329935,
            1.171867,
            1.554329
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            241,
            119,
            122,
            241,
            119,
            122
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            71.72619,
            70.833333,
            72.619048,
            71.72619,
            70.833333,
            72.619048
        ],
        [
            0.558013,
            0.519118,
            0.613956,
            0.524248,
            0.482533,
            0.586059
        ],
        [
            3445,
            3445,
            2713,
            4229,
            4229,
            3223
        ],
        [
            -10466,
            -10466,
            -4565,
            -16347,
            -16347,
            -6789
        ],
        [
            70,
            71,
            70,
            70,
            71,
            70
        ],
        [
            39,
            35,
            42,
            39,
            35,
            42
        ],
        [
            151,
            160,
            143,
            151,
            160,
            143
        ],
        [
            23832,
            12025,
            11806,
            23832,
            12025,
            11806
        ],
        [
            12.195899,
            0,
            12.920899,
            12.195899,
            0,
            12.920899
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490384,
            -1153,
            399583,
            490536,
            -33008,
            415375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754591400000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760065565673,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 243,
            "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)