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Trade: PENDLE/USDT/5/DEMA/KCL/6265

Strategy
PENDLE/USDT/5/DEMA/KCL/6265
Pair
PENDLE_USDT
Interval
5m
Score
364639
Daily Profit
0.664763
Profit Factor
1.581507
Profitability
74.444444
Streak
1.489682
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 18:05
Expiration Time
2025-12-25 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 57708.091 30130.1894 27577.9017 56161.7429 31220.0867 24941.6562
Total P&L (%) 57.7081 30.1302 27.5779 56.1617 31.2201 24.9417
Avg Daily Profit (%) 0.6648 0.3471 0.3177 0.5148 0.3135 0.2568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39852 -9620 -40006 -50200 -11706 -50393
Profit Factor 1.5815 2.0459 1.3916 1.4431 1.869 1.2747
Total Trades 90 45 45 90 45 45
Winning Trades 67 32 35 67 32 35
Losing Trades 23 13 10 23 13 10
Profitability (%) 74.4444 71.1111 77.7778 74.4444 71.1111 77.7778
Ratio Avg Win / Avg Loss 0.5429 0.8312 0.3976 0.4954 0.7593 0.3642
Largest Winning Trade 7064 5263 7064 8352 4445 8352
Largest Losing Trade -36345 -6344 -36345 -45629 -7492 -45629
Avg Bars in Trades 258 160 356 258 160 356
Avg Bars in Winners 172 96 242 172 96 242
Avg Bars in Losers 506 316 753 506 316 753
Bars Traded 23233 7205 16028 23233 7205 16028
Profit Streak 1.4897 0 3.7952 1.4897 0 3.7952
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364639 278845 217675 284332 269701 163587
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752695100000,
    "first_datapoint_time": 1752758100000,
    "last_datapoint_time": 1760194800000,
    "evaluation_time": 1760195108513,
    "expiration_time": 1766674800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 211,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            57708.0910206095,
            30130.1893505765,
            27577.901670033,
            56161.7429314035,
            31220.0867364435,
            24941.6561949601
        ],
        [
            57.708091,
            30.130189,
            27.577902,
            56.161743,
            31.220087,
            24.941656
        ],
        [
            0.664763,
            0.347082,
            0.317681,
            0.514766,
            0.313479,
            0.25684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39852,
            -9620,
            -40006,
            -50200,
            -11706,
            -50393
        ],
        [
            1.581507,
            2.045915,
            1.391557,
            1.443133,
            1.868996,
            1.274654
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            74.444444,
            71.111111,
            77.777778,
            74.444444,
            71.111111,
            77.777778
        ],
        [
            0.542905,
            0.831153,
            0.397588,
            0.495404,
            0.75928,
            0.364187
        ],
        [
            7064,
            5263,
            7064,
            8352,
            4445,
            8352
        ],
        [
            -36345,
            -6344,
            -36345,
            -45629,
            -7492,
            -45629
        ],
        [
            258,
            160,
            356,
            258,
            160,
            356
        ],
        [
            172,
            96,
            242,
            172,
            96,
            242
        ],
        [
            506,
            316,
            753,
            506,
            316,
            753
        ],
        [
            23233,
            7205,
            16028,
            23233,
            7205,
            16028
        ],
        [
            1.489682,
            0,
            3.795237,
            1.489682,
            0,
            3.795237
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364639,
            278845,
            217675,
            284332,
            269701,
            163587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752695100000,
    "first_datapoint_time": 1752758100000,
    "last_datapoint_time": 1760194800000,
    "evaluation_time": 1760195108513,
    "expiration_time": 1766674800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 211,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)