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Trade: PENDLE/USDT/15/KCL/VWMA/8690

Strategy
PENDLE/USDT/15/KCL/VWMA/8690
Pair
PENDLE_USDT
Interval
15m
Score
567458
Daily Profit
0.743919
Profit Factor
1.895009
Profitability
66.412214
Streak
14.381631
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 06:54
Expiration Time
2025-12-27 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 193731.3332 124619.2878 69112.0454 406665.7682 279224.1709 127441.5974
Total P&L (%) 193.7313 124.6193 69.112 406.6658 279.2242 127.4416
Avg Daily Profit (%) 0.7439 0.4785 0.2654 0.625 0.5132 0.316
Buy And Hold Return (%) 13.6129 13.6129 13.6129 13.6129 13.6129 13.6129
Max Trade Drawdown -50544 -40622 -34435 -106927 -72756 -128955
Profit Factor 1.895 2.0697 1.6914 1.7034 1.9061 1.472
Total Trades 131 65 66 131 65 66
Winning Trades 87 40 47 87 40 47
Losing Trades 44 25 19 44 25 19
Profitability (%) 66.4122 61.5385 71.2121 66.4122 61.5385 71.2121
Ratio Avg Win / Avg Loss 0.9584 1.2936 0.6838 0.8615 1.1913 0.5951
Largest Winning Trade 24430 24430 13460 65680 65680 28424
Largest Losing Trade -24166 -17221 -24166 -106927 -55349 -106927
Avg Bars in Trades 182 217 148 182 217 148
Avg Bars in Winners 145 172 122 145 172 122
Avg Bars in Losers 256 290 211 256 290 211
Bars Traded 23959 14167 9792 23959 14167 9792
Profit Streak 14.3816 14.3816 35.0795 14.3816 14.3816 35.0795
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 567458 -117680 -113934 517570 -117699 -113178
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737828000000,
    "first_datapoint_time": 1738137600000,
    "last_datapoint_time": 1760327100000,
    "evaluation_time": 1760327672960,
    "expiration_time": 1766807100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 248
        }
    }
}
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": [
        [
            193731.3331855268,
            124619.2877611125,
            69112.0454244143,
            406665.7682194351,
            279224.1708598929,
            127441.5973595424
        ],
        [
            193.731333,
            124.619288,
            69.112045,
            406.665768,
            279.224171,
            127.441597
        ],
        [
            0.743919,
            0.478532,
            0.265387,
            0.625047,
            0.513161,
            0.316036
        ],
        [
            13.612884,
            13.612884,
            13.612884,
            13.612884,
            13.612884,
            13.612884
        ],
        [
            -50544,
            -40622,
            -34435,
            -106927,
            -72756,
            -128955
        ],
        [
            1.895009,
            2.069717,
            1.691398,
            1.703395,
            1.90613,
            1.472011
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            66.412214,
            61.538462,
            71.212121,
            66.412214,
            61.538462,
            71.212121
        ],
        [
            0.958395,
            1.293573,
            0.683757,
            0.861487,
            1.191331,
            0.595068
        ],
        [
            24430,
            24430,
            13460,
            65680,
            65680,
            28424
        ],
        [
            -24166,
            -17221,
            -24166,
            -106927,
            -55349,
            -106927
        ],
        [
            182,
            217,
            148,
            182,
            217,
            148
        ],
        [
            145,
            172,
            122,
            145,
            172,
            122
        ],
        [
            256,
            290,
            211,
            256,
            290,
            211
        ],
        [
            23959,
            14167,
            9792,
            23959,
            14167,
            9792
        ],
        [
            14.381631,
            14.381631,
            35.079548,
            14.381631,
            14.381631,
            35.079548
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            567458,
            -117680,
            -113934,
            517570,
            -117699,
            -113178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737828000000,
    "first_datapoint_time": 1738137600000,
    "last_datapoint_time": 1760327100000,
    "evaluation_time": 1760327672960,
    "expiration_time": 1766807100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 248
        }
    }
}

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)