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Trade: PENDLE/USDT/3/JMA/VWAP/2969

Strategy
PENDLE/USDT/3/JMA/VWAP/2969
Pair
PENDLE_USDT
Interval
3m
Score
533869
Daily Profit
1.156486
Profit Factor
1.842009
Profitability
66.666667
Streak
12.503065
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-09 21:22
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 62998.3009 25527.0237 37471.2772 82000.9395 33019.2768 48981.6628
Total P&L (%) 62.9983 25.527 37.4713 82.0009 33.0193 48.9817
Avg Daily Profit (%) 1.2096 0.4902 0.7195 1.1565 0.5494 0.7684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -13236 -13964 -7267 -16906 -17849 -11244
Profit Factor 1.8993 1.6506 2.2159 1.842 1.6197 2.1105
Total Trades 126 63 63 126 63 63
Winning Trades 84 39 45 84 39 45
Losing Trades 42 24 18 42 24 18
Profitability (%) 66.6667 61.9048 71.4286 66.6667 61.9048 71.4286
Ratio Avg Win / Avg Loss 0.9496 1.0158 0.8864 0.921 0.9968 0.8442
Largest Winning Trade 5339 5339 4512 6554 6554 5340
Largest Losing Trade -11552 -11552 -5513 -14727 -14727 -8303
Avg Bars in Trades 187 199 174 187 199 174
Avg Bars in Winners 136 122 148 136 122 148
Avg Bars in Losers 288 326 238 288 326 238
Bars Traded 23579 12591 10988 23579 12591 10988
Profit Streak 12.5031 0 12.5114 12.5031 0 12.5114
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522706 -138586 -134012 533869 -139141 -133052
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": 1754584560000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760034144852,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 122
        }
    }
}
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": [
        [
            62998.3009188331,
            25527.0237473441,
            37471.2771714892,
            82000.9395440417,
            33019.2767658893,
            48981.6627781524
        ],
        [
            62.998301,
            25.527024,
            37.471277,
            82.00094,
            33.019277,
            48.981663
        ],
        [
            1.209645,
            0.49015,
            0.719495,
            1.156486,
            0.54936,
            0.7684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -13236,
            -13964,
            -7267,
            -16906,
            -17849,
            -11244
        ],
        [
            1.899288,
            1.650612,
            2.215886,
            1.842009,
            1.619731,
            2.110514
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            66.666667,
            61.904762,
            71.428571,
            66.666667,
            61.904762,
            71.428571
        ],
        [
            0.949644,
            1.015761,
            0.886354,
            0.921005,
            0.996757,
            0.844206
        ],
        [
            5339,
            5339,
            4512,
            6554,
            6554,
            5340
        ],
        [
            -11552,
            -11552,
            -5513,
            -14727,
            -14727,
            -8303
        ],
        [
            187,
            199,
            174,
            187,
            199,
            174
        ],
        [
            136,
            122,
            148,
            136,
            122,
            148
        ],
        [
            288,
            326,
            238,
            288,
            326,
            238
        ],
        [
            23579,
            12591,
            10988,
            23579,
            12591,
            10988
        ],
        [
            12.503065,
            0,
            12.511399,
            12.503065,
            0,
            12.511399
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522706,
            -138586,
            -134012,
            533869,
            -139141,
            -133052
        ]
    ]
}
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": 1754584560000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760034144852,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 122
        }
    }
}

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)