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Trade: PENDLE/USDT/3/VWAP/ALMA/4270

Strategy
PENDLE/USDT/3/VWAP/ALMA/4270
Pair
PENDLE_USDT
Interval
3m
Score
485354
Daily Profit
1.228963
Profit Factor
1.633311
Profitability
63.157895
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-11 10:40
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 64004.3861 26256.7836 37747.6025 81250.9202 30614.8431 50636.077
Total P&L (%) 64.0044 26.2568 37.7476 81.2509 30.6148 50.6361
Avg Daily Profit (%) 1.229 0.5042 0.7248 1.1485 0.5141 0.7898
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18941 -18149 -7019 -35648 -31689 -13148
Profit Factor 1.6333 1.408 2.0281 1.4654 1.2762 1.7946
Total Trades 152 76 76 152 76 76
Winning Trades 96 45 51 96 45 51
Losing Trades 56 31 25 56 31 25
Profitability (%) 63.1579 59.2105 67.1053 63.1579 59.2105 67.1053
Ratio Avg Win / Avg Loss 0.9528 0.97 0.9942 0.8548 0.8791 0.8797
Largest Winning Trade 8623 8623 4017 14012 14012 7034
Largest Losing Trade -9470 -9470 -4006 -16361 -16361 -7166
Avg Bars in Trades 158 157 159 158 157 159
Avg Bars in Winners 121 104 136 121 104 136
Avg Bars in Losers 222 234 207 222 234 207
Bars Traded 24079 11962 12117 24079 11962 12117
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 485354 -44188 -37703 465302 -44522 -37022
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": 1754592120000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760168454242,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 247,
            "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": [
        [
            64004.3860907796,
            26256.7835598168,
            37747.6025309629,
            81250.9201625305,
            30614.8431239773,
            50636.0770385533
        ],
        [
            64.004386,
            26.256784,
            37.747603,
            81.25092,
            30.614843,
            50.636077
        ],
        [
            1.228963,
            0.504163,
            0.7248,
            1.148465,
            0.514149,
            0.78977
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18941,
            -18149,
            -7019,
            -35648,
            -31689,
            -13148
        ],
        [
            1.633311,
            1.408043,
            2.028121,
            1.465401,
            1.276156,
            1.794643
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            96,
            45,
            51,
            96,
            45,
            51
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            63.157895,
            59.210526,
            67.105263,
            63.157895,
            59.210526,
            67.105263
        ],
        [
            0.952765,
            0.969986,
            0.994177,
            0.854818,
            0.87913,
            0.879727
        ],
        [
            8623,
            8623,
            4017,
            14012,
            14012,
            7034
        ],
        [
            -9470,
            -9470,
            -4006,
            -16361,
            -16361,
            -7166
        ],
        [
            158,
            157,
            159,
            158,
            157,
            159
        ],
        [
            121,
            104,
            136,
            121,
            104,
            136
        ],
        [
            222,
            234,
            207,
            222,
            234,
            207
        ],
        [
            24079,
            11962,
            12117,
            24079,
            11962,
            12117
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485354,
            -44188,
            -37703,
            465302,
            -44522,
            -37022
        ]
    ]
}
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": 1754592120000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760168454242,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 247,
            "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)