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Trade: PENDLE/USDT/3/VWMA/VWMA/4104

Strategy
PENDLE/USDT/3/VWMA/VWMA/4104
Pair
PENDLE_USDT
Interval
3m
Score
519116
Daily Profit
1.320151
Profit Factor
1.555982
Profitability
53.913043
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-05 07:31
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 68753.4513 28476.108 40277.3433 89418.8861 32735.9376 56682.9484
Total P&L (%) 68.7535 28.4761 40.2773 89.4189 32.7359 56.6829
Avg Daily Profit (%) 1.3202 0.5468 0.7734 1.2341 0.5452 0.866
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16781 -17844 -11066 -30362 -31766 -18432
Profit Factor 1.556 1.3969 1.7759 1.4251 1.2648 1.6537
Total Trades 230 115 115 230 115 115
Winning Trades 124 63 61 124 63 61
Losing Trades 106 52 54 106 52 54
Profitability (%) 53.913 54.7826 53.0435 53.913 54.7826 53.0435
Ratio Avg Win / Avg Loss 1.3301 1.153 1.5721 1.2182 1.0439 1.4639
Largest Winning Trade 6952 6952 5945 11570 11570 10037
Largest Losing Trade -9701 -9701 -5718 -17352 -17352 -9435
Avg Bars in Trades 104 110 97 104 110 97
Avg Bars in Winners 94 88 100 94 88 100
Avg Bars in Losers 115 137 94 115 137 94
Bars Traded 23946 12702 11244 23946 12702 11244
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 519116 227839 424120 490627 211941 433036
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": 1754583660000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759638693655,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "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": [
        [
            68753.4512726341,
            28476.1079807884,
            40277.3432918456,
            89418.8860502779,
            32735.9376217771,
            56682.9484285006
        ],
        [
            68.753451,
            28.476108,
            40.277343,
            89.418886,
            32.735938,
            56.682948
        ],
        [
            1.320151,
            0.546776,
            0.773374,
            1.23411,
            0.545244,
            0.865967
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16781,
            -17844,
            -11066,
            -30362,
            -31766,
            -18432
        ],
        [
            1.555982,
            1.396865,
            1.775926,
            1.425109,
            1.264781,
            1.653711
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            124,
            63,
            61,
            124,
            63,
            61
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            53.913043,
            54.782609,
            53.043478,
            53.913043,
            54.782609,
            53.043478
        ],
        [
            1.330113,
            1.152968,
            1.572131,
            1.218239,
            1.043947,
            1.463941
        ],
        [
            6952,
            6952,
            5945,
            11570,
            11570,
            10037
        ],
        [
            -9701,
            -9701,
            -5718,
            -17352,
            -17352,
            -9435
        ],
        [
            104,
            110,
            97,
            104,
            110,
            97
        ],
        [
            94,
            88,
            100,
            94,
            88,
            100
        ],
        [
            115,
            137,
            94,
            115,
            137,
            94
        ],
        [
            23946,
            12702,
            11244,
            23946,
            12702,
            11244
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519116,
            227839,
            424120,
            490627,
            211941,
            433036
        ]
    ]
}
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": 1754583660000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759638693655,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "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)