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Trade: PENDLE/USDT/5/VWAP/BBM/8496

Strategy
PENDLE/USDT/5/VWAP/BBM/8496
Pair
PENDLE_USDT
Interval
5m
Score
432435
Daily Profit
1.215505
Profit Factor
1.289956
Profitability
43.488372
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 01:32
Expiration Time
2025-12-27 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105517.9558 74716.7211 30801.2347 67306.9631 61390.9813 5915.9818
Total P&L (%) 105.518 74.7167 30.8012 67.307 61.391 5.916
Avg Daily Profit (%) 1.2155 0.8607 0.3548 0.5946 0.5529 0.0662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77645 -45706 -44915 -61543 -35959 -38919
Profit Factor 1.29 1.397 1.1753 1.2305 1.4077 1.0418
Total Trades 430 215 215 430 215 215
Winning Trades 187 92 95 187 92 95
Losing Trades 243 123 120 243 123 120
Profitability (%) 43.4884 42.7907 44.186 43.4884 42.7907 44.186
Ratio Avg Win / Avg Loss 1.6763 1.8678 1.4846 1.5989 1.8821 1.316
Largest Winning Trade 97119 97119 58705 79501 79501 30280
Largest Losing Trade -5746 -5365 -5746 -8606 -8606 -5671
Avg Bars in Trades 57 56 59 57 56 59
Avg Bars in Winners 64 59 69 64 59 69
Avg Bars in Losers 52 53 51 52 53 51
Bars Traded 24838 12050 12788 24838 12050 12788
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 432435 374737 -25440 336702 278507 -448450
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752808500000,
    "first_datapoint_time": 1752820200000,
    "last_datapoint_time": 1760308200000,
    "evaluation_time": 1760308343653,
    "expiration_time": 1766788200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 4.75999
        }
    }
}
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": [
        [
            105517.9557899665,
            74716.7211371857,
            30801.2346527808,
            67306.9631474096,
            61390.9813073119,
            5915.9818400976
        ],
        [
            105.517956,
            74.716721,
            30.801235,
            67.306963,
            61.390981,
            5.915982
        ],
        [
            1.215505,
            0.860693,
            0.354812,
            0.594619,
            0.552911,
            0.066231
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77645,
            -45706,
            -44915,
            -61543,
            -35959,
            -38919
        ],
        [
            1.289956,
            1.397018,
            1.175291,
            1.230452,
            1.407727,
            1.04181
        ],
        [
            430,
            215,
            215,
            430,
            215,
            215
        ],
        [
            187,
            92,
            95,
            187,
            92,
            95
        ],
        [
            243,
            123,
            120,
            243,
            123,
            120
        ],
        [
            43.488372,
            42.790698,
            44.186047,
            43.488372,
            42.790698,
            44.186047
        ],
        [
            1.676254,
            1.867753,
            1.484578,
            1.59893,
            1.882069,
            1.315971
        ],
        [
            97119,
            97119,
            58705,
            79501,
            79501,
            30280
        ],
        [
            -5746,
            -5365,
            -5746,
            -8606,
            -8606,
            -5671
        ],
        [
            57,
            56,
            59,
            57,
            56,
            59
        ],
        [
            64,
            59,
            69,
            64,
            59,
            69
        ],
        [
            52,
            53,
            51,
            52,
            53,
            51
        ],
        [
            24838,
            12050,
            12788,
            24838,
            12050,
            12788
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432435,
            374737,
            -25440,
            336702,
            278507,
            -448450
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752808500000,
    "first_datapoint_time": 1752820200000,
    "last_datapoint_time": 1760308200000,
    "evaluation_time": 1760308343653,
    "expiration_time": 1766788200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 4.75999
        }
    }
}

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)