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Trade: ENJ/USDT/120/SINWMA/VWMA/7746

Strategy
ENJ/USDT/120/SINWMA/VWMA/7746
Pair
ENJ_USDT
Interval
2h
Score
358273
Daily Profit
0.383710
Profit Factor
1.668186
Profitability
36.923077
Streak
17.084209
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-07 13:01
Expiration Time
2025-12-21 09:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 799236.5325 629088.2794 170148.2531 1942917.9089 -52486.529 1995404.4379
Total P&L (%) 799.2365 629.0883 170.1483 1942.9179 -52.4865 1995.4044
Avg Daily Profit (%) 0.3837 0.302 0.0817 0.1449 -0.0357 0.1462
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92218 -62614 -131154 -2246500 -1366759 -1017050
Profit Factor 1.6682 1.9394 1.3232 1.2235 0.9897 1.5577
Total Trades 325 162 163 325 162 163
Winning Trades 120 51 69 120 51 69
Losing Trades 205 111 94 205 111 94
Profitability (%) 36.9231 31.4815 42.3313 36.9231 31.4815 42.3313
Ratio Avg Win / Avg Loss 2.8498 4.2212 1.8026 2.0901 2.1541 2.1221
Largest Winning Trade 243446 243446 52639 1178323 1178323 669796
Largest Losing Trade -36460 -36460 -31868 -381190 -381190 -335657
Avg Bars in Trades 75 81 70 75 81 70
Avg Bars in Winners 133 158 115 133 158 115
Avg Bars in Losers 42 46 36 42 46 36
Bars Traded 24641 13212 11429 24641 13212 11429
Profit Streak 17.0842 0 18.2509 17.0842 0 18.2509
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358273 204647 -84674 -1214 -584908 113413
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579795200000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831275632,
    "expiration_time": 1766302704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "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": [
        [
            799236.5325196148,
            629088.2793811274,
            170148.253138488,
            1942917.908928591,
            -52486.5290203184,
            1995404.4379489103
        ],
        [
            799.236533,
            629.088279,
            170.148253,
            1942.917909,
            -52.486529,
            1995.404438
        ],
        [
            0.38371,
            0.302022,
            0.081687,
            0.144948,
            -0.03572,
            0.146168
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92218,
            -62614,
            -131154,
            -2246500,
            -1366759,
            -1017050
        ],
        [
            1.668186,
            1.939447,
            1.323173,
            1.223466,
            0.989742,
            1.557693
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            120,
            51,
            69,
            120,
            51,
            69
        ],
        [
            205,
            111,
            94,
            205,
            111,
            94
        ],
        [
            36.923077,
            31.481481,
            42.331288,
            36.923077,
            31.481481,
            42.331288
        ],
        [
            2.849818,
            4.22115,
            1.802584,
            2.090088,
            2.154144,
            2.122074
        ],
        [
            243446,
            243446,
            52639,
            1178323,
            1178323,
            669796
        ],
        [
            -36460,
            -36460,
            -31868,
            -381190,
            -381190,
            -335657
        ],
        [
            75,
            81,
            70,
            75,
            81,
            70
        ],
        [
            133,
            158,
            115,
            133,
            158,
            115
        ],
        [
            42,
            46,
            36,
            42,
            46,
            36
        ],
        [
            24641,
            13212,
            11429,
            24641,
            13212,
            11429
        ],
        [
            17.084209,
            0,
            18.250875,
            17.084209,
            0,
            18.250875
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358273,
            204647,
            -84674,
            -1214,
            -584908,
            113413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579795200000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831275632,
    "expiration_time": 1766302704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "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)