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Trade: ENJ/USDT/120/VWMA/SINWMA/8504

Strategy
ENJ/USDT/120/VWMA/SINWMA/8504
Pair
ENJ_USDT
Interval
2h
Score
417794
Daily Profit
0.267519
Profit Factor
1.447003
Profitability
55.000000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 18:13
Expiration Time
2025-12-14 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 557330.9679 463539.6859 93791.2819 4156986.6768 225387.9376 3931598.7392
Total P&L (%) 557.331 463.5397 93.7913 4156.9867 225.3879 3931.5987
Avg Daily Profit (%) 0.2675 0.2225 0.045 0.1802 0.0566 0.1776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -334090 -52673 -359798 -1869007 -1766353 -888267
Profit Factor 1.447 1.9935 1.1202 1.3544 1.0383 1.6721
Total Trades 260 130 130 260 130 130
Winning Trades 143 67 76 145 68 77
Losing Trades 117 63 54 115 62 53
Profitability (%) 55 51.5385 58.4615 55.7692 52.3077 59.2308
Ratio Avg Win / Avg Loss 1.1839 1.8745 0.7959 1.0742 0.9467 1.1509
Largest Winning Trade 89473 89473 69950 1019386 697706 1019386
Largest Losing Trade -143101 -30394 -143101 -888267 -608722 -888267
Avg Bars in Trades 94 76 113 94 76 113
Avg Bars in Winners 105 89 118 106 91 119
Avg Bars in Losers 82 61 106 80 58 105
Bars Traded 24684 9893 14791 24684 9893 14791
Profit Streak 0 0 18.8846 0 0 18.8846
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417794 417280 -221295 374155 -297205 412206
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579176000000,
    "first_datapoint_time": 1580414400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759245226085,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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": [
        [
            557330.9678560612,
            463539.6859318785,
            93791.2819241827,
            4156986.6768113878,
            225387.9376146999,
            3931598.7391966893
        ],
        [
            557.330968,
            463.539686,
            93.791282,
            4156.986677,
            225.387938,
            3931.598739
        ],
        [
            0.267519,
            0.222499,
            0.04502,
            0.180218,
            0.056649,
            0.177602
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -334090,
            -52673,
            -359798,
            -1869007,
            -1766353,
            -888267
        ],
        [
            1.447003,
            1.993474,
            1.120209,
            1.354428,
            1.038339,
            1.672072
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            143,
            67,
            76,
            145,
            68,
            77
        ],
        [
            117,
            63,
            54,
            115,
            62,
            53
        ],
        [
            55,
            51.538462,
            58.461538,
            55.769231,
            52.307692,
            59.230769
        ],
        [
            1.183912,
            1.874461,
            0.795938,
            1.074202,
            0.946721,
            1.150907
        ],
        [
            89473,
            89473,
            69950,
            1019386,
            697706,
            1019386
        ],
        [
            -143101,
            -30394,
            -143101,
            -888267,
            -608722,
            -888267
        ],
        [
            94,
            76,
            113,
            94,
            76,
            113
        ],
        [
            105,
            89,
            118,
            106,
            91,
            119
        ],
        [
            82,
            61,
            106,
            80,
            58,
            105
        ],
        [
            24684,
            9893,
            14791,
            24684,
            9893,
            14791
        ],
        [
            0,
            0,
            18.884561,
            0,
            0,
            18.884561
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417794,
            417280,
            -221295,
            374155,
            -297205,
            412206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579176000000,
    "first_datapoint_time": 1580414400000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759245226085,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "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)