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Trade: ENJ/USDT/240/KCB/VWMA/2087

Strategy
ENJ/USDT/240/KCB/VWMA/2087
Pair
ENJ_USDT
Interval
4h
Score
750659
Daily Profit
0.775233
Profit Factor
3.172129
Profitability
50.877193
Streak
46.249408
Best Strategy
Training Data Length
2365.330000
Evaluation Time
2025-10-09 04:59
Expiration Time
2025-12-19 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1833682.0622 1784480.3859 49201.6763 -4389.6999 153185.1965 -157574.8963
Total P&L (%) 1833.6821 1784.4804 49.2017 -4.3897 153.1852 -157.5749
Avg Daily Profit (%) 0.7752 0.7544 0.0208 -0.0019 0.0393 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157009 -142998 -113028 -634983 -329529 -413295
Profit Factor 3.1721 4.5747 1.1426 0.9972 1.1832 0.7859
Total Trades 114 57 57 114 57 57
Winning Trades 58 25 33 58 25 33
Losing Trades 56 32 24 56 32 24
Profitability (%) 50.8772 43.8596 57.8947 50.8772 43.8596 57.8947
Ratio Avg Win / Avg Loss 3.0627 5.8557 0.831 0.9628 1.5145 0.5716
Largest Winning Trade 1829468 1829468 48607 411551 411551 161876
Largest Losing Trade -51486 -51486 -48322 -324087 -132798 -324087
Avg Bars in Trades 121 143 99 121 143 99
Avg Bars in Winners 135 147 126 135 147 126
Avg Bars in Losers 106 139 62 106 139 62
Bars Traded 13822 8151 5671 13822 8151 5671
Profit Streak 46.2494 46.2494 75.4161 46.2494 46.2494 75.4161
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 750659 -161625 -409859 -578942 -340205 -758844
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14192,
    "evaluation_days": 2365.33,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1558339200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975148844,
    "expiration_time": 1766098944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "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": [
        [
            1833682.0622080332,
            1784480.385943059,
            49201.6762649735,
            -4389.6998698078,
            153185.1964712051,
            -157574.8963410132
        ],
        [
            1833.682062,
            1784.480386,
            49.201676,
            -4.3897,
            153.185196,
            -157.574896
        ],
        [
            0.775233,
            0.754432,
            0.020801,
            -0.001898,
            0.039281,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157009,
            -142998,
            -113028,
            -634983,
            -329529,
            -413295
        ],
        [
            3.172129,
            4.574735,
            1.142616,
            0.997208,
            1.183207,
            0.785938
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            50.877193,
            43.859649,
            57.894737,
            50.877193,
            43.859649,
            57.894737
        ],
        [
            3.062745,
            5.855661,
            0.830993,
            0.962822,
            1.514505,
            0.571591
        ],
        [
            1829468,
            1829468,
            48607,
            411551,
            411551,
            161876
        ],
        [
            -51486,
            -51486,
            -48322,
            -324087,
            -132798,
            -324087
        ],
        [
            121,
            143,
            99,
            121,
            143,
            99
        ],
        [
            135,
            147,
            126,
            135,
            147,
            126
        ],
        [
            106,
            139,
            62,
            106,
            139,
            62
        ],
        [
            13822,
            8151,
            5671,
            13822,
            8151,
            5671
        ],
        [
            46.249408,
            46.249408,
            75.416074,
            46.249408,
            46.249408,
            75.416075
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            750659,
            -161625,
            -409859,
            -578942,
            -340205,
            -758844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14192,
    "evaluation_days": 2365.33,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1558339200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975148844,
    "expiration_time": 1766098944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "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)