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Trade: ENJ/USDT/240/KCL/VWMA/9066

Strategy
ENJ/USDT/240/KCL/VWMA/9066
Pair
ENJ_USDT
Interval
4h
Score
463430
Daily Profit
0.529088
Profit Factor
5.969881
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2354.830000
Evaluation Time
2025-09-28 18:10
Expiration Time
2025-12-08 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1445442.1984 1245912.0565 199530.142 4215735.7874 -397674.3047 4613410.092
Total P&L (%) 1445.4422 1245.9121 199.5301 4215.7358 -397.6743 4613.4101
Avg Daily Profit (%) 0.6138 0.5291 0.0847 0.16 0 0.1638
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79534 -77887 -63372 -3883940 -2960415 -1507951
Profit Factor 4.1356 5.9699 1.9488 1.3906 0.9394 2.0899
Total Trades 72 36 36 72 36 36
Winning Trades 30 12 18 30 12 18
Losing Trades 42 24 18 42 24 18
Profitability (%) 41.6667 33.3333 50 41.6667 33.3333 50
Ratio Avg Win / Avg Loss 5.7898 11.9398 1.9488 1.9468 1.8788 2.0899
Largest Winning Trade 1135342 1135342 67921 3179161 1518642 3179161
Largest Losing Trade -48442 -29227 -48442 -1477355 -1477355 -1365349
Avg Bars in Trades 190 203 177 190 203 177
Avg Bars in Winners 305 363 266 305 363 266
Avg Bars in Losers 108 123 87 108 123 87
Bars Traded 13715 7339 6376 13715 7339 6376
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 -68282 463430 -76130 -77573 -584483 421184
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14129,
    "evaluation_days": 2354.83,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1558756800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072213988,
    "expiration_time": 1765164528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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": [
        [
            1445442.1984484196,
            1245912.0564665264,
            199530.1419818928,
            4215735.787366698,
            -397674.3046700822,
            4613410.092036781
        ],
        [
            1445.442198,
            1245.912056,
            199.530142,
            4215.735787,
            -397.674305,
            4613.410092
        ],
        [
            0.61382,
            0.529088,
            0.084732,
            0.160006,
            0,
            0.163755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79534,
            -77887,
            -63372,
            -3883940,
            -2960415,
            -1507951
        ],
        [
            4.135592,
            5.969881,
            1.948849,
            1.390579,
            0.939386,
            2.089913
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            41.666667,
            33.333333,
            50,
            41.666667,
            33.333333,
            50
        ],
        [
            5.789829,
            11.939762,
            1.948849,
            1.946811,
            1.878771,
            2.089913
        ],
        [
            1135342,
            1135342,
            67921,
            3179161,
            1518642,
            3179161
        ],
        [
            -48442,
            -29227,
            -48442,
            -1477355,
            -1477355,
            -1365349
        ],
        [
            190,
            203,
            177,
            190,
            203,
            177
        ],
        [
            305,
            363,
            266,
            305,
            363,
            266
        ],
        [
            108,
            123,
            87,
            108,
            123,
            87
        ],
        [
            13715,
            7339,
            6376,
            13715,
            7339,
            6376
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68282,
            463430,
            -76130,
            -77573,
            -584483,
            421184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14129,
    "evaluation_days": 2354.83,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1558756800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072213988,
    "expiration_time": 1765164528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "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)