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Trade: ENJ/USDT/480/MIDPOINT/VWAP/7746

Strategy
ENJ/USDT/480/MIDPOINT/VWAP/7746
Pair
ENJ_USDT
Interval
8h
Score
318434
Daily Profit
0.301731
Profit Factor
4.108416
Profitability
31.250000
Streak
0.000000
Best Strategy
Training Data Length
2365.330000
Evaluation Time
2025-10-08 08:43
Expiration Time
2025-12-18 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 686029.5715 713692.362 -27662.7905 -24223.4117 -65025.9603 40802.5486
Total P&L (%) 686.0296 713.6924 -27.6628 -24.2234 -65.026 40.8025
Avg Daily Profit (%) 0.29 0.3017 -0.0117 -0.0117 -0.0444 0.0145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186828 -115264 -148823 -157145 -161821 -70794
Profit Factor 2.2651 4.1084 0.9115 0.9489 0.7022 1.1596
Total Trades 95 48 47 95 48 47
Winning Trades 28 15 13 28 15 13
Losing Trades 67 33 34 67 33 34
Profitability (%) 29.4737 31.25 27.6596 29.4737 31.25 27.6596
Ratio Avg Win / Avg Loss 5.42 9.0385 2.384 2.2706 1.5449 3.0328
Largest Winning Trade 817799 817799 60106 86532 78833 86532
Largest Losing Trade -58929 -20461 -58929 -40413 -27879 -40413
Avg Bars in Trades 68 59 77 68 59 77
Avg Bars in Winners 167 118 224 167 118 224
Avg Bars in Losers 26 32 20 26 32 20
Bars Traded 6460 2841 3619 6460 2841 3619
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 117893 318434 -596012 -587844 -585203 -237548
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7096,
    "evaluation_days": 2365.33,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562083200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902189711,
    "expiration_time": 1766012544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "offset": 205
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            686029.5714601642,
            713692.3619784515,
            -27662.7905182873,
            -24223.4116823202,
            -65025.9602727896,
            40802.5485904695
        ],
        [
            686.029571,
            713.692362,
            -27.662791,
            -24.223412,
            -65.02596,
            40.802549
        ],
        [
            0.290035,
            0.301731,
            -0.011695,
            -0.011726,
            -0.044405,
            0.014468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186828,
            -115264,
            -148823,
            -157145,
            -161821,
            -70794
        ],
        [
            2.265079,
            4.108416,
            0.911531,
            0.9489,
            0.702217,
            1.159587
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            29.473684,
            31.25,
            27.659574,
            29.473684,
            31.25,
            27.659574
        ],
        [
            5.420011,
            9.038515,
            2.384003,
            2.270583,
            1.544877,
            3.032766
        ],
        [
            817799,
            817799,
            60106,
            86532,
            78833,
            86532
        ],
        [
            -58929,
            -20461,
            -58929,
            -40413,
            -27879,
            -40413
        ],
        [
            68,
            59,
            77,
            68,
            59,
            77
        ],
        [
            167,
            118,
            224,
            167,
            118,
            224
        ],
        [
            26,
            32,
            20,
            26,
            32,
            20
        ],
        [
            6460,
            2841,
            3619,
            6460,
            2841,
            3619
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            117893,
            318434,
            -596012,
            -587844,
            -585203,
            -237548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7096,
    "evaluation_days": 2365.33,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562083200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902189711,
    "expiration_time": 1766012544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "offset": 205
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)