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Trade: ENJ/USDT/480/VWAP/DCM/1626

Strategy
ENJ/USDT/480/VWAP/DCM/1626
Pair
ENJ_USDT
Interval
8h
Score
431511
Daily Profit
0.262229
Profit Factor
1.565571
Profitability
48.780488
Streak
0.000000
Best Strategy
Training Data Length
2356.000000
Evaluation Time
2025-09-29 03:17
Expiration Time
2025-12-08 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617812.2104 660009.6163 -42197.4059 -78301.1901 -79084.3626 783.1725
Total P&L (%) 617.8122 660.0096 -42.1974 -78.3012 -79.0844 0.7832
Avg Daily Profit (%) 0.2622 0.2801 -0.0179 -0.0648 -0.0664 0.0003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168670 -156163 -130780 -484435 -545610 -181373
Profit Factor 1.5656 2.0901 0.9133 0.9565 0.9342 1.0013
Total Trades 205 102 103 205 102 103
Winning Trades 100 43 57 100 43 57
Losing Trades 105 59 46 105 59 46
Profitability (%) 48.7805 42.1569 55.3398 48.7805 42.1569 55.3398
Ratio Avg Win / Avg Loss 1.6439 2.8679 0.7371 1.0043 1.2818 0.8081
Largest Winning Trade 346490 346490 55249 389361 389361 73935
Largest Losing Trade -69356 -69356 -59810 -179547 -179547 -125139
Avg Bars in Trades 33 46 19 33 46 19
Avg Bars in Winners 33 48 22 33 48 22
Avg Bars in Losers 32 45 15 32 45 15
Bars Traded 6768 4788 1981 6768 4788 1981
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 431511 337117 -580087 -578512 -582443 -578206
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7068,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759105053224,
    "expiration_time": 1765181952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 73
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 217,
            "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": [
        [
            617812.2104341422,
            660009.6162918824,
            -42197.4058577401,
            -78301.1901020377,
            -79084.3626415468,
            783.172539509
        ],
        [
            617.81221,
            660.009616,
            -42.197406,
            -78.30119,
            -79.084363,
            0.783173
        ],
        [
            0.262229,
            0.28014,
            -0.017911,
            -0.064831,
            -0.06639,
            0.000331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168670,
            -156163,
            -130780,
            -484435,
            -545610,
            -181373
        ],
        [
            1.565571,
            2.09013,
            0.91334,
            0.956495,
            0.934179,
            1.001309
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            100,
            43,
            57,
            100,
            43,
            57
        ],
        [
            105,
            59,
            46,
            105,
            59,
            46
        ],
        [
            48.780488,
            42.156863,
            55.339806,
            48.780488,
            42.156863,
            55.339806
        ],
        [
            1.64385,
            2.867853,
            0.737081,
            1.00432,
            1.281781,
            0.808074
        ],
        [
            346490,
            346490,
            55249,
            389361,
            389361,
            73935
        ],
        [
            -69356,
            -69356,
            -59810,
            -179547,
            -179547,
            -125139
        ],
        [
            33,
            46,
            19,
            33,
            46,
            19
        ],
        [
            33,
            48,
            22,
            33,
            48,
            22
        ],
        [
            32,
            45,
            15,
            32,
            45,
            15
        ],
        [
            6768,
            4788,
            1981,
            6768,
            4788,
            1981
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431511,
            337117,
            -580087,
            -578512,
            -582443,
            -578206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7068,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759105053224,
    "expiration_time": 1765181952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 73
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 217,
            "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)