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Trade: ENJ/USDT/480/VWAP/ZLMA/6489

Strategy
ENJ/USDT/480/VWAP/ZLMA/6489
Pair
ENJ_USDT
Interval
8h
Score
323983
Daily Profit
0.383629
Profit Factor
2.155002
Profitability
36.956522
Streak
0.000000
Best Strategy
Training Data Length
2362.000000
Evaluation Time
2025-10-05 01:33
Expiration Time
2025-12-14 14:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 906131.272 927643.1937 -21511.9217 -69603.6754 -32745.0347 -36858.6406
Total P&L (%) 906.1313 927.6432 -21.5119 -69.6037 -32.745 -36.8586
Avg Daily Profit (%) 0.3836 0.3927 -0.0091 -0.0504 -0.0168 -0.0195
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216902 -131684 -206597 -142696 -53910 -116672
Profit Factor 2.155 3.7376 0.9517 0.8089 0.7771 0.8304
Total Trades 138 69 69 138 69 69
Winning Trades 51 23 28 51 23 28
Losing Trades 87 46 41 87 46 41
Profitability (%) 36.9565 33.3333 40.5797 36.9565 33.3333 40.5797
Ratio Avg Win / Avg Loss 3.6762 7.4752 1.3936 1.3798 1.5542 1.2159
Largest Winning Trade 1015113 1015113 54400 53831 53831 48000
Largest Losing Trade -72441 -31140 -72441 -54734 -31444 -54734
Avg Bars in Trades 48 41 56 48 41 56
Avg Bars in Winners 73 63 82 73 63 82
Avg Bars in Losers 34 30 38 34 30 38
Bars Traded 6758 2867 3891 6758 2867 3891
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 323983 -91885 -684732 -583818 -686439 -684732
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7086,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560009600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759617216297,
    "expiration_time": 1765715904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 113
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "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": [
        [
            906131.271959548,
            927643.1936740392,
            -21511.9217144915,
            -69603.6753684756,
            -32745.0347195622,
            -36858.6406489134
        ],
        [
            906.131272,
            927.643194,
            -21.511922,
            -69.603675,
            -32.745035,
            -36.858641
        ],
        [
            0.383629,
            0.392736,
            -0.009108,
            -0.050404,
            -0.016793,
            -0.019464
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216902,
            -131684,
            -206597,
            -142696,
            -53910,
            -116672
        ],
        [
            2.155002,
            3.737617,
            0.951732,
            0.808876,
            0.777086,
            0.830367
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            36.956522,
            33.333333,
            40.57971,
            36.956522,
            33.333333,
            40.57971
        ],
        [
            3.67618,
            7.475234,
            1.393608,
            1.379846,
            1.554173,
            1.215894
        ],
        [
            1015113,
            1015113,
            54400,
            53831,
            53831,
            48000
        ],
        [
            -72441,
            -31140,
            -72441,
            -54734,
            -31444,
            -54734
        ],
        [
            48,
            41,
            56,
            48,
            41,
            56
        ],
        [
            73,
            63,
            82,
            73,
            63,
            82
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            6758,
            2867,
            3891,
            6758,
            2867,
            3891
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323983,
            -91885,
            -684732,
            -583818,
            -686439,
            -684732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7086,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560009600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759617216297,
    "expiration_time": 1765715904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 113
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "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)