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Trade: ENJ/USDT/720/HILO/VWMA/3644

Strategy
ENJ/USDT/720/HILO/VWMA/3644
Pair
ENJ_USDT
Interval
12h
Score
330842
Daily Profit
0.426383
Profit Factor
3.617674
Profitability
30.555556
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 09:54
Expiration Time
2025-12-04 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 877975.8757 1002853.8842 -124878.0085 -118558.6434 -119392.892 834.2485
Total P&L (%) 877.9759 1002.8539 -124.878 -118.5586 -119.3929 0.8342
Avg Daily Profit (%) 0.3733 0.4264 -0.0531 0 0 0.0004
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235704 -210502 -231756 -508074 -400183 -209847
Profit Factor 2.0276 3.6177 0.735 0.8721 0.7491 1.0018
Total Trades 71 36 35 71 36 35
Winning Trades 27 11 16 44 25 19
Losing Trades 44 25 19 27 11 16
Profitability (%) 38.0282 30.5556 45.7143 61.9718 69.4444 54.2857
Ratio Avg Win / Avg Loss 3.3043 8.222 0.8728 0.5352 0.3296 0.8437
Largest Winning Trade 1171202 1171202 58813 122885 122885 112969
Largest Losing Trade -149763 -56583 -149763 -208353 -208353 -108547
Avg Bars in Trades 64 62 67 64 62 67
Avg Bars in Winners 94 95 94 45 46 44
Avg Bars in Losers 45 47 44 94 97 93
Bars Traded 4581 2236 2345 4581 2236 2345
Profit Streak 0 0 66.2881 13.7881 261.7881 0
Trades During Streak 0 0 1 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82560 330842 -581895 -669626 -576863 -577728

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559563200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869688062,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "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": [
        [
            877975.8756649041,
            1002853.8841910602,
            -124878.0085261558,
            -118558.6434465428,
            -119392.8919808251,
            834.2485342821
        ],
        [
            877.975876,
            1002.853884,
            -124.878009,
            -118.558643,
            -119.392892,
            0.834249
        ],
        [
            0.373289,
            0.426383,
            -0.053094,
            0,
            0,
            0.000353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235704,
            -210502,
            -231756,
            -508074,
            -400183,
            -209847
        ],
        [
            2.027638,
            3.617674,
            0.735009,
            0.872141,
            0.749077,
            1.001848
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            27,
            11,
            16,
            44,
            25,
            19
        ],
        [
            44,
            25,
            19,
            27,
            11,
            16
        ],
        [
            38.028169,
            30.555556,
            45.714286,
            61.971831,
            69.444444,
            54.285714
        ],
        [
            3.304299,
            8.221986,
            0.872824,
            0.535177,
            0.329594,
            0.843661
        ],
        [
            1171202,
            1171202,
            58813,
            122885,
            122885,
            112969
        ],
        [
            -149763,
            -56583,
            -149763,
            -208353,
            -208353,
            -108547
        ],
        [
            64,
            62,
            67,
            64,
            62,
            67
        ],
        [
            94,
            95,
            94,
            45,
            46,
            44
        ],
        [
            45,
            47,
            44,
            94,
            97,
            93
        ],
        [
            4581,
            2236,
            2345,
            4581,
            2236,
            2345
        ],
        [
            0,
            0,
            66.288056,
            13.788056,
            261.788056,
            0
        ],
        [
            0,
            0,
            1,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82560,
            330842,
            -581895,
            -669626,
            -576863,
            -577728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559563200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869688062,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "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)