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Trade: ENJ/USDT/720/SSF/VWAP/2485

Strategy
ENJ/USDT/720/SSF/VWAP/2485
Pair
ENJ_USDT
Interval
12h
Score
358737
Daily Profit
0.781069
Profit Factor
4.192501
Profitability
29.365079
Streak
0.000000
Best Strategy
Training Data Length
2363.500000
Evaluation Time
2025-10-06 12:03
Expiration Time
2025-12-15 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1846057.5846 1636654.0048 209403.5798 5072700.6103 -3304988.3823 8377688.9926
Total P&L (%) 1846.0576 1636.654 209.4036 5072.7006 -3304.9884 8377.689
Avg Daily Profit (%) 0.7811 0.6925 0.0886 0.1671 0 0.188
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91331 -75366 -81864 -6684915 -8408401 -2662909
Profit Factor 4.1925 5.7547 1.8948 1.2621 0.7507 2.3742
Total Trades 126 63 63 126 63 63
Winning Trades 37 13 24 37 13 24
Losing Trades 89 50 39 89 50 39
Profitability (%) 29.3651 20.6349 38.0952 29.3651 20.6349 38.0952
Ratio Avg Win / Avg Loss 10.0847 22.1336 3.079 3.0359 2.8873 3.8581
Largest Winning Trade 1549135 1549135 64198 4353854 3146195 4353854
Largest Losing Trade -31743 -24397 -31743 -2241441 -2241441 -867364
Avg Bars in Trades 37 30 43 37 30 43
Avg Bars in Winners 94 98 92 94 98 92
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4681 1945 2736 4681 1945 2736
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 358737 -175416 -222664 -1522 -774011 -139129
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4727,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1555545600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759741390209,
    "expiration_time": 1765834992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            1846057.584592437,
            1636654.0047755786,
            209403.5798168576,
            5072700.610303057,
            -3304988.3822707175,
            8377688.992573772
        ],
        [
            1846.057585,
            1636.654005,
            209.40358,
            5072.70061,
            -3304.988382,
            8377.688993
        ],
        [
            0.781069,
            0.69247,
            0.088599,
            0.167094,
            0,
            0.188035
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91331,
            -75366,
            -81864,
            -6684915,
            -8408401,
            -2662909
        ],
        [
            4.192501,
            5.754746,
            1.89476,
            1.262104,
            0.750706,
            2.374206
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            37,
            13,
            24,
            37,
            13,
            24
        ],
        [
            89,
            50,
            39,
            89,
            50,
            39
        ],
        [
            29.365079,
            20.634921,
            38.095238,
            29.365079,
            20.634921,
            38.095238
        ],
        [
            10.084666,
            22.133639,
            3.078985,
            3.035871,
            2.887332,
            3.858084
        ],
        [
            1549135,
            1549135,
            64198,
            4353854,
            3146195,
            4353854
        ],
        [
            -31743,
            -24397,
            -31743,
            -2241441,
            -2241441,
            -867364
        ],
        [
            37,
            30,
            43,
            37,
            30,
            43
        ],
        [
            94,
            98,
            92,
            94,
            98,
            92
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4681,
            1945,
            2736,
            4681,
            1945,
            2736
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358737,
            -175416,
            -222664,
            -1522,
            -774011,
            -139129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4727,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1555545600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759741390209,
    "expiration_time": 1765834992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "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)