← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ENJ/USDT/720/VWAP/BBU/4192

Strategy
ENJ/USDT/720/VWAP/BBU/4192
Pair
ENJ_USDT
Interval
12h
Score
395175
Daily Profit
0.155109
Profit Factor
1.494847
Profitability
71.755725
Streak
76.748117
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-27 08:57
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 364815.6954 319461.3135 45354.3819 6043.9414 -450294.0617 456338.0031
Total P&L (%) 364.8157 319.4613 45.3544 6.0439 -450.2941 456.338
Avg Daily Profit (%) 0.1551 0.1358 0.0193 0.0025 0 0.073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164550 -179158 -49273 -3289190 -3405530 -497561
Profit Factor 1.4948 1.5542 1.2822 1.001 0.9137 1.4664
Total Trades 131 65 66 131 65 66
Winning Trades 94 46 48 94 46 48
Losing Trades 37 19 18 37 19 18
Profitability (%) 71.7557 70.7692 72.7273 71.7557 70.7692 72.7273
Ratio Avg Win / Avg Loss 0.5884 0.6419 0.4808 0.394 0.3774 0.5499
Largest Winning Trade 78097 78097 16921 616266 616266 382520
Largest Losing Trade -67751 -67751 -41532 -1891797 -1891797 -380773
Avg Bars in Trades 34 66 2 34 66 2
Avg Bars in Winners 13 25 2 13 25 2
Avg Bars in Losers 87 166 4 87 166 4
Bars Traded 4491 4312 179 4491 4312 179
Profit Streak 76.7481 78.7481 76.7481 76.7481 78.7481 76.7481
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395175 -140166 -290932 -572245 -709208 -216444
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758952637321,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 209,
            "offset": 0,
            "std": 2.36485
        }
    }
}
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": [
        [
            364815.6954416605,
            319461.3135407843,
            45354.3819008762,
            6043.9413618267,
            -450294.0617130575,
            456338.0030748838
        ],
        [
            364.815695,
            319.461314,
            45.354382,
            6.043941,
            -450.294062,
            456.338003
        ],
        [
            0.155109,
            0.135825,
            0.019283,
            0.002495,
            0,
            0.072995
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164550,
            -179158,
            -49273,
            -3289190,
            -3405530,
            -497561
        ],
        [
            1.494847,
            1.554153,
            1.282154,
            1.000976,
            0.913658,
            1.466397
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            94,
            46,
            48,
            94,
            46,
            48
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            71.755725,
            70.769231,
            72.727273,
            71.755725,
            70.769231,
            72.727273
        ],
        [
            0.588397,
            0.641933,
            0.480808,
            0.394001,
            0.37738,
            0.549899
        ],
        [
            78097,
            78097,
            16921,
            616266,
            616266,
            382520
        ],
        [
            -67751,
            -67751,
            -41532,
            -1891797,
            -1891797,
            -380773
        ],
        [
            34,
            66,
            2,
            34,
            66,
            2
        ],
        [
            13,
            25,
            2,
            13,
            25,
            2
        ],
        [
            87,
            166,
            4,
            87,
            166,
            4
        ],
        [
            4491,
            4312,
            179,
            4491,
            4312,
            179
        ],
        [
            76.748117,
            78.748117,
            76.748117,
            76.748117,
            78.748117,
            76.748117
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395175,
            -140166,
            -290932,
            -572245,
            -709208,
            -216444
        ]
    ]
}
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": 1557316800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758952637321,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 209,
            "offset": 0,
            "std": 2.36485
        }
    }
}

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)