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Trade: ENJ/USDT/720/WMA/VWMA/7514

Strategy
ENJ/USDT/720/WMA/VWMA/7514
Pair
ENJ_USDT
Interval
12h
Score
354846
Daily Profit
0.243854
Profit Factor
1.499220
Profitability
44.654088
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 06:19
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 573543.9063 606470.5955 -32926.6892 -87886.4336 -54208.1622 -33678.2714
Total P&L (%) 573.5439 606.4706 -32.9267 -87.8864 -54.2082 -33.6783
Avg Daily Profit (%) 0.2439 0.2579 -0.014 -0.0897 -0.0332 -0.0175
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168535 -125094 -176226 -96131 -84900 -67656
Profit Factor 1.4992 1.837 0.9224 0.7977 0.8157 0.7601
Total Trades 159 80 79 159 80 79
Winning Trades 71 29 42 71 29 42
Losing Trades 88 51 37 88 51 37
Profitability (%) 44.6541 36.25 53.1646 44.6541 36.25 53.1646
Ratio Avg Win / Avg Loss 1.8582 3.2305 0.8126 0.9887 1.4345 0.6696
Largest Winning Trade 323169 323169 41586 63197 63197 16061
Largest Losing Trade -77494 -60574 -77494 -44776 -44776 -29823
Avg Bars in Trades 29 39 18 29 39 18
Avg Bars in Winners 30 45 19 30 45 19
Avg Bars in Losers 28 36 16 28 36 16
Bars Traded 4617 3185 1432 4617 3185 1432
Profit Streak 0 0 73.1383 0 0 73.1383
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354846 -12787 -606490 -581746 -603916 -606490

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558353600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856749133,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "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": [
        [
            573543.9062811272,
            606470.5954980587,
            -32926.6892169316,
            -87886.4336109192,
            -54208.1621968353,
            -33678.2714140839
        ],
        [
            573.543906,
            606.470595,
            -32.926689,
            -87.886434,
            -54.208162,
            -33.678271
        ],
        [
            0.243854,
            0.257853,
            -0.013999,
            -0.089707,
            -0.033203,
            -0.017458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168535,
            -125094,
            -176226,
            -96131,
            -84900,
            -67656
        ],
        [
            1.49922,
            1.836957,
            0.922392,
            0.797729,
            0.815701,
            0.76007
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            71,
            29,
            42,
            71,
            29,
            42
        ],
        [
            88,
            51,
            37,
            88,
            51,
            37
        ],
        [
            44.654088,
            36.25,
            53.164557,
            44.654088,
            36.25,
            53.164557
        ],
        [
            1.858188,
            3.230511,
            0.812583,
            0.988734,
            1.434508,
            0.669585
        ],
        [
            323169,
            323169,
            41586,
            63197,
            63197,
            16061
        ],
        [
            -77494,
            -60574,
            -77494,
            -44776,
            -44776,
            -29823
        ],
        [
            29,
            39,
            18,
            29,
            39,
            18
        ],
        [
            30,
            45,
            19,
            30,
            45,
            19
        ],
        [
            28,
            36,
            16,
            28,
            36,
            16
        ],
        [
            4617,
            3185,
            1432,
            4617,
            3185,
            1432
        ],
        [
            0,
            0,
            73.1383,
            0,
            0,
            73.1383
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354846,
            -12787,
            -606490,
            -581746,
            -603916,
            -606490
        ]
    ]
}
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": 1558353600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856749133,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "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)