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Trade: ENS/USDT/120/VWAP/SUPERTREND/1211

Strategy
ENS/USDT/120/VWAP/SUPERTREND/1211
Pair
ENS_USDT
Interval
2h
Score
467467
Daily Profit
0.331130
Profit Factor
1.398322
Profitability
67.213115
Streak
13.013515
Best Strategy
Training Data Length
1414.420000
Evaluation Time
2025-09-27 15:19
Expiration Time
2025-11-14 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468356.486 302407.8841 165948.6019 748779.0184 617606.0794 131172.939
Total P&L (%) 468.3565 302.4079 165.9486 748.779 617.6061 131.1729
Avg Daily Profit (%) 0.3311 0.2138 0.1173 0.1513 0.1394 0.0593
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75384 -84037 -90373 -434614 -289992 -486544
Profit Factor 1.3983 1.4686 1.3129 1.1826 1.3027 1.0636
Total Trades 366 183 183 366 183 183
Winning Trades 246 122 124 246 122 124
Losing Trades 120 61 59 120 61 59
Profitability (%) 67.2131 66.6667 67.7596 67.2131 66.6667 67.7596
Ratio Avg Win / Avg Loss 0.6821 0.7343 0.6247 0.5769 0.6514 0.5061
Largest Winning Trade 37518 37518 20563 153574 153574 66151
Largest Losing Trade -61093 -55897 -61093 -332763 -179039 -332763
Avg Bars in Trades 45 49 42 45 49 42
Avg Bars in Winners 34 29 38 34 29 38
Avg Bars in Losers 69 88 49 69 88 49
Bars Traded 16719 8992 7727 16719 8992 7727
Profit Streak 13.0135 18.2635 13.0135 13.0135 18.2635 13.0135
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467467 371269 -34562 -8533 -4922 -262675
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637193600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758975567689,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 93,
            "offset": 0,
            "multiplier": 3.45769
        }
    }
}
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": [
        [
            468356.4860127214,
            302407.8840959432,
            165948.6019167786,
            748779.0184350993,
            617606.0794211543,
            131172.9390139449
        ],
        [
            468.356486,
            302.407884,
            165.948602,
            748.779018,
            617.606079,
            131.172939
        ],
        [
            0.33113,
            0.213803,
            0.117326,
            0.151316,
            0.13943,
            0.059264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75384,
            -84037,
            -90373,
            -434614,
            -289992,
            -486544
        ],
        [
            1.398322,
            1.468564,
            1.312856,
            1.182558,
            1.302732,
            1.06363
        ],
        [
            366,
            183,
            183,
            366,
            183,
            183
        ],
        [
            246,
            122,
            124,
            246,
            122,
            124
        ],
        [
            120,
            61,
            59,
            120,
            61,
            59
        ],
        [
            67.213115,
            66.666667,
            67.759563,
            67.213115,
            66.666667,
            67.759563
        ],
        [
            0.682108,
            0.734282,
            0.624665,
            0.576857,
            0.651366,
            0.506082
        ],
        [
            37518,
            37518,
            20563,
            153574,
            153574,
            66151
        ],
        [
            -61093,
            -55897,
            -61093,
            -332763,
            -179039,
            -332763
        ],
        [
            45,
            49,
            42,
            45,
            49,
            42
        ],
        [
            34,
            29,
            38,
            34,
            29,
            38
        ],
        [
            69,
            88,
            49,
            69,
            88,
            49
        ],
        [
            16719,
            8992,
            7727,
            16719,
            8992,
            7727
        ],
        [
            13.013515,
            18.263515,
            13.013515,
            13.013515,
            18.263515,
            13.013515
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467467,
            371269,
            -34562,
            -8533,
            -4922,
            -262675
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637193600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758975567689,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 93,
            "offset": 0,
            "multiplier": 3.45769
        }
    }
}

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)