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Trade: ENS/USDT/120/VWAP/SUPERTREND/2802

Strategy
ENS/USDT/120/VWAP/SUPERTREND/2802
Pair
ENS_USDT
Interval
2h
Score
434580
Daily Profit
0.239322
Profit Factor
1.208714
Profitability
62.455516
Streak
5.566195
Best Strategy
Training Data Length
1429.920000
Evaluation Time
2025-10-10 06:35
Expiration Time
2025-11-30 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342211.5412 239815.6577 102395.8835 139067.1055 89861.9068 49205.1987
Total P&L (%) 342.2115 239.8157 102.3959 139.0671 89.8619 49.2052
Avg Daily Profit (%) 0.2393 0.1677 0.0716 0.061 0.0448 0.028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102864 -75204 -125522 -310252 -233501 -253461
Profit Factor 1.2087 1.2621 1.1413 1.0364 1.0415 1.0297
Total Trades 562 281 281 562 281 281
Winning Trades 351 180 171 351 180 171
Losing Trades 211 101 110 211 101 110
Profitability (%) 62.4555 64.0569 60.8541 62.4555 64.0569 60.8541
Ratio Avg Win / Avg Loss 0.7266 0.7082 0.7342 0.623 0.5844 0.6624
Largest Winning Trade 32989 32989 20563 98422 98422 44192
Largest Losing Trade -56470 -56470 -33599 -126878 -126878 -70032
Avg Bars in Trades 30 32 27 30 32 27
Avg Bars in Winners 22 20 24 22 20 24
Avg Bars in Losers 42 54 32 42 54 32
Bars Traded 16956 9210 7746 16956 9210 7746
Profit Streak 5.5662 10.3162 5.5662 5.5662 10.3162 5.5662
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434580 354508 -159868 -287403 -305215 -342198
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17159,
    "evaluation_days": 1429.92,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637604000000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760067319285,
    "expiration_time": 1764509212800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 218,
            "offset": 121,
            "multiplier": 2.67746
        }
    }
}
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": [
        [
            342211.5412321201,
            239815.6577065925,
            102395.8835255274,
            139067.1054939663,
            89861.9068022782,
            49205.1986916886
        ],
        [
            342.211541,
            239.815658,
            102.395884,
            139.067105,
            89.861907,
            49.205199
        ],
        [
            0.239322,
            0.167713,
            0.07161,
            0.060971,
            0.044847,
            0.027988
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102864,
            -75204,
            -125522,
            -310252,
            -233501,
            -253461
        ],
        [
            1.208714,
            1.262073,
            1.141324,
            1.036406,
            1.04152,
            1.029721
        ],
        [
            562,
            281,
            281,
            562,
            281,
            281
        ],
        [
            351,
            180,
            171,
            351,
            180,
            171
        ],
        [
            211,
            101,
            110,
            211,
            101,
            110
        ],
        [
            62.455516,
            64.05694,
            60.854093,
            62.455516,
            64.05694,
            60.854093
        ],
        [
            0.726606,
            0.708163,
            0.734185,
            0.623025,
            0.584408,
            0.662394
        ],
        [
            32989,
            32989,
            20563,
            98422,
            98422,
            44192
        ],
        [
            -56470,
            -56470,
            -33599,
            -126878,
            -126878,
            -70032
        ],
        [
            30,
            32,
            27,
            30,
            32,
            27
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            42,
            54,
            32,
            42,
            54,
            32
        ],
        [
            16956,
            9210,
            7746,
            16956,
            9210,
            7746
        ],
        [
            5.566195,
            10.316195,
            5.566195,
            5.566195,
            10.316195,
            5.566195
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            434580,
            354508,
            -159868,
            -287403,
            -305215,
            -342198
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17159,
    "evaluation_days": 1429.92,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637604000000,
    "last_datapoint_time": 1760061600000,
    "evaluation_time": 1760067319285,
    "expiration_time": 1764509212800,
    "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": 218,
            "offset": 121,
            "multiplier": 2.67746
        }
    }
}

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)