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Trade: ENS/USDT/120/WMA/VWMA/7922

Strategy
ENS/USDT/120/WMA/VWMA/7922
Pair
ENS_USDT
Interval
2h
Score
452450
Daily Profit
0.318251
Profit Factor
1.719684
Profitability
55.837563
Streak
0.000000
Best Strategy
Training Data Length
1414.420000
Evaluation Time
2025-09-26 06:43
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 450140.4098 309887.3931 140253.0167 655963.3451 394525.3356 261438.0095
Total P&L (%) 450.1404 309.8874 140.253 655.9633 394.5253 261.438
Avg Daily Profit (%) 0.3183 0.2191 0.0992 0.1431 0.1131 0.0909
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80733 -66340 -35123 -428328 -414534 -222497
Profit Factor 1.7197 1.7999 1.5892 1.3001 1.2985 1.3024
Total Trades 197 98 99 197 98 99
Winning Trades 110 55 55 110 55 55
Losing Trades 87 43 44 87 43 44
Profitability (%) 55.8376 56.1224 55.5556 55.8376 56.1224 55.5556
Ratio Avg Win / Avg Loss 1.3601 1.4072 1.2713 1.0282 1.0152 1.0419
Largest Winning Trade 134392 134392 24573 358651 358651 114506
Largest Losing Trade -58796 -58796 -31007 -188162 -166879 -188162
Avg Bars in Trades 83 117 49 83 117 49
Avg Bars in Winners 80 104 55 80 104 55
Avg Bars in Losers 87 134 41 87 134 41
Bars Traded 16414 11557 4857 16414 11557 4857
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 452450 381168 -58313 10998 -41466 -71096

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": 1638280800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858195720,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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": [
        [
            450140.4098270388,
            309887.3931070801,
            140253.0167199589,
            655963.3450759334,
            394525.3355954235,
            261438.0094805103
        ],
        [
            450.14041,
            309.887393,
            140.253017,
            655.963345,
            394.525336,
            261.438009
        ],
        [
            0.318251,
            0.219091,
            0.099159,
            0.143117,
            0.113073,
            0.090886
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80733,
            -66340,
            -35123,
            -428328,
            -414534,
            -222497
        ],
        [
            1.719684,
            1.799887,
            1.589162,
            1.300076,
            1.298545,
            1.302417
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            55.837563,
            56.122449,
            55.555556,
            55.837563,
            56.122449,
            55.555556
        ],
        [
            1.360114,
            1.407184,
            1.27133,
            1.028242,
            1.015226,
            1.041934
        ],
        [
            134392,
            134392,
            24573,
            358651,
            358651,
            114506
        ],
        [
            -58796,
            -58796,
            -31007,
            -188162,
            -166879,
            -188162
        ],
        [
            83,
            117,
            49,
            83,
            117,
            49
        ],
        [
            80,
            104,
            55,
            80,
            104,
            55
        ],
        [
            87,
            134,
            41,
            87,
            134,
            41
        ],
        [
            16414,
            11557,
            4857,
            16414,
            11557,
            4857
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452450,
            381168,
            -58313,
            10998,
            -41466,
            -71096
        ]
    ]
}
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": 1638280800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858195720,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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)