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Trade: ENS/USDT/15/VWMA/RMA/6343

Strategy
ENS/USDT/15/VWMA/RMA/6343
Pair
ENS_USDT
Interval
15m
Score
320452
Daily Profit
0.246264
Profit Factor
1.283235
Profitability
66.666667
Streak
7.799399
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 21:56
Expiration Time
2025-12-21 20:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64132.1709 22098.7962 42033.3748 25205.3605 32004.6808 -6799.3202
Total P&L (%) 64.1322 22.0988 42.0334 25.2054 32.0047 -6.7993
Avg Daily Profit (%) 0.2463 0.0849 0.1614 0.0864 0.1067 -0.027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63977 -22926 -55683 -141510 -36208 -138182
Profit Factor 1.2832 1.2136 1.3419 1.0616 1.2023 0.9729
Total Trades 99 49 50 99 49 50
Winning Trades 66 31 35 66 31 35
Losing Trades 33 18 15 33 18 15
Profitability (%) 66.6667 63.2653 70 66.6667 63.2653 70
Ratio Avg Win / Avg Loss 0.6416 0.7046 0.5751 0.5308 0.6981 0.417
Largest Winning Trade 20983 10267 20983 28205 16696 28205
Largest Losing Trade -48334 -17716 -48334 -122109 -33687 -122109
Avg Bars in Trades 250 252 248 250 252 248
Avg Bars in Winners 155 124 183 155 124 183
Avg Bars in Losers 439 472 400 439 472 400
Bars Traded 24774 12364 12410 24774 12364 12410
Profit Streak 7.7994 7.7994 19.3931 7.7994 7.7994 19.3931
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320452 -85706 -173368 -232693 -54122 -758069
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737363600000,
    "first_datapoint_time": 1737493200000,
    "last_datapoint_time": 1759862700000,
    "evaluation_time": 1759863368063,
    "expiration_time": 1766342700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 145,
            "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": [
        [
            64132.1709336732,
            22098.7961622646,
            42033.3747714085,
            25205.3605405404,
            32004.6807647427,
            -6799.3202242023
        ],
        [
            64.132171,
            22.098796,
            42.033375,
            25.205361,
            32.004681,
            -6.79932
        ],
        [
            0.246264,
            0.084858,
            0.161406,
            0.086354,
            0.10668,
            -0.027035
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63977,
            -22926,
            -55683,
            -141510,
            -36208,
            -138182
        ],
        [
            1.283235,
            1.213554,
            1.341884,
            1.061585,
            1.202311,
            0.97292
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            66.666667,
            63.265306,
            70,
            66.666667,
            63.265306,
            70
        ],
        [
            0.641618,
            0.704644,
            0.575093,
            0.530793,
            0.698116,
            0.416966
        ],
        [
            20983,
            10267,
            20983,
            28205,
            16696,
            28205
        ],
        [
            -48334,
            -17716,
            -48334,
            -122109,
            -33687,
            -122109
        ],
        [
            250,
            252,
            248,
            250,
            252,
            248
        ],
        [
            155,
            124,
            183,
            155,
            124,
            183
        ],
        [
            439,
            472,
            400,
            439,
            472,
            400
        ],
        [
            24774,
            12364,
            12410,
            24774,
            12364,
            12410
        ],
        [
            7.799399,
            7.799399,
            19.393149,
            7.799399,
            7.799399,
            19.393149
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320452,
            -85706,
            -173368,
            -232693,
            -54122,
            -758069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737363600000,
    "first_datapoint_time": 1737493200000,
    "last_datapoint_time": 1759862700000,
    "evaluation_time": 1759863368063,
    "expiration_time": 1766342700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 145,
            "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)