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Trade: ENS/USDT/240/DEMA/VWMA/9886

Strategy
ENS/USDT/240/DEMA/VWMA/9886
Pair
ENS_USDT
Interval
4h
Score
464814
Daily Profit
0.204359
Profit Factor
1.630099
Profitability
61.386139
Streak
89.545961
Best Strategy
Training Data Length
1418.670000
Evaluation Time
2025-09-28 20:06
Expiration Time
2025-11-10 07:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289917.4719 244173.6796 45743.7924 235233.637 196909.4367 38324.2003
Total P&L (%) 289.9175 244.1737 45.7438 235.2336 196.9094 38.3242
Avg Daily Profit (%) 0.2044 0.1721 0.0322 0.0853 0.0767 0.0229
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64667 -59047 -80775 -128383 -107813 -133042
Profit Factor 1.6301 1.963 1.2215 1.3212 1.4766 1.1201
Total Trades 101 50 51 101 50 51
Winning Trades 62 31 31 62 31 31
Losing Trades 39 19 20 39 19 20
Profitability (%) 61.3861 62 60.7843 61.3861 62 60.7843
Ratio Avg Win / Avg Loss 1.0254 1.2031 0.788 0.8311 0.905 0.7226
Largest Winning Trade 80233 80233 32847 92718 92718 35418
Largest Losing Trade -46527 -46527 -45537 -85060 -85060 -79798
Avg Bars in Trades 73 96 51 73 96 51
Avg Bars in Winners 62 78 47 62 78 47
Avg Bars in Losers 90 125 58 90 125 58
Bars Traded 7448 4814 2634 7448 4814 2634
Profit Streak 89.546 89.546 235.8793 89.546 89.546 235.8793
Trades During Streak 7 3 8 7 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464814 -167138 -330772 -77244 -268129 -431970
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8512,
    "evaluation_days": 1418.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638288000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759079171068,
    "expiration_time": 1762752384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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": [
        [
            289917.4719422895,
            244173.6795674358,
            45743.7923748537,
            235233.6369858225,
            196909.4366544099,
            38324.2003314126
        ],
        [
            289.917472,
            244.17368,
            45.743792,
            235.233637,
            196.909437,
            38.3242
        ],
        [
            0.204359,
            0.172115,
            0.032244,
            0.085303,
            0.076739,
            0.022871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64667,
            -59047,
            -80775,
            -128383,
            -107813,
            -133042
        ],
        [
            1.630099,
            1.962979,
            1.221463,
            1.321222,
            1.476596,
            1.120082
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            61.386139,
            62,
            60.784314,
            61.386139,
            62,
            60.784314
        ],
        [
            1.025385,
            1.203116,
            0.78804,
            0.831092,
            0.90501,
            0.722634
        ],
        [
            80233,
            80233,
            32847,
            92718,
            92718,
            35418
        ],
        [
            -46527,
            -46527,
            -45537,
            -85060,
            -85060,
            -79798
        ],
        [
            73,
            96,
            51,
            73,
            96,
            51
        ],
        [
            62,
            78,
            47,
            62,
            78,
            47
        ],
        [
            90,
            125,
            58,
            90,
            125,
            58
        ],
        [
            7448,
            4814,
            2634,
            7448,
            4814,
            2634
        ],
        [
            89.545961,
            89.545961,
            235.879295,
            89.545961,
            89.545961,
            235.879295
        ],
        [
            7,
            3,
            8,
            7,
            3,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464814,
            -167138,
            -330772,
            -77244,
            -268129,
            -431970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8512,
    "evaluation_days": 1418.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638288000000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759079171068,
    "expiration_time": 1762752384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "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)