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Trade: ENS/USDT/240/SINWMA/VWMA/6299

Strategy
ENS/USDT/240/SINWMA/VWMA/6299
Pair
ENS_USDT
Interval
4h
Score
339501
Daily Profit
0.184396
Profit Factor
1.412608
Profitability
56.756757
Streak
0.000000
Best Strategy
Training Data Length
1431.000000
Evaluation Time
2025-10-11 07:07
Expiration Time
2025-11-23 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263870.8652 203493.6221 60377.2431 43667.9858 8764.1597 34903.8261
Total P&L (%) 263.8709 203.4936 60.3772 43.668 8.7642 34.9038
Avg Daily Profit (%) 0.1844 0.1422 0.0422 0.0253 0.0059 0.0209
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77892 -49216 -58250 -177722 -136110 -117744
Profit Factor 1.4126 1.535 1.233 1.0524 1.0166 1.1136
Total Trades 111 56 55 111 56 55
Winning Trades 63 33 30 63 33 30
Losing Trades 48 23 25 48 23 25
Profitability (%) 56.7568 58.9286 54.5455 56.7568 58.9286 54.5455
Ratio Avg Win / Avg Loss 1.0763 1.0698 1.0275 0.8018 0.7086 0.928
Largest Winning Trade 114260 114260 46339 138433 138433 44836
Largest Losing Trade -49216 -49216 -36682 -85953 -71373 -85953
Avg Bars in Trades 75 95 55 75 95 55
Avg Bars in Winners 70 83 56 70 83 56
Avg Bars in Losers 82 113 54 82 113 54
Bars Traded 8407 5359 3048 8407 5359 3048
Profit Streak 0 0 87.3386 0 0 87.3386
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339501 -180579 -315620 -324365 -733548 -442894
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8586,
    "evaluation_days": 1431,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760155655036,
    "expiration_time": 1763849952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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": [
        [
            263870.8652167447,
            203493.6221285019,
            60377.2430882428,
            43667.9857624781,
            8764.1596704835,
            34903.8260919946
        ],
        [
            263.870865,
            203.493622,
            60.377243,
            43.667986,
            8.76416,
            34.903826
        ],
        [
            0.184396,
            0.142204,
            0.042192,
            0.025324,
            0.005871,
            0.020924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77892,
            -49216,
            -58250,
            -177722,
            -136110,
            -117744
        ],
        [
            1.412608,
            1.534974,
            1.232992,
            1.052359,
            1.016636,
            1.113623
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            56.756757,
            58.928571,
            54.545455,
            56.756757,
            58.928571,
            54.545455
        ],
        [
            1.076273,
            1.06983,
            1.027493,
            0.801797,
            0.708564,
            0.928019
        ],
        [
            114260,
            114260,
            46339,
            138433,
            138433,
            44836
        ],
        [
            -49216,
            -49216,
            -36682,
            -85953,
            -71373,
            -85953
        ],
        [
            75,
            95,
            55,
            75,
            95,
            55
        ],
        [
            70,
            83,
            56,
            70,
            83,
            56
        ],
        [
            82,
            113,
            54,
            82,
            113,
            54
        ],
        [
            8407,
            5359,
            3048,
            8407,
            5359,
            3048
        ],
        [
            0,
            0,
            87.3386,
            0,
            0,
            87.3386
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339501,
            -180579,
            -315620,
            -324365,
            -733548,
            -442894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8586,
    "evaluation_days": 1431,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760155655036,
    "expiration_time": 1763849952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "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)