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Trade: ENS/USDT/3/DCU/VWAP/2460

Strategy
ENS/USDT/3/DCU/VWAP/2460
Pair
ENS_USDT
Interval
3m
Score
426003
Daily Profit
0.625584
Profit Factor
1.864821
Profitability
53.191489
Streak
16.928467
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-08 20:59
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 28301.6323 -4278.7821 32580.4144 29143.5501 -5210.1982 34353.7483
Total P&L (%) 28.3016 -4.2788 32.5804 29.1436 -5.2102 34.3537
Avg Daily Profit (%) 0.5434 -0.0822 0.6256 0.4923 -0.1027 0.5686
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12270 -6048 -10503 -15457 -7431 -13202
Profit Factor 1.4765 0.803 1.8648 1.4153 0.7926 1.7624
Total Trades 95 48 47 95 48 47
Winning Trades 47 22 25 47 22 25
Losing Trades 48 26 22 48 26 22
Profitability (%) 49.4737 45.8333 53.1915 49.4737 45.8333 53.1915
Ratio Avg Win / Avg Loss 1.5079 0.9491 1.641 1.4454 0.9367 1.5509
Largest Winning Trade 8468 2903 8468 9746 3069 9746
Largest Losing Trade -9760 -4127 -9760 -11652 -4942 -11652
Avg Bars in Trades 245 59 436 245 59 436
Avg Bars in Winners 241 69 393 241 69 393
Avg Bars in Losers 249 50 484 249 50 484
Bars Traded 23339 2841 20498 23339 2841 20498
Profit Streak 13.2368 13.2368 16.9285 13.2368 13.2368 16.9285
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310996 -583205 426003 244489 -583205 407039
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754565480000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759946339549,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            28301.6323494393,
            -4278.7820975883,
            32580.4144470276,
            29143.55011426,
            -5210.1981917769,
            34353.7483060369
        ],
        [
            28.301632,
            -4.278782,
            32.580414,
            29.14355,
            -5.210198,
            34.353748
        ],
        [
            0.543426,
            -0.082158,
            0.625584,
            0.492288,
            -0.10269,
            0.568635
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12270,
            -6048,
            -10503,
            -15457,
            -7431,
            -13202
        ],
        [
            1.476475,
            0.803048,
            1.864821,
            1.415269,
            0.792581,
            1.762387
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            49.473684,
            45.833333,
            53.191489,
            49.473684,
            45.833333,
            53.191489
        ],
        [
            1.507889,
            0.949056,
            1.641042,
            1.445381,
            0.936687,
            1.5509
        ],
        [
            8468,
            2903,
            8468,
            9746,
            3069,
            9746
        ],
        [
            -9760,
            -4127,
            -9760,
            -11652,
            -4942,
            -11652
        ],
        [
            245,
            59,
            436,
            245,
            59,
            436
        ],
        [
            241,
            69,
            393,
            241,
            69,
            393
        ],
        [
            249,
            50,
            484,
            249,
            50,
            484
        ],
        [
            23339,
            2841,
            20498,
            23339,
            2841,
            20498
        ],
        [
            13.2368,
            13.2368,
            16.928467,
            13.2368,
            13.2368,
            16.928467
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310996,
            -583205,
            426003,
            244489,
            -583205,
            407039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754565480000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759946339549,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)