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Trade: ENS/USDT/360/ALMA/VWMA/4750

Strategy
ENS/USDT/360/ALMA/VWMA/4750
Pair
ENS_USDT
Interval
6h
Score
443711
Daily Profit
0.164392
Profit Factor
1.924183
Profitability
58.620690
Streak
230.989620
Best Strategy
Training Data Length
1420.250000
Evaluation Time
2025-09-30 14:45
Expiration Time
2025-11-11 22:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227753.0447 233478.1576 -5725.113 -45929.5684 -24095.3721 -21834.1963
Total P&L (%) 227.753 233.4782 -5.7251 -45.9296 -24.0954 -21.8342
Avg Daily Profit (%) 0.1604 0.1644 -0.004 -0.0433 -0.0194 -0.0173
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250606 -113737 -135599 -67002 -25885 -39005
Profit Factor 1.4719 1.9242 0.9751 0.5918 0.6342 0.5319
Total Trades 58 29 29 58 29 29
Winning Trades 30 17 13 30 17 13
Losing Trades 28 12 16 28 12 16
Profitability (%) 51.7241 58.6207 44.8276 51.7241 58.6207 44.8276
Ratio Avg Win / Avg Loss 1.3737 1.3582 1.2001 0.5523 0.4476 0.6547
Largest Winning Trade 151650 151650 38352 8895 8895 6787
Largest Losing Trade -75363 -59297 -75363 -31631 -31631 -23531
Avg Bars in Trades 93 108 77 93 108 77
Avg Bars in Winners 112 127 93 112 127 93
Avg Bars in Losers 71 81 65 71 81 65
Bars Traded 5399 3144 2255 5399 3144 2255
Profit Streak 81.4896 230.9896 81.4896 81.4896 230.9896 81.4896
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169447 443711 -580215 -758641 -578312 -581882
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5681,
    "evaluation_days": 1420.25,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1641405600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759232703206,
    "expiration_time": 1762893288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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": [
        [
            227753.0446631031,
            233478.1576335032,
            -5725.1129704001,
            -45929.5683849999,
            -24095.3720863856,
            -21834.1962986144
        ],
        [
            227.753045,
            233.478158,
            -5.725113,
            -45.929568,
            -24.095372,
            -21.834196
        ],
        [
            0.160361,
            0.164392,
            -0.004031,
            -0.043285,
            -0.01941,
            -0.017343
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250606,
            -113737,
            -135599,
            -67002,
            -25885,
            -39005
        ],
        [
            1.471867,
            1.924183,
            0.975112,
            0.591767,
            0.634161,
            0.531907
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            51.724138,
            58.62069,
            44.827586,
            51.724138,
            58.62069,
            44.827586
        ],
        [
            1.373743,
            1.358247,
            1.200137,
            0.552316,
            0.447643,
            0.654655
        ],
        [
            151650,
            151650,
            38352,
            8895,
            8895,
            6787
        ],
        [
            -75363,
            -59297,
            -75363,
            -31631,
            -31631,
            -23531
        ],
        [
            93,
            108,
            77,
            93,
            108,
            77
        ],
        [
            112,
            127,
            93,
            112,
            127,
            93
        ],
        [
            71,
            81,
            65,
            71,
            81,
            65
        ],
        [
            5399,
            3144,
            2255,
            5399,
            3144,
            2255
        ],
        [
            81.48962,
            230.98962,
            81.48962,
            81.48962,
            230.98962,
            81.48962
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169447,
            443711,
            -580215,
            -758641,
            -578312,
            -581882
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5681,
    "evaluation_days": 1420.25,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1641405600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759232703206,
    "expiration_time": 1762893288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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)