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Trade: ENS/USDT/360/WMA/VWMA/2115

Strategy
ENS/USDT/360/WMA/VWMA/2115
Pair
ENS_USDT
Interval
6h
Score
532817
Daily Profit
0.250652
Profit Factor
2.490131
Profitability
61.290323
Streak
157.897050
Best Strategy
Training Data Length
1422.250000
Evaluation Time
2025-10-02 12:31
Expiration Time
2025-11-14 00:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 441062.4936 356490.0005 84572.4931 786125.7831 500076.0876 286049.6955
Total P&L (%) 441.0625 356.49 84.5725 786.1258 500.0761 286.0497
Avg Daily Profit (%) 0.3101 0.2507 0.0595 0.1535 0.1261 0.095
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81662 -54355 -44468 -849005 -703872 -163447
Profit Factor 2.2358 2.4901 1.7187 1.514 1.4233 1.8218
Total Trades 63 31 32 63 31 32
Winning Trades 37 19 18 37 19 18
Losing Trades 26 12 14 26 12 14
Profitability (%) 58.7302 61.2903 56.25 58.7302 61.2903 56.25
Ratio Avg Win / Avg Loss 1.5711 1.5727 1.3368 1.0639 0.8989 1.417
Largest Winning Trade 143140 143140 20844 740298 740298 244638
Largest Losing Trade -54355 -54355 -24119 -682437 -682437 -99424
Avg Bars in Trades 78 112 45 78 112 45
Avg Bars in Winners 64 84 43 64 84 43
Avg Bars in Losers 98 156 49 98 156 49
Bars Traded 4947 3479 1468 4947 3479 1468
Profit Streak 0 157.8971 0 0 157.8971 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137050 532817 -110596 -140836 -23126 -62988
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5689,
    "evaluation_days": 1422.25,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639072800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759397505089,
    "expiration_time": 1763071272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "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": [
        [
            441062.4935810543,
            356490.0004810353,
            84572.4931000188,
            786125.7830988058,
            500076.0875924397,
            286049.695506366
        ],
        [
            441.062494,
            356.49,
            84.572493,
            786.125783,
            500.076088,
            286.049696
        ],
        [
            0.310116,
            0.250652,
            0.059464,
            0.153515,
            0.126069,
            0.095021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81662,
            -54355,
            -44468,
            -849005,
            -703872,
            -163447
        ],
        [
            2.235777,
            2.490131,
            1.718682,
            1.513951,
            1.423251,
            1.821837
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            58.730159,
            61.290323,
            56.25,
            58.730159,
            61.290323,
            56.25
        ],
        [
            1.571086,
            1.572714,
            1.336753,
            1.063857,
            0.898895,
            1.416984
        ],
        [
            143140,
            143140,
            20844,
            740298,
            740298,
            244638
        ],
        [
            -54355,
            -54355,
            -24119,
            -682437,
            -682437,
            -99424
        ],
        [
            78,
            112,
            45,
            78,
            112,
            45
        ],
        [
            64,
            84,
            43,
            64,
            84,
            43
        ],
        [
            98,
            156,
            49,
            98,
            156,
            49
        ],
        [
            4947,
            3479,
            1468,
            4947,
            3479,
            1468
        ],
        [
            0,
            157.89705,
            0,
            0,
            157.89705,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137050,
            532817,
            -110596,
            -140836,
            -23126,
            -62988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5689,
    "evaluation_days": 1422.25,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639072800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759397505089,
    "expiration_time": 1763071272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "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)