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Trade: ENS/USDT/480/MIDPOINT/VWAP/4672

Strategy
ENS/USDT/480/MIDPOINT/VWAP/4672
Pair
ENS_USDT
Interval
8h
Score
620654
Daily Profit
0.212844
Profit Factor
3.903804
Profitability
69.444444
Streak
0.000000
Best Strategy
Training Data Length
1426.000000
Evaluation Time
2025-10-06 03:47
Expiration Time
2025-11-17 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393349.4816 303516.1391 89833.3425 -1176328.8171 -863579.2499 -312749.5672
Total P&L (%) 393.3495 303.5161 89.8333 -1176.3288 -863.5793 -312.7496
Avg Daily Profit (%) 0.2758 0.2128 0.063 0 0 0
Buy And Hold Return (%) 25.7585 25.7585 25.7585 25.7585 25.7585 25.7585
Max Trade Drawdown -146683 -50997 -124073 -4694032 -1903301 -2814926
Profit Factor 2.2141 3.9038 1.4093 0.7839 0.6245 0.9005
Total Trades 73 36 37 73 36 37
Winning Trades 51 25 26 35 19 16
Losing Trades 22 11 11 38 17 21
Profitability (%) 69.863 69.4444 70.2703 47.9452 52.7778 43.2432
Ratio Avg Win / Avg Loss 0.9551 1.7177 0.5963 0.8511 0.5588 1.1819
Largest Winning Trade 73348 73348 51168 1652948 260485 1652948
Largest Losing Trade -122568 -25580 -122568 -1355935 -635505 -1355935
Avg Bars in Trades 52 47 57 52 47 57
Avg Bars in Winners 37 37 38 52 44 61
Avg Bars in Losers 85 70 101 52 50 53
Bars Traded 3813 1701 2112 3813 1701 2112
Profit Streak 65.3666 0 68.3666 0 319.0333 0
Trades During Streak 1 0 2 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -63161 620654 -108800 -657854 -579074 -581733
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4278,
    "evaluation_days": 1426,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1643299200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759711673168,
    "expiration_time": 1763376192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 236
        }
    }
}
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": [
        [
            393349.4816289989,
            303516.1391433122,
            89833.3424856865,
            -1176328.8170670439,
            -863579.2498743206,
            -312749.567192723
        ],
        [
            393.349482,
            303.516139,
            89.833342,
            -1176.328817,
            -863.57925,
            -312.749567
        ],
        [
            0.275841,
            0.212844,
            0.062997,
            0,
            0,
            0
        ],
        [
            25.758477,
            25.758477,
            25.758477,
            25.758477,
            25.758477,
            25.758477
        ],
        [
            -146683,
            -50997,
            -124073,
            -4694032,
            -1903301,
            -2814926
        ],
        [
            2.214085,
            3.903804,
            1.409329,
            0.783921,
            0.624509,
            0.900528
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            51,
            25,
            26,
            35,
            19,
            16
        ],
        [
            22,
            11,
            11,
            38,
            17,
            21
        ],
        [
            69.863014,
            69.444444,
            70.27027,
            47.945205,
            52.777778,
            43.243243
        ],
        [
            0.955096,
            1.717674,
            0.596255,
            0.851114,
            0.558772,
            1.181943
        ],
        [
            73348,
            73348,
            51168,
            1652948,
            260485,
            1652948
        ],
        [
            -122568,
            -25580,
            -122568,
            -1355935,
            -635505,
            -1355935
        ],
        [
            52,
            47,
            57,
            52,
            47,
            57
        ],
        [
            37,
            37,
            38,
            52,
            44,
            61
        ],
        [
            85,
            70,
            101,
            52,
            50,
            53
        ],
        [
            3813,
            1701,
            2112,
            3813,
            1701,
            2112
        ],
        [
            65.366588,
            0,
            68.366588,
            0,
            319.033254,
            0
        ],
        [
            1,
            0,
            2,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -63161,
            620654,
            -108800,
            -657854,
            -579074,
            -581733
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4278,
    "evaluation_days": 1426,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1643299200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759711673168,
    "expiration_time": 1763376192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 236
        }
    }
}

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)