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Trade: ENS/USDT/720/DCM/VWMA/8186

Strategy
ENS/USDT/720/DCM/VWMA/8186
Pair
ENS_USDT
Interval
12h
Score
490674
Daily Profit
0.164391
Profit Factor
2.632497
Profitability
68.965517
Streak
0.000000
Best Strategy
Training Data Length
1421.000000
Evaluation Time
2025-09-30 17:14
Expiration Time
2025-11-12 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263111.0383 233600.1849 29510.8534 -194481.9551 -15597.9877 -178883.9673
Total P&L (%) 263.111 233.6002 29.5109 -194.482 -15.598 -178.884
Avg Daily Profit (%) 0.1852 0.1644 0.0208 0 -0.0119 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123343 -52686 -109659 -648245 -222318 -469616
Profit Factor 1.6467 2.6325 1.1119 0.79 0.9595 0.6694
Total Trades 58 29 29 58 29 29
Winning Trades 36 20 16 32 16 16
Losing Trades 22 9 13 26 13 13
Profitability (%) 62.069 68.9655 55.1724 55.1724 55.1724 55.1724
Ratio Avg Win / Avg Loss 1.0063 1.1846 0.9034 0.6419 0.7796 0.5439
Largest Winning Trade 67362 67362 59830 112410 112410 92776
Largest Losing Trade -109659 -38155 -109659 -335051 -115677 -335051
Avg Bars in Trades 45 49 42 45 49 42
Avg Bars in Winners 37 36 39 45 46 44
Avg Bars in Losers 58 76 45 46 52 39
Bars Traded 2645 1425 1220 2645 1425 1220
Profit Streak 14.5935 0 67.0935 0 66.5935 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167843 490674 -265802 -759607 -579603 -580162
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1643889600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241680141,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "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": [
        [
            263111.0382983161,
            233600.1849098118,
            29510.8533885043,
            -194481.9550930835,
            -15597.9877499118,
            -178883.9673431717
        ],
        [
            263.111038,
            233.600185,
            29.510853,
            -194.481955,
            -15.597988,
            -178.883967
        ],
        [
            0.185159,
            0.164391,
            0.020768,
            0,
            -0.011933,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123343,
            -52686,
            -109659,
            -648245,
            -222318,
            -469616
        ],
        [
            1.646704,
            2.632497,
            1.111887,
            0.789982,
            0.959475,
            0.66942
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            20,
            16,
            32,
            16,
            16
        ],
        [
            22,
            9,
            13,
            26,
            13,
            13
        ],
        [
            62.068966,
            68.965517,
            55.172414,
            55.172414,
            55.172414,
            55.172414
        ],
        [
            1.006319,
            1.184624,
            0.903408,
            0.64186,
            0.779574,
            0.543904
        ],
        [
            67362,
            67362,
            59830,
            112410,
            112410,
            92776
        ],
        [
            -109659,
            -38155,
            -109659,
            -335051,
            -115677,
            -335051
        ],
        [
            45,
            49,
            42,
            45,
            49,
            42
        ],
        [
            37,
            36,
            39,
            45,
            46,
            44
        ],
        [
            58,
            76,
            45,
            46,
            52,
            39
        ],
        [
            2645,
            1425,
            1220,
            2645,
            1425,
            1220
        ],
        [
            14.59352,
            0,
            67.09352,
            0,
            66.59352,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167843,
            490674,
            -265802,
            -759607,
            -579603,
            -580162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1643889600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241680141,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "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)