← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ENS/USDT/720/HLC3/VWAP/9802

Strategy
ENS/USDT/720/HLC3/VWAP/9802
Pair
ENS_USDT
Interval
12h
Score
546332
Daily Profit
0.169809
Profit Factor
3.297135
Profitability
62.068966
Streak
0.000000
Best Strategy
Training Data Length
1421.500000
Evaluation Time
2025-10-01 10:23
Expiration Time
2025-11-12 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 325651.0167 241382.8521 84268.1646 -168413.2326 472635.9768 -641049.2094
Total P&L (%) 325.651 241.3829 84.2682 -168.4132 472.636 -641.0492
Avg Daily Profit (%) 0.2291 0.1698 0.0593 0 0.1228 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241512 -38681 -203496 -1350480 -188077 -1170528
Profit Factor 2.0019 3.2971 1.3831 0.886 2.7024 0.4658
Total Trades 59 29 30 59 29 30
Winning Trades 38 18 20 32 17 15
Losing Trades 21 11 10 27 12 15
Profitability (%) 64.4068 62.069 66.6667 54.2373 58.6207 50
Ratio Avg Win / Avg Loss 1.1063 2.0149 0.6916 0.7476 1.9075 0.4658
Largest Winning Trade 180721 180721 68377 606383 606383 287516
Largest Losing Trade -107341 -33830 -107341 -859895 -106263 -859895
Avg Bars in Trades 47 34 60 47 34 60
Avg Bars in Winners 50 36 62 45 27 65
Avg Bars in Losers 43 31 56 50 45 55
Bars Traded 2827 1006 1821 2827 1006 1821
Profit Streak 22.808 0 73.808 0 64.308 0
Trades During Streak 1 0 3 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166522 546332 -111352 -759728 -21830 -580825
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2843,
    "evaluation_days": 1421.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759303412763,
    "expiration_time": 1762961328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            325651.0167074147,
            241382.8521436818,
            84268.1645637329,
            -168413.2326085651,
            472635.9768289939,
            -641049.209437559
        ],
        [
            325.651017,
            241.382852,
            84.268165,
            -168.413233,
            472.635977,
            -641.049209
        ],
        [
            0.22909,
            0.169809,
            0.059281,
            0,
            0.122839,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241512,
            -38681,
            -203496,
            -1350480,
            -188077,
            -1170528
        ],
        [
            2.001945,
            3.297135,
            1.383144,
            0.886028,
            2.702357,
            0.465807
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            38,
            18,
            20,
            32,
            17,
            15
        ],
        [
            21,
            11,
            10,
            27,
            12,
            15
        ],
        [
            64.40678,
            62.068966,
            66.666667,
            54.237288,
            58.62069,
            50
        ],
        [
            1.106338,
            2.014916,
            0.691572,
            0.747586,
            1.907546,
            0.465807
        ],
        [
            180721,
            180721,
            68377,
            606383,
            606383,
            287516
        ],
        [
            -107341,
            -33830,
            -107341,
            -859895,
            -106263,
            -859895
        ],
        [
            47,
            34,
            60,
            47,
            34,
            60
        ],
        [
            50,
            36,
            62,
            45,
            27,
            65
        ],
        [
            43,
            31,
            56,
            50,
            45,
            55
        ],
        [
            2827,
            1006,
            1821,
            2827,
            1006,
            1821
        ],
        [
            22.808018,
            0,
            73.808018,
            0,
            64.308018,
            0
        ],
        [
            1,
            0,
            3,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166522,
            546332,
            -111352,
            -759728,
            -21830,
            -580825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2843,
    "evaluation_days": 1421.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759303412763,
    "expiration_time": 1762961328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)