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Trade: ENS/USDT/720/HWMA/VWAP/4105

Strategy
ENS/USDT/720/HWMA/VWAP/4105
Pair
ENS_USDT
Interval
12h
Score
462758
Daily Profit
0.260707
Profit Factor
1.448709
Profitability
58.100559
Streak
31.681837
Best Strategy
Training Data Length
1421.000000
Evaluation Time
2025-09-30 19:21
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 370463.9669 252726.5967 117737.3702 245164.2202 319928.3061 -74764.0859
Total P&L (%) 370.464 252.7266 117.7374 245.1642 319.9283 -74.7641
Avg Daily Profit (%) 0.2607 0.1779 0.0829 0.0872 0.101 -0.0969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175520 -70609 -140850 -387069 -152745 -433359
Profit Factor 1.4487 1.6434 1.272 1.1334 1.4136 0.9298
Total Trades 179 89 90 179 89 90
Winning Trades 104 46 58 104 46 58
Losing Trades 75 43 32 75 43 32
Profitability (%) 58.1006 51.6854 64.4444 58.1006 51.6854 64.4444
Ratio Avg Win / Avg Loss 1.0447 1.5362 0.7018 0.8173 1.3214 0.513
Largest Winning Trade 89558 89558 54880 119808 119808 83395
Largest Losing Trade -61845 -27870 -61845 -262698 -59503 -262698
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 2821 1406 1415 2821 1406 1415
Profit Streak 31.6818 31.6818 71.1818 31.6818 31.6818 71.1818
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462758 405509 -80544 -148279 -56601 -577235
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249310705,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.51328
        }
    },
    "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": [
        [
            370463.9668516616,
            252726.5966503113,
            117737.3702013503,
            245164.2202336612,
            319928.3061290671,
            -74764.0858954058
        ],
        [
            370.463967,
            252.726597,
            117.73737,
            245.16422,
            319.928306,
            -74.764086
        ],
        [
            0.260707,
            0.177851,
            0.082855,
            0.08722,
            0.10103,
            -0.09685
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175520,
            -70609,
            -140850,
            -387069,
            -152745,
            -433359
        ],
        [
            1.448709,
            1.643387,
            1.272027,
            1.133369,
            1.413628,
            0.929784
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            104,
            46,
            58,
            104,
            46,
            58
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            58.100559,
            51.685393,
            64.444444,
            58.100559,
            51.685393,
            64.444444
        ],
        [
            1.044742,
            1.53621,
            0.701808,
            0.817333,
            1.321435,
            0.512984
        ],
        [
            89558,
            89558,
            54880,
            119808,
            119808,
            83395
        ],
        [
            -61845,
            -27870,
            -61845,
            -262698,
            -59503,
            -262698
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            2821,
            1406,
            1415,
            2821,
            1406,
            1415
        ],
        [
            31.681837,
            31.681837,
            71.181837,
            31.681837,
            31.681837,
            71.181837
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462758,
            405509,
            -80544,
            -148279,
            -56601,
            -577235
        ]
    ]
}
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": 1636502400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249310705,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.51328
        }
    },
    "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)