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Trade: ENS/USDT/720/KCL/VWMA/8104

Strategy
ENS/USDT/720/KCL/VWMA/8104
Pair
ENS_USDT
Interval
12h
Score
578915
Daily Profit
0.295505
Profit Factor
2.222491
Profitability
67.676768
Streak
80.169230
Best Strategy
Training Data Length
1427.500000
Evaluation Time
2025-10-07 07:03
Expiration Time
2025-11-18 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421833.8189 333790.1019 88043.717 810945.6439 844521.087 -33575.4431
Total P&L (%) 421.8338 333.7901 88.0437 810.9456 844.5211 -33.5754
Avg Daily Profit (%) 0.2955 0.2338 0.0617 0.1549 0.1574 -0.0287
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72200 -62123 -40404 -1130917 -884298 -637971
Profit Factor 2.2225 2.3781 1.856 1.302 1.4966 0.9659
Total Trades 99 49 50 99 49 50
Winning Trades 67 34 33 67 34 33
Losing Trades 32 15 17 32 15 17
Profitability (%) 67.6768 69.3878 66 67.6768 69.3878 66
Ratio Avg Win / Avg Loss 1.0615 1.0492 0.9561 0.6218 0.6602 0.4976
Largest Winning Trade 177015 177015 16399 675468 675468 160040
Largest Losing Trade -58991 -58991 -34467 -866884 -866884 -571393
Avg Bars in Trades 24 45 3 24 45 3
Avg Bars in Winners 16 28 4 16 28 4
Avg Bars in Losers 41 85 3 41 85 3
Bars Traded 2444 2249 195 2444 2249 195
Profit Streak 80.1692 87.1692 80.1692 80.1692 87.1692 80.1692
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 578915 550848 -286566 381838 405521 -757518
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2855,
    "evaluation_days": 1427.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638446400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809821490,
    "expiration_time": 1763495280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "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": [
        [
            421833.818892965,
            333790.1019179248,
            88043.7169750402,
            810945.6439050473,
            844521.0869971946,
            -33575.4430921467
        ],
        [
            421.833819,
            333.790102,
            88.043717,
            810.945644,
            844.521087,
            -33.575443
        ],
        [
            0.295505,
            0.233828,
            0.061677,
            0.154888,
            0.157427,
            -0.028655
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72200,
            -62123,
            -40404,
            -1130917,
            -884298,
            -637971
        ],
        [
            2.222491,
            2.378136,
            1.855983,
            1.301986,
            1.49655,
            0.965899
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            67.676768,
            69.387755,
            66,
            67.676768,
            69.387755,
            66
        ],
        [
            1.061488,
            1.049178,
            0.956113,
            0.621844,
            0.660243,
            0.497584
        ],
        [
            177015,
            177015,
            16399,
            675468,
            675468,
            160040
        ],
        [
            -58991,
            -58991,
            -34467,
            -866884,
            -866884,
            -571393
        ],
        [
            24,
            45,
            3,
            24,
            45,
            3
        ],
        [
            16,
            28,
            4,
            16,
            28,
            4
        ],
        [
            41,
            85,
            3,
            41,
            85,
            3
        ],
        [
            2444,
            2249,
            195,
            2444,
            2249,
            195
        ],
        [
            80.16923,
            87.16923,
            80.16923,
            80.16923,
            87.16923,
            80.16923
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            578915,
            550848,
            -286566,
            381838,
            405521,
            -757518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2855,
    "evaluation_days": 1427.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638446400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809821490,
    "expiration_time": 1763495280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "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)