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Trade: ENS/USDT/720/TEMA/VWAP/2105

Strategy
ENS/USDT/720/TEMA/VWAP/2105
Pair
ENS_USDT
Interval
12h
Score
325049
Daily Profit
0.249658
Profit Factor
1.312601
Profitability
40.871935
Streak
19.559541
Best Strategy
Training Data Length
1428.500000
Evaluation Time
2025-10-08 16:25
Expiration Time
2025-11-19 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356636.5304 248692.073 107944.4574 274993.952 365178.7992 -90184.8472
Total P&L (%) 356.6365 248.6921 107.9445 274.994 365.1788 -90.1848
Avg Daily Profit (%) 0.2497 0.1741 0.0756 0.0926 0.1077 -0.1624
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90742 -86964 -101985 -444319 -368463 -377384
Profit Factor 1.3126 1.4793 1.1735 1.0903 1.2636 0.9457
Total Trades 367 184 183 367 184 183
Winning Trades 150 71 79 150 71 79
Losing Trades 217 113 104 217 113 104
Profitability (%) 40.8719 38.587 43.1694 40.8719 38.587 43.1694
Ratio Avg Win / Avg Loss 1.8989 2.3545 1.5449 1.5773 2.0111 1.245
Largest Winning Trade 113445 113445 54951 292182 292182 97358
Largest Losing Trade -35659 -18375 -35659 -110535 -81420 -110535
Avg Bars in Trades 7 8 7 7 8 7
Avg Bars in Winners 11 12 11 11 12 11
Avg Bars in Losers 4 5 4 4 5 4
Bars Traded 2825 1518 1307 2825 1518 1307
Profit Streak 19.5595 19.5595 20.5595 19.5595 19.5595 20.5595
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325049 233831 -122008 -189765 -51467 -580533
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2857,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1637582400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759929944336,
    "expiration_time": 1763584272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 26,
            "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": [
        [
            356636.5303636293,
            248692.0729638583,
            107944.4573997702,
            274993.9519950089,
            365178.7992093956,
            -90184.8472143872
        ],
        [
            356.63653,
            248.692073,
            107.944457,
            274.993952,
            365.178799,
            -90.184847
        ],
        [
            0.249658,
            0.174093,
            0.075565,
            0.092569,
            0.107671,
            -0.162363
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90742,
            -86964,
            -101985,
            -444319,
            -368463,
            -377384
        ],
        [
            1.312601,
            1.479346,
            1.17353,
            1.090291,
            1.263614,
            0.945684
        ],
        [
            367,
            184,
            183,
            367,
            184,
            183
        ],
        [
            150,
            71,
            79,
            150,
            71,
            79
        ],
        [
            217,
            113,
            104,
            217,
            113,
            104
        ],
        [
            40.871935,
            38.586957,
            43.169399,
            40.871935,
            38.586957,
            43.169399
        ],
        [
            1.898896,
            2.354452,
            1.5449,
            1.577288,
            2.011103,
            1.24495
        ],
        [
            113445,
            113445,
            54951,
            292182,
            292182,
            97358
        ],
        [
            -35659,
            -18375,
            -35659,
            -110535,
            -81420,
            -110535
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            4,
            5,
            4,
            4,
            5,
            4
        ],
        [
            2825,
            1518,
            1307,
            2825,
            1518,
            1307
        ],
        [
            19.559541,
            19.559541,
            20.559541,
            19.559541,
            19.559541,
            20.559541
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325049,
            233831,
            -122008,
            -189765,
            -51467,
            -580533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2857,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1637582400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759929944336,
    "expiration_time": 1763584272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 26,
            "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)