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Trade: ENS/USDT/720/VWMA/JMA/2646

Strategy
ENS/USDT/720/VWMA/JMA/2646
Pair
ENS_USDT
Interval
12h
Score
388400
Daily Profit
0.160868
Profit Factor
1.401633
Profitability
55.737705
Streak
127.916609
Best Strategy
Training Data Length
1415.000000
Evaluation Time
2025-09-28 00:59
Expiration Time
2025-11-06 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227628.4863 148981.7683 78646.718 148886.512 105665.5663 43220.9457
Total P&L (%) 227.6285 148.9818 78.6467 148.8865 105.6656 43.2209
Avg Daily Profit (%) 0.1609 0.1053 0.0556 0.0645 0.051 0.0254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83144 -45175 -106958 -91315 -37237 -135877
Profit Factor 1.4016 1.7347 1.2161 1.2811 1.5769 1.1248
Total Trades 122 61 61 122 61 61
Winning Trades 68 31 37 68 31 37
Losing Trades 54 30 24 54 30 24
Profitability (%) 55.7377 50.8197 60.6557 55.7377 50.8197 60.6557
Ratio Avg Win / Avg Loss 1.1131 1.6787 0.7888 1.0174 1.526 0.7296
Largest Winning Trade 51433 51433 40640 41304 39190 41304
Largest Losing Trade -34083 -31679 -34083 -38203 -38203 -37932
Avg Bars in Trades 22 14 30 22 14 30
Avg Bars in Winners 25 15 32 25 15 32
Avg Bars in Losers 19 13 26 19 13 26
Bars Traded 2748 896 1852 2748 896 1852
Profit Streak 127.9166 127.9166 156.4166 127.9166 127.9166 156.4166
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388400 -209080 -279710 -104092 -281900 -404758
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638144000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010395004,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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": [
        [
            227628.4862516981,
            148981.7682672098,
            78646.7179844883,
            148886.5120196851,
            105665.5662802786,
            43220.9457394066
        ],
        [
            227.628486,
            148.981768,
            78.646718,
            148.886512,
            105.665566,
            43.220946
        ],
        [
            0.160868,
            0.105287,
            0.055581,
            0.064461,
            0.050973,
            0.02539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83144,
            -45175,
            -106958,
            -91315,
            -37237,
            -135877
        ],
        [
            1.401633,
            1.734695,
            1.216076,
            1.281135,
            1.576871,
            1.124765
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            55.737705,
            50.819672,
            60.655738,
            55.737705,
            50.819672,
            60.655738
        ],
        [
            1.113062,
            1.678737,
            0.788806,
            1.017372,
            1.526005,
            0.729577
        ],
        [
            51433,
            51433,
            40640,
            41304,
            39190,
            41304
        ],
        [
            -34083,
            -31679,
            -34083,
            -38203,
            -38203,
            -37932
        ],
        [
            22,
            14,
            30,
            22,
            14,
            30
        ],
        [
            25,
            15,
            32,
            25,
            15,
            32
        ],
        [
            19,
            13,
            26,
            19,
            13,
            26
        ],
        [
            2748,
            896,
            1852,
            2748,
            896,
            1852
        ],
        [
            127.916609,
            127.916609,
            156.416609,
            127.916609,
            127.916609,
            156.416609
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388400,
            -209080,
            -279710,
            -104092,
            -281900,
            -404758
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638144000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010395004,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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)