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Trade: ENJ/USDT/120/BBL/VWMA/5170

Strategy
ENJ/USDT/120/BBL/VWMA/5170
Pair
ENJ_USDT
Interval
2h
Score
308188
Daily Profit
0.151969
Profit Factor
1.395989
Profitability
56.818182
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-07 21:07
Expiration Time
2025-12-21 17:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260377.6392 316589.6876 -56212.0484 -73209.693 760748.1213 -833957.8143
Total P&L (%) 260.3776 316.5897 -56.212 -73.2097 760.7481 -833.9578
Avg Daily Profit (%) 0.125 0.152 -0.027 -0.0632 0.1034 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -259095 -218997 -115840 -1832476 -1358425 -903183
Profit Factor 1.2466 1.396 0.7806 0.983 1.2585 0.3871
Total Trades 265 132 133 265 132 133
Winning Trades 146 75 71 146 75 71
Losing Trades 119 57 62 119 57 62
Profitability (%) 55.0943 56.8182 53.3835 55.0943 56.8182 53.3835
Ratio Avg Win / Avg Loss 1.0161 1.061 0.6817 0.8012 0.9565 0.338
Largest Winning Trade 193802 193802 7117 1180773 1180773 82943
Largest Losing Trade -58314 -58314 -19645 -642011 -642011 -273908
Avg Bars in Trades 91 176 7 91 176 7
Avg Bars in Winners 68 125 7 68 125 7
Avg Bars in Losers 120 243 7 120 243 7
Bars Traded 24257 23260 997 24257 23260 997
Profit Streak 4.6715 0 25.5882 4.6715 0 25.5882
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23945 308188 -579241 -578323 -55700 -579241
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579795200000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759860420450,
    "expiration_time": 1766332540800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 3.47366
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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": [
        [
            260377.6391524627,
            316589.6875824822,
            -56212.0484300191,
            -73209.6929984557,
            760748.121333806,
            -833957.8143322614
        ],
        [
            260.377639,
            316.589688,
            -56.212048,
            -73.209693,
            760.748121,
            -833.957814
        ],
        [
            0.124986,
            0.151969,
            -0.026983,
            -0.063205,
            0.103384,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -259095,
            -218997,
            -115840,
            -1832476,
            -1358425,
            -903183
        ],
        [
            1.246637,
            1.395989,
            0.780612,
            0.982988,
            1.258525,
            0.387092
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            146,
            75,
            71,
            146,
            75,
            71
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            55.09434,
            56.818182,
            53.383459,
            55.09434,
            56.818182,
            53.383459
        ],
        [
            1.016094,
            1.060951,
            0.681661,
            0.801202,
            0.956479,
            0.338024
        ],
        [
            193802,
            193802,
            7117,
            1180773,
            1180773,
            82943
        ],
        [
            -58314,
            -58314,
            -19645,
            -642011,
            -642011,
            -273908
        ],
        [
            91,
            176,
            7,
            91,
            176,
            7
        ],
        [
            68,
            125,
            7,
            68,
            125,
            7
        ],
        [
            120,
            243,
            7,
            120,
            243,
            7
        ],
        [
            24257,
            23260,
            997,
            24257,
            23260,
            997
        ],
        [
            4.671533,
            0,
            25.5882,
            4.671533,
            0,
            25.5882
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23945,
            308188,
            -579241,
            -578323,
            -55700,
            -579241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579795200000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759860420450,
    "expiration_time": 1766332540800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 3.47366
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "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)