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Trade: ENJ/USDT/120/DCM/VWMA/1800

Strategy
ENJ/USDT/120/DCM/VWMA/1800
Pair
ENJ_USDT
Interval
2h
Score
437150
Daily Profit
0.354823
Profit Factor
1.950301
Profitability
46.621622
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 09:03
Expiration Time
2025-12-25 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 739212.6934 606605.1511 132607.5423 1169989.5791 -87219.0043 1257208.5834
Total P&L (%) 739.2127 606.6052 132.6075 1169.9896 -87.219 1257.2086
Avg Daily Profit (%) 0.3548 0.2912 0.0637 0.1221 -0.0987 0.1253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103998 -84246 -103097 -1998166 -1593775 -852885
Profit Factor 1.9503 2.6838 1.3175 1.1218 0.9817 1.2603
Total Trades 148 74 74 148 74 74
Winning Trades 69 33 36 69 33 36
Losing Trades 79 41 38 79 41 38
Profitability (%) 46.6216 44.5946 48.6486 46.6216 44.5946 48.6486
Ratio Avg Win / Avg Loss 2.233 3.3344 1.3907 1.2844 1.2197 1.3303
Largest Winning Trade 337778 337778 58253 818821 787547 818821
Largest Losing Trade -37135 -31986 -37135 -875660 -875660 -580264
Avg Bars in Trades 164 147 182 164 147 182
Avg Bars in Winners 244 218 267 244 218 267
Avg Bars in Losers 95 89 101 95 89 101
Bars Traded 24381 10892 13489 24381 10892 13489
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437150 -52623 -172729 -117063 -645671 -90514
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580090400000,
    "first_datapoint_time": 1582250400000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760162629350,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "offset": 91
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "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": [
        [
            739212.69338128,
            606605.1511130016,
            132607.542268279,
            1169989.5790616015,
            -87219.0043073971,
            1257208.583368999
        ],
        [
            739.212693,
            606.605151,
            132.607542,
            1169.989579,
            -87.219004,
            1257.208583
        ],
        [
            0.354823,
            0.291171,
            0.063652,
            0.122071,
            -0.098698,
            0.125263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103998,
            -84246,
            -103097,
            -1998166,
            -1593775,
            -852885
        ],
        [
            1.950301,
            2.683772,
            1.317542,
            1.121831,
            0.981731,
            1.26033
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            46.621622,
            44.594595,
            48.648649,
            46.621622,
            44.594595,
            48.648649
        ],
        [
            2.232953,
            3.334383,
            1.390738,
            1.284415,
            1.219726,
            1.330349
        ],
        [
            337778,
            337778,
            58253,
            818821,
            787547,
            818821
        ],
        [
            -37135,
            -31986,
            -37135,
            -875660,
            -875660,
            -580264
        ],
        [
            164,
            147,
            182,
            164,
            147,
            182
        ],
        [
            244,
            218,
            267,
            244,
            218,
            267
        ],
        [
            95,
            89,
            101,
            95,
            89,
            101
        ],
        [
            24381,
            10892,
            13489,
            24381,
            10892,
            13489
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437150,
            -52623,
            -172729,
            -117063,
            -645671,
            -90514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580090400000,
    "first_datapoint_time": 1582250400000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760162629350,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "offset": 91
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "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)