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Trade: ENJ/USDT/120/KCL/VWMA/9991

Strategy
ENJ/USDT/120/KCL/VWMA/9991
Pair
ENJ_USDT
Interval
2h
Score
498729
Daily Profit
0.556585
Profit Factor
2.270413
Profitability
42.735043
Streak
86.879327
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 12:06
Expiration Time
2025-12-18 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1159550.9093 1332330.3724 -172779.4631 -109445.9198 -130822.7584 21376.8386
Total P&L (%) 1159.5509 1332.3304 -172.7795 -109.4459 -130.8228 21.3768
Avg Daily Profit (%) 0.5566 0.6395 -0.0829 0 0 0.0093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -269499 -240218 -67297 -848717 -824749 -106015
Profit Factor 2.2704 3.3989 0.5165 0.9333 0.8975 1.0586
Total Trades 117 58 59 117 58 59
Winning Trades 50 23 27 66 35 31
Losing Trades 67 35 32 51 23 28
Profitability (%) 42.735 39.6552 45.7627 56.4103 60.3448 52.5424
Ratio Avg Win / Avg Loss 3.0424 5.1723 0.6121 0.7212 0.5898 0.9561
Largest Winning Trade 1469154 1469154 36309 417528 417528 158358
Largest Losing Trade -132170 -51513 -132170 -824749 -824749 -132170
Avg Bars in Trades 206 336 78 206 336 78
Avg Bars in Winners 287 522 86 144 214 64
Avg Bars in Losers 146 214 71 286 522 93
Bars Traded 24144 19532 4612 24144 19532 4612
Profit Streak 86.8793 98.1293 86.8793 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498729 -165502 -758547 -579636 -759492 -520515
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568773883,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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": [
        [
            1159550.9092585244,
            1332330.3723672265,
            -172779.4631087015,
            -109445.9198455123,
            -130822.7584077481,
            21376.8385622357
        ],
        [
            1159.550909,
            1332.330372,
            -172.779463,
            -109.44592,
            -130.822758,
            21.376839
        ],
        [
            0.556585,
            0.63952,
            -0.082934,
            0,
            0,
            0.009299
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -269499,
            -240218,
            -67297,
            -848717,
            -824749,
            -106015
        ],
        [
            2.270413,
            3.398915,
            0.516493,
            0.933313,
            0.897484,
            1.058553
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            50,
            23,
            27,
            66,
            35,
            31
        ],
        [
            67,
            35,
            32,
            51,
            23,
            28
        ],
        [
            42.735043,
            39.655172,
            45.762712,
            56.410256,
            60.344828,
            52.542373
        ],
        [
            3.042354,
            5.172262,
            0.61214,
            0.721197,
            0.589775,
            0.956113
        ],
        [
            1469154,
            1469154,
            36309,
            417528,
            417528,
            158358
        ],
        [
            -132170,
            -51513,
            -132170,
            -824749,
            -824749,
            -132170
        ],
        [
            206,
            336,
            78,
            206,
            336,
            78
        ],
        [
            287,
            522,
            86,
            144,
            214,
            64
        ],
        [
            146,
            214,
            71,
            286,
            522,
            93
        ],
        [
            24144,
            19532,
            4612,
            24144,
            19532,
            4612
        ],
        [
            86.879327,
            98.129327,
            86.879327,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498729,
            -165502,
            -758547,
            -579636,
            -759492,
            -520515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568773883,
    "expiration_time": 1766044800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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)