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Trade: ENJ/USDT/120/PWMA/VWMA/3618

Strategy
ENJ/USDT/120/PWMA/VWMA/3618
Pair
ENJ_USDT
Interval
2h
Score
392506
Daily Profit
0.274721
Profit Factor
1.379197
Profitability
44.919786
Streak
17.437856
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 17:30
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 572107.3152 491975.8082 80131.507 208099.6024 -124344.1332 332443.7356
Total P&L (%) 572.1073 491.9758 80.1315 208.0996 -124.3441 332.4437
Avg Daily Profit (%) 0.2747 0.2362 0.0385 0.054 0 0.0703
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137917 -114621 -136072 -1478139 -1147333 -546867
Profit Factor 1.3792 1.6274 1.1106 1.0224 0.9754 1.0789
Total Trades 374 187 187 374 187 187
Winning Trades 168 80 88 168 80 88
Losing Trades 206 107 99 206 107 99
Profitability (%) 44.9198 42.7807 47.0588 44.9198 42.7807 47.0588
Ratio Avg Win / Avg Loss 1.6912 2.1766 1.2494 1.2537 1.3047 1.2138
Largest Winning Trade 211691 211691 46124 780749 780749 368202
Largest Losing Trade -38468 -34554 -38468 -389400 -389400 -382279
Avg Bars in Trades 65 69 61 65 69 61
Avg Bars in Winners 86 92 80 86 92 80
Avg Bars in Losers 48 51 44 48 51 44
Bars Traded 24513 12963 11550 24513 12963 11550
Profit Streak 17.4379 21.7712 0 17.4379 21.7712 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392506 330402 -241098 -316045 -580945 -233441
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580277600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758983430810,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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": [
        [
            572107.3151794922,
            491975.8081640037,
            80131.5070154891,
            208099.6024418978,
            -124344.1331780028,
            332443.7356199021
        ],
        [
            572.107315,
            491.975808,
            80.131507,
            208.099602,
            -124.344133,
            332.443736
        ],
        [
            0.274721,
            0.236243,
            0.038479,
            0.054048,
            0,
            0.070338
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137917,
            -114621,
            -136072,
            -1478139,
            -1147333,
            -546867
        ],
        [
            1.379197,
            1.62739,
            1.110591,
            1.022433,
            0.975449,
            1.078935
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            168,
            80,
            88,
            168,
            80,
            88
        ],
        [
            206,
            107,
            99,
            206,
            107,
            99
        ],
        [
            44.919786,
            42.780749,
            47.058824,
            44.919786,
            42.780749,
            47.058824
        ],
        [
            1.691158,
            2.176634,
            1.249415,
            1.253698,
            1.304663,
            1.213802
        ],
        [
            211691,
            211691,
            46124,
            780749,
            780749,
            368202
        ],
        [
            -38468,
            -34554,
            -38468,
            -389400,
            -389400,
            -382279
        ],
        [
            65,
            69,
            61,
            65,
            69,
            61
        ],
        [
            86,
            92,
            80,
            86,
            92,
            80
        ],
        [
            48,
            51,
            44,
            48,
            51,
            44
        ],
        [
            24513,
            12963,
            11550,
            24513,
            12963,
            11550
        ],
        [
            17.437856,
            21.77119,
            0,
            17.437857,
            21.77119,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392506,
            330402,
            -241098,
            -316045,
            -580945,
            -233441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580277600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758983430810,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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)