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Trade: ENJ/USDT/120/VWMA/HILO/5521

Strategy
ENJ/USDT/120/VWMA/HILO/5521
Pair
ENJ_USDT
Interval
2h
Score
324945
Daily Profit
0.172215
Profit Factor
1.223739
Profitability
44.219067
Streak
15.089176
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 09:08
Expiration Time
2025-12-19 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358780.0232 356822.9246 1957.0986 -47754.2391 15416.109 -63170.3481
Total P&L (%) 358.78 356.8229 1.9571 -47.7542 15.4161 -63.1703
Avg Daily Profit (%) 0.1722 0.1713 0.0009 -0.0312 0.0069 -0.0479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132509 -76910 -256160 -116003 -70354 -154773
Profit Factor 1.2237 1.4748 1.0023 0.9522 1.0329 0.881
Total Trades 493 246 247 493 246 247
Winning Trades 218 98 120 218 98 120
Losing Trades 275 148 127 275 148 127
Profitability (%) 44.2191 39.8374 48.583 44.2191 39.8374 48.583
Ratio Avg Win / Avg Loss 1.5437 2.2273 1.0608 1.2012 1.5599 0.9324
Largest Winning Trade 235559 235559 41217 48020 48020 22156
Largest Losing Trade -56417 -30907 -56417 -38904 -16912 -38904
Avg Bars in Trades 49 39 60 49 39 60
Avg Bars in Winners 71 58 81 71 58 81
Avg Bars in Losers 33 26 40 33 26 40
Bars Traded 24643 9728 14915 24643 9728 14915
Profit Streak 15.0892 0 16.3392 15.0892 0 16.3392
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324945 231065 -574571 -578197 -380012 -580016
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579572000000,
    "first_datapoint_time": 1580472000000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759644504793,
    "expiration_time": 1766116800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            358780.0231561572,
            356822.9245773328,
            1957.098578824,
            -47754.2390833888,
            15416.1089860214,
            -63170.3480694101
        ],
        [
            358.780023,
            356.822925,
            1.957099,
            -47.754239,
            15.416109,
            -63.170348
        ],
        [
            0.172215,
            0.171275,
            0.000939,
            -0.031157,
            0.006882,
            -0.047934
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132509,
            -76910,
            -256160,
            -116003,
            -70354,
            -154773
        ],
        [
            1.223739,
            1.474843,
            1.002297,
            0.952214,
            1.032908,
            0.881009
        ],
        [
            493,
            246,
            247,
            493,
            246,
            247
        ],
        [
            218,
            98,
            120,
            218,
            98,
            120
        ],
        [
            275,
            148,
            127,
            275,
            148,
            127
        ],
        [
            44.219067,
            39.837398,
            48.582996,
            44.219067,
            39.837398,
            48.582996
        ],
        [
            1.543707,
            2.227314,
            1.060764,
            1.201188,
            1.559902,
            0.932401
        ],
        [
            235559,
            235559,
            41217,
            48020,
            48020,
            22156
        ],
        [
            -56417,
            -30907,
            -56417,
            -38904,
            -16912,
            -38904
        ],
        [
            49,
            39,
            60,
            49,
            39,
            60
        ],
        [
            71,
            58,
            81,
            71,
            58,
            81
        ],
        [
            33,
            26,
            40,
            33,
            26,
            40
        ],
        [
            24643,
            9728,
            14915,
            24643,
            9728,
            14915
        ],
        [
            15.089176,
            0,
            16.339176,
            15.089176,
            0,
            16.339176
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324945,
            231065,
            -574571,
            -578197,
            -380012,
            -580016
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579572000000,
    "first_datapoint_time": 1580472000000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759644504793,
    "expiration_time": 1766116800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)