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Trade: ENJ/USDT/360/MIDPRICE/VWMA/6429

Strategy
ENJ/USDT/360/MIDPRICE/VWMA/6429
Pair
ENJ_USDT
Interval
6h
Score
327742
Daily Profit
0.259218
Profit Factor
3.152211
Profitability
35.897436
Streak
0.000000
Best Strategy
Training Data Length
2362.250000
Evaluation Time
2025-10-05 12:46
Expiration Time
2025-12-15 04:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 594473.0454 612338.2731 -17865.2277 -43387.6716 -58087.6175 14699.9459
Total P&L (%) 594.473 612.3383 -17.8652 -43.3877 -58.0876 14.6999
Avg Daily Profit (%) 0.2517 0.2592 -0.0076 -0.0241 -0.0368 0.0058
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -263808 -91258 -238460 -98334 -70127 -81969
Profit Factor 1.9104 3.1522 0.9515 0.8835 0.682 1.0775
Total Trades 77 39 38 77 39 38
Winning Trades 27 14 13 27 14 13
Losing Trades 50 25 25 50 25 25
Profitability (%) 35.0649 35.8974 34.2105 35.0649 35.8974 34.2105
Ratio Avg Win / Avg Loss 3.5377 5.6289 1.8298 1.6361 1.2178 2.072
Largest Winning Trade 590117 590117 62757 48781 29440 48781
Largest Losing Trade -80790 -22602 -80790 -29321 -29321 -26673
Avg Bars in Trades 111 80 144 111 80 144
Avg Bars in Winners 234 130 346 234 130 346
Avg Bars in Losers 45 52 39 45 52 39
Bars Traded 8610 3125 5485 8610 3125 5485
Profit Streak 0 0 136.1574 0 0 136.1574
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39979 327742 -583558 -630085 -584575 -344400
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9449,
    "evaluation_days": 2362.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759657597745,
    "expiration_time": 1765766952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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": [
        [
            594473.0453729457,
            612338.2730856478,
            -17865.2277127021,
            -43387.6716179062,
            -58087.6174995483,
            14699.9458816421
        ],
        [
            594.473045,
            612.338273,
            -17.865228,
            -43.387672,
            -58.087617,
            14.699946
        ],
        [
            0.251655,
            0.259218,
            -0.007563,
            -0.024082,
            -0.036805,
            0.005806
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -263808,
            -91258,
            -238460,
            -98334,
            -70127,
            -81969
        ],
        [
            1.910381,
            3.152211,
            0.951516,
            0.883509,
            0.681986,
            1.077451
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            35.064935,
            35.897436,
            34.210526,
            35.064935,
            35.897436,
            34.210526
        ],
        [
            3.537743,
            5.628948,
            1.829839,
            1.636128,
            1.217833,
            2.072021
        ],
        [
            590117,
            590117,
            62757,
            48781,
            29440,
            48781
        ],
        [
            -80790,
            -22602,
            -80790,
            -29321,
            -29321,
            -26673
        ],
        [
            111,
            80,
            144,
            111,
            80,
            144
        ],
        [
            234,
            130,
            346,
            234,
            130,
            346
        ],
        [
            45,
            52,
            39,
            45,
            52,
            39
        ],
        [
            8610,
            3125,
            5485,
            8610,
            3125,
            5485
        ],
        [
            0,
            0,
            136.157381,
            0,
            0,
            136.157381
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39979,
            327742,
            -583558,
            -630085,
            -584575,
            -344400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9449,
    "evaluation_days": 2362.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759657597745,
    "expiration_time": 1765766952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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)