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Trade: ENJ/USDT/360/PWMA/VWAP/5781

Strategy
ENJ/USDT/360/PWMA/VWAP/5781
Pair
ENJ_USDT
Interval
6h
Score
301171
Daily Profit
0.647787
Profit Factor
2.648348
Profitability
29.591837
Streak
0.000000
Best Strategy
Training Data Length
2360.750000
Evaluation Time
2025-10-04 01:49
Expiration Time
2025-12-13 15:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1529262.499 1417389.3838 111873.1152 536940.3332 330091.2179 206849.1153
Total P&L (%) 1529.2625 1417.3894 111.8731 536.9403 330.0912 206.8491
Avg Daily Profit (%) 0.6478 0.6004 0.0474 0.0785 0.0618 0.0475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185772 -110427 -168990 -1195238 -949080 -729511
Profit Factor 2.6483 4.0205 1.244 1.1407 1.1586 1.1192
Total Trades 196 98 98 196 98 98
Winning Trades 58 24 34 58 24 34
Losing Trades 138 74 64 138 74 64
Profitability (%) 29.5918 24.4898 34.6939 29.5918 24.4898 34.6939
Ratio Avg Win / Avg Loss 6.3012 12.3965 2.3416 2.7141 3.5725 2.1067
Largest Winning Trade 1377158 1377158 54559 1259083 1259083 273368
Largest Losing Trade -27687 -27687 -25006 -270139 -208485 -270139
Avg Bars in Trades 46 40 53 46 40 53
Avg Bars in Winners 111 108 113 111 108 113
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 9208 4014 5194 9208 4014 5194
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 301171 -13819 -135013 -160966 -187657 -224004
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9443,
    "evaluation_days": 2360.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558699200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759531765500,
    "expiration_time": 1765633464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1529262.4989599353,
            1417389.3838014747,
            111873.1151584595,
            536940.3331981106,
            330091.2179282515,
            206849.1152698594
        ],
        [
            1529.262499,
            1417.389384,
            111.873115,
            536.940333,
            330.091218,
            206.849115
        ],
        [
            0.647787,
            0.600398,
            0.047389,
            0.078459,
            0.061814,
            0.047504
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185772,
            -110427,
            -168990,
            -1195238,
            -949080,
            -729511
        ],
        [
            2.648348,
            4.020496,
            1.243999,
            1.140707,
            1.158639,
            1.119204
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            58,
            24,
            34,
            58,
            24,
            34
        ],
        [
            138,
            74,
            64,
            138,
            74,
            64
        ],
        [
            29.591837,
            24.489796,
            34.693878,
            29.591837,
            24.489796,
            34.693878
        ],
        [
            6.301241,
            12.396529,
            2.341646,
            2.714095,
            3.57247,
            2.106737
        ],
        [
            1377158,
            1377158,
            54559,
            1259083,
            1259083,
            273368
        ],
        [
            -27687,
            -27687,
            -25006,
            -270139,
            -208485,
            -270139
        ],
        [
            46,
            40,
            53,
            46,
            40,
            53
        ],
        [
            111,
            108,
            113,
            111,
            108,
            113
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            9208,
            4014,
            5194,
            9208,
            4014,
            5194
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301171,
            -13819,
            -135013,
            -160966,
            -187657,
            -224004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9443,
    "evaluation_days": 2360.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558699200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759531765500,
    "expiration_time": 1765633464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)