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Trade: ENJ/USDT/360/VWMA/DCU/1251

Strategy
ENJ/USDT/360/VWMA/DCU/1251
Pair
ENJ_USDT
Interval
6h
Score
542940
Daily Profit
0.668304
Profit Factor
3.223570
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2351.500000
Evaluation Time
2025-09-26 07:47
Expiration Time
2025-12-04 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1571516.6444 1503279.0773 68237.5672 216501.9015 1538228.6695 -1321726.7681
Total P&L (%) 1571.5166 1503.2791 68.2376 216.5019 1538.2287 -1321.7268
Avg Daily Profit (%) 0.6683 0.6393 0.029 0.049 0.119 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210364 -195003 -80112 -8545614 -6246020 -5146019
Profit Factor 3.2236 4.892 1.2129 1.0136 1.2039 0.8411
Total Trades 87 43 44 87 43 44
Winning Trades 36 15 21 36 15 21
Losing Trades 51 28 23 51 28 23
Profitability (%) 41.3793 34.8837 47.7273 41.3793 34.8837 47.7273
Ratio Avg Win / Avg Loss 4.5667 9.1317 1.3284 1.436 2.2472 0.9212
Largest Winning Trade 1531073 1531073 60296 3460185 3460185 1639809
Largest Losing Trade -35691 -35675 -35691 -2491464 -1358885 -2491464
Avg Bars in Trades 104 127 82 104 127 82
Avg Bars in Winners 154 211 114 154 211 114
Avg Bars in Losers 69 82 53 69 82 53
Bars Traded 9087 5466 3621 9087 5466 3621
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 542940 492494 -155505 -336095 -38967 -581603

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862054002,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 35,
            "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": [
        [
            1571516.644421843,
            1503279.077259241,
            68237.5671626024,
            216501.9014821695,
            1538228.6695424737,
            -1321726.7680603035
        ],
        [
            1571.516644,
            1503.279077,
            68.237567,
            216.501901,
            1538.22867,
            -1321.726768
        ],
        [
            0.668304,
            0.639285,
            0.029019,
            0.049009,
            0.118982,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210364,
            -195003,
            -80112,
            -8545614,
            -6246020,
            -5146019
        ],
        [
            3.22357,
            4.892006,
            1.212906,
            1.013648,
            1.203875,
            0.84111
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            41.37931,
            34.883721,
            47.727273,
            41.37931,
            34.883721,
            47.727273
        ],
        [
            4.566725,
            9.131744,
            1.328421,
            1.436001,
            2.247234,
            0.921216
        ],
        [
            1531073,
            1531073,
            60296,
            3460185,
            3460185,
            1639809
        ],
        [
            -35691,
            -35675,
            -35691,
            -2491464,
            -1358885,
            -2491464
        ],
        [
            104,
            127,
            82,
            104,
            127,
            82
        ],
        [
            154,
            211,
            114,
            154,
            211,
            114
        ],
        [
            69,
            82,
            53,
            69,
            82,
            53
        ],
        [
            9087,
            5466,
            3621,
            9087,
            5466,
            3621
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542940,
            492494,
            -155505,
            -336095,
            -38967,
            -581603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862054002,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 35,
            "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)