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Trade: ENJ/USDT/360/VWMA/LINREG/2817

Strategy
ENJ/USDT/360/VWMA/LINREG/2817
Pair
ENJ_USDT
Interval
6h
Score
401600
Daily Profit
0.277490
Profit Factor
1.862179
Profitability
46.534653
Streak
0.000000
Best Strategy
Training Data Length
2351.500000
Evaluation Time
2025-09-27 10:24
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 652517.5436 507835.8454 144681.6983 739003.3572 -56464.2716 795467.6287
Total P&L (%) 652.5175 507.8358 144.6817 739.0034 -56.4643 795.4676
Avg Daily Profit (%) 0.2775 0.216 0.0615 0.0905 -0.0354 0.0933
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141888 -84537 -177171 -1139437 -827901 -571864
Profit Factor 1.8622 2.3028 1.3942 1.2192 0.9713 1.5675
Total Trades 101 51 50 101 51 50
Winning Trades 47 20 27 47 20 27
Losing Trades 54 31 23 54 31 23
Profitability (%) 46.5347 39.2157 54 46.5347 39.2157 54
Ratio Avg Win / Avg Loss 2.1395 3.5694 1.1876 1.4008 1.5056 1.3353
Largest Winning Trade 129000 129000 66233 515223 515223 482122
Largest Losing Trade -57610 -27559 -57610 -482854 -247644 -482854
Avg Bars in Trades 91 72 111 91 72 111
Avg Bars in Winners 136 111 154 136 111 154
Avg Bars in Losers 52 47 59 52 47 59
Bars Traded 9272 3711 5561 9272 3711 5561
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 401600 -171690 -289647 -73216 -762249 -245850
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": 1557381600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957859731,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 86,
            "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": [
        [
            652517.5436297103,
            507835.8453527495,
            144681.6982769611,
            739003.3571740852,
            -56464.2715637823,
            795467.6287378672
        ],
        [
            652.517544,
            507.835845,
            144.681698,
            739.003357,
            -56.464272,
            795.467629
        ],
        [
            0.27749,
            0.215963,
            0.061527,
            0.090496,
            -0.035358,
            0.093268
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141888,
            -84537,
            -177171,
            -1139437,
            -827901,
            -571864
        ],
        [
            1.862179,
            2.302831,
            1.394196,
            1.219218,
            0.971329,
            1.567489
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            46.534653,
            39.215686,
            54,
            46.534653,
            39.215686,
            54
        ],
        [
            2.139525,
            3.569388,
            1.187648,
            1.400804,
            1.505559,
            1.335269
        ],
        [
            129000,
            129000,
            66233,
            515223,
            515223,
            482122
        ],
        [
            -57610,
            -27559,
            -57610,
            -482854,
            -247644,
            -482854
        ],
        [
            91,
            72,
            111,
            91,
            72,
            111
        ],
        [
            136,
            111,
            154,
            136,
            111,
            154
        ],
        [
            52,
            47,
            59,
            52,
            47,
            59
        ],
        [
            9272,
            3711,
            5561,
            9272,
            3711,
            5561
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401600,
            -171690,
            -289647,
            -73216,
            -762249,
            -245850
        ]
    ]
}
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": 1557381600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957859731,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 86,
            "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)