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Trade: ENJ/USDT/480/VWMA/MIDPRICE/9270

Strategy
ENJ/USDT/480/VWMA/MIDPRICE/9270
Pair
ENJ_USDT
Interval
8h
Score
687453
Daily Profit
0.499785
Profit Factor
6.890283
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2358.000000
Evaluation Time
2025-10-01 00:50
Expiration Time
2025-12-10 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1257135.6993 1178493.4899 78642.2094 657591.6624 -35730.3561 693322.0185
Total P&L (%) 1257.1357 1178.4935 78.6422 657.5917 -35.7304 693.322
Avg Daily Profit (%) 0.5331 0.4998 0.0334 0.0859 -0.0187 0.0879
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81739 -45995 -87388 -952467 -579380 -373087
Profit Factor 3.8038 6.8903 1.3167 1.3055 0.9681 1.6712
Total Trades 63 32 31 63 32 31
Winning Trades 27 16 11 27 16 11
Losing Trades 36 16 20 36 16 20
Profitability (%) 42.8571 50 35.4839 42.8571 50 35.4839
Ratio Avg Win / Avg Loss 5.0718 6.8903 2.3941 1.7407 0.9681 3.0385
Largest Winning Trade 1150533 1150533 60511 643584 337693 643584
Largest Losing Trade -53405 -27273 -53405 -302953 -302953 -264952
Avg Bars in Trades 99 74 125 99 74 125
Avg Bars in Winners 171 104 267 171 104 267
Avg Bars in Losers 46 44 48 46 44 48
Bars Traded 6296 2391 3905 6296 2391 3905
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 -136252 687453 -152726 -230664 -580810 -77749
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7074,
    "evaluation_days": 2358,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561737600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759269002131,
    "expiration_time": 1765359936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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": [
        [
            1257135.6992838236,
            1178493.4899248464,
            78642.2093589768,
            657591.6623813582,
            -35730.3560968521,
            693322.01847821
        ],
        [
            1257.135699,
            1178.49349,
            78.642209,
            657.591662,
            -35.730356,
            693.322018
        ],
        [
            0.533136,
            0.499785,
            0.033351,
            0.085914,
            -0.018746,
            0.08787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81739,
            -45995,
            -87388,
            -952467,
            -579380,
            -373087
        ],
        [
            3.803846,
            6.890283,
            1.316739,
            1.305491,
            0.968087,
            1.6712
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            42.857143,
            50,
            35.483871,
            42.857143,
            50,
            35.483871
        ],
        [
            5.071794,
            6.890283,
            2.394071,
            1.740655,
            0.968087,
            3.038546
        ],
        [
            1150533,
            1150533,
            60511,
            643584,
            337693,
            643584
        ],
        [
            -53405,
            -27273,
            -53405,
            -302953,
            -302953,
            -264952
        ],
        [
            99,
            74,
            125,
            99,
            74,
            125
        ],
        [
            171,
            104,
            267,
            171,
            104,
            267
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            6296,
            2391,
            3905,
            6296,
            2391,
            3905
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136252,
            687453,
            -152726,
            -230664,
            -580810,
            -77749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7074,
    "evaluation_days": 2358,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561737600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759269002131,
    "expiration_time": 1765359936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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)