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Trade: ENJ/USDT/720/PWMA/VWAP/2315

Strategy
ENJ/USDT/720/PWMA/VWAP/2315
Pair
ENJ_USDT
Interval
12h
Score
599045
Daily Profit
0.782573
Profit Factor
4.960276
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 06:19
Expiration Time
2025-12-04 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1840611.3402 1645306.9197 195304.4205 6724275.0083 -2000138.1661 8724413.1744
Total P&L (%) 1840.6113 1645.3069 195.3044 6724.275 -2000.1382 8724.4132
Avg Daily Profit (%) 0.7826 0.6995 0.083 0.1797 0 0.1907
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73884 -56217 -94119 -8210927 -6598612 -1789417
Profit Factor 4.9603 7.0672 2.0089 1.4303 0.8241 3.0498
Total Trades 93 47 46 93 47 46
Winning Trades 36 14 22 36 14 22
Losing Trades 57 33 24 57 33 24
Profitability (%) 38.7097 29.7872 47.8261 38.7097 29.7872 47.8261
Ratio Avg Win / Avg Loss 7.8538 16.6584 2.1915 2.2647 1.9425 3.3271
Largest Winning Trade 1549135 1549135 65252 5110816 3293408 5110816
Largest Losing Trade -32019 -20214 -32019 -3039355 -3039355 -1040810
Avg Bars in Trades 47 40 54 47 40 54
Avg Bars in Winners 95 98 92 95 98 92
Avg Bars in Losers 17 15 20 17 15 20
Bars Traded 4415 1893 2522 4415 1893 2522
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 599045 439242 -79043 205670 -586634 468443

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561118400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856757135,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "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": [
        [
            1840611.3401791751,
            1645306.9197045593,
            195304.4204746158,
            6724275.00829074,
            -2000138.1661381503,
            8724413.174428886
        ],
        [
            1840.61134,
            1645.30692,
            195.30442,
            6724.275008,
            -2000.138166,
            8724.413174
        ],
        [
            0.782573,
            0.699535,
            0.083038,
            0.179714,
            0,
            0.190662
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73884,
            -56217,
            -94119,
            -8210927,
            -6598612,
            -1789417
        ],
        [
            4.960276,
            7.067213,
            2.008864,
            1.430324,
            0.824085,
            3.049847
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            38.709677,
            29.787234,
            47.826087,
            38.709677,
            29.787234,
            47.826087
        ],
        [
            7.85377,
            16.658431,
            2.191488,
            2.26468,
            1.942487,
            3.327105
        ],
        [
            1549135,
            1549135,
            65252,
            5110816,
            3293408,
            5110816
        ],
        [
            -32019,
            -20214,
            -32019,
            -3039355,
            -3039355,
            -1040810
        ],
        [
            47,
            40,
            54,
            47,
            40,
            54
        ],
        [
            95,
            98,
            92,
            95,
            98,
            92
        ],
        [
            17,
            15,
            20,
            17,
            15,
            20
        ],
        [
            4415,
            1893,
            2522,
            4415,
            1893,
            2522
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            599045,
            439242,
            -79043,
            205670,
            -586634,
            468443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561118400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856757135,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "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)