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Trade: ENJ/USDT/720/VWAP/HWMA/4318

Strategy
ENJ/USDT/720/VWAP/HWMA/4318
Pair
ENJ_USDT
Interval
12h
Score
391988
Daily Profit
0.187544
Profit Factor
1.520291
Profitability
57.692308
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 16:15
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 552013.1592 441104.2323 110908.9269 -65790.5658 45747.7214 -111538.2872
Total P&L (%) 552.0132 441.1042 110.9089 -65.7906 45.7477 -111.5383
Avg Daily Profit (%) 0.2347 0.1875 0.0472 -0.0456 0.016 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -300397 -113588 -307277 -347613 -121683 -252234
Profit Factor 1.2893 1.5203 1.1046 0.9461 1.0805 0.829
Total Trades 468 234 234 468 234 234
Winning Trades 278 135 143 278 135 143
Losing Trades 190 99 91 190 99 91
Profitability (%) 59.4017 57.6923 61.1111 59.4017 57.6923 61.1111
Ratio Avg Win / Avg Loss 0.8812 1.1149 0.7029 0.6466 0.7923 0.5276
Largest Winning Trade 54066 54066 44362 50167 50167 40756
Largest Losing Trade -94997 -47809 -94997 -90926 -90926 -74742
Avg Bars in Trades 10 9 10 10 9 10
Avg Bars in Winners 8 7 8 8 7 8
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 4700 2334 2366 4700 2334 2366
Profit Streak 0 0 15.0524 0 0 15.0524
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382620 391988 -234103 -576835 -304915 -577805
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1555545600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892524160,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            552013.1591998352,
            441104.2323330396,
            110908.926866796,
            -65790.5658276684,
            45747.7213514893,
            -111538.2871791578
        ],
        [
            552.013159,
            441.104232,
            110.908927,
            -65.790566,
            45.747721,
            -111.538287
        ],
        [
            0.234699,
            0.187544,
            0.047155,
            -0.045596,
            0.016018,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -300397,
            -113588,
            -307277,
            -347613,
            -121683,
            -252234
        ],
        [
            1.289283,
            1.520291,
            1.104591,
            0.946122,
            1.08045,
            0.829048
        ],
        [
            468,
            234,
            234,
            468,
            234,
            234
        ],
        [
            278,
            135,
            143,
            278,
            135,
            143
        ],
        [
            190,
            99,
            91,
            190,
            99,
            91
        ],
        [
            59.401709,
            57.692308,
            61.111111,
            59.401709,
            57.692308,
            61.111111
        ],
        [
            0.881165,
            1.11488,
            0.702921,
            0.64663,
            0.79233,
            0.527576
        ],
        [
            54066,
            54066,
            44362,
            50167,
            50167,
            40756
        ],
        [
            -94997,
            -47809,
            -94997,
            -90926,
            -90926,
            -74742
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            4700,
            2334,
            2366,
            4700,
            2334,
            2366
        ],
        [
            0,
            0,
            15.052363,
            0,
            0,
            15.052363
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382620,
            391988,
            -234103,
            -576835,
            -304915,
            -577805
        ]
    ]
}
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": 1555545600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892524160,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)