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Trade: ENS/USDT/120/VWAP/KCU/8428

Strategy
ENS/USDT/120/VWAP/KCU/8428
Pair
ENS_USDT
Interval
2h
Score
502629
Daily Profit
0.209995
Profit Factor
1.615534
Profitability
79.259259
Streak
65.698358
Best Strategy
Training Data Length
1414.420000
Evaluation Time
2025-09-25 19:45
Expiration Time
2025-11-14 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297021.2853 252509.3348 44511.9505 186856.2082 522547.6064 -335691.3982
Total P&L (%) 297.0213 252.5093 44.512 186.8562 522.5476 -335.6914
Avg Daily Profit (%) 0.21 0.1785 0.0315 0.0745 0.1294 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104385 -63040 -69026 -693680 -255922 -616252
Profit Factor 1.6155 1.8215 1.2541 1.083 1.4304 0.6768
Total Trades 135 67 68 135 67 68
Winning Trades 107 52 55 107 52 55
Losing Trades 28 15 13 28 15 13
Profitability (%) 79.2593 77.6119 80.8824 79.2593 77.6119 80.8824
Ratio Avg Win / Avg Loss 0.4228 0.5254 0.2964 0.2834 0.4126 0.16
Largest Winning Trade 35631 35631 11029 180856 180856 66743
Largest Losing Trade -63971 -63040 -63971 -530140 -247978 -530140
Avg Bars in Trades 109 203 17 109 203 17
Avg Bars in Winners 42 76 9 42 76 9
Avg Bars in Losers 367 641 51 367 641 51
Bars Traded 14832 13620 1212 14832 13620 1212
Profit Streak 65.6984 77.4484 65.6984 65.6984 77.4484 65.6984
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502629 -103567 -258074 -218401 -132364 -684321

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637776800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758818738106,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            297021.285276811,
            252509.3347558235,
            44511.9505209876,
            186856.2081835778,
            522547.6063831504,
            -335691.3981995727
        ],
        [
            297.021285,
            252.509335,
            44.511951,
            186.856208,
            522.547606,
            -335.691398
        ],
        [
            0.209995,
            0.178525,
            0.03147,
            0.074533,
            0.12937,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104385,
            -63040,
            -69026,
            -693680,
            -255922,
            -616252
        ],
        [
            1.615534,
            1.821544,
            1.254088,
            1.082951,
            1.430432,
            0.676785
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            107,
            52,
            55,
            107,
            52,
            55
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            79.259259,
            77.61194,
            80.882353,
            79.259259,
            77.61194,
            80.882353
        ],
        [
            0.422756,
            0.525445,
            0.296421,
            0.283389,
            0.412625,
            0.159967
        ],
        [
            35631,
            35631,
            11029,
            180856,
            180856,
            66743
        ],
        [
            -63971,
            -63040,
            -63971,
            -530140,
            -247978,
            -530140
        ],
        [
            109,
            203,
            17,
            109,
            203,
            17
        ],
        [
            42,
            76,
            9,
            42,
            76,
            9
        ],
        [
            367,
            641,
            51,
            367,
            641,
            51
        ],
        [
            14832,
            13620,
            1212,
            14832,
            13620,
            1212
        ],
        [
            65.698358,
            77.448358,
            65.698358,
            65.698358,
            77.448358,
            65.698358
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502629,
            -103567,
            -258074,
            -218401,
            -132364,
            -684321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637776800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758818738106,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)