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Trade: ENS/USDT/15/EMA/VWAP/2526

Strategy
ENS/USDT/15/EMA/VWAP/2526
Pair
ENS_USDT
Interval
15m
Score
307869
Daily Profit
0.370111
Profit Factor
1.241805
Profitability
69.934641
Streak
2.253896
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 09:50
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96384.2099 41554.0596 54830.1502 94695.6452 47113.9273 47581.7178
Total P&L (%) 96.3842 41.5541 54.8302 94.6956 47.1139 47.5817
Avg Daily Profit (%) 0.3701 0.1596 0.2105 0.2562 0.1483 0.1496
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73500 -39732 -60901 -240927 -108959 -192158
Profit Factor 1.2418 1.1853 1.3145 1.0881 1.0815 1.0957
Total Trades 306 153 153 306 153 153
Winning Trades 214 107 107 214 107 107
Losing Trades 92 46 46 92 46 46
Profitability (%) 69.9346 69.9346 69.9346 69.9346 69.9346 69.9346
Ratio Avg Win / Avg Loss 0.5339 0.5096 0.5651 0.4678 0.465 0.471
Largest Winning Trade 13348 13348 10148 30105 30105 24153
Largest Losing Trade -24908 -13792 -24908 -105747 -38533 -105747
Avg Bars in Trades 80 80 80 80 80 80
Avg Bars in Winners 45 43 47 45 43 47
Avg Bars in Losers 162 168 157 162 168 157
Bars Traded 24663 12360 12303 24663 12360 12303
Profit Streak 2.2539 2.2539 7.1393 2.2539 2.2539 7.1393
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307869 -13586 280463 -115799 -129523 -109299

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736306100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758869436599,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 87
        }
    }
}
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": [
        [
            96384.209882009,
            41554.0596372723,
            54830.1502447366,
            94695.6451749445,
            47113.9273387622,
            47581.7178361823
        ],
        [
            96.38421,
            41.55406,
            54.83015,
            94.695645,
            47.113927,
            47.581718
        ],
        [
            0.370111,
            0.159566,
            0.210545,
            0.256171,
            0.148346,
            0.149567
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73500,
            -39732,
            -60901,
            -240927,
            -108959,
            -192158
        ],
        [
            1.241805,
            1.185295,
            1.314493,
            1.088071,
            1.081527,
            1.095674
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            69.934641,
            69.934641,
            69.934641,
            69.934641,
            69.934641,
            69.934641
        ],
        [
            0.53386,
            0.509566,
            0.565109,
            0.467769,
            0.464956,
            0.471038
        ],
        [
            13348,
            13348,
            10148,
            30105,
            30105,
            24153
        ],
        [
            -24908,
            -13792,
            -24908,
            -105747,
            -38533,
            -105747
        ],
        [
            80,
            80,
            80,
            80,
            80,
            80
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            162,
            168,
            157,
            162,
            168,
            157
        ],
        [
            24663,
            12360,
            12303,
            24663,
            12360,
            12303
        ],
        [
            2.253896,
            2.253896,
            7.139312,
            2.253896,
            2.253896,
            7.139312
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307869,
            -13586,
            280463,
            -115799,
            -129523,
            -109299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736306100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758869436599,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 87
        }
    }
}

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)