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Trade: ENS/USDT/3/BBU/VWAP/7105

Strategy
ENS/USDT/3/BBU/VWAP/7105
Pair
ENS_USDT
Interval
3m
Score
400782
Daily Profit
0.626542
Profit Factor
1.758803
Profitability
57.446809
Streak
17.251594
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-09 05:08
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 23910.1605 -8720.1647 32630.3251 23401.4539 -10082.0538 33483.5077
Total P&L (%) 23.9102 -8.7202 32.6303 23.4015 -10.0821 33.4835
Avg Daily Profit (%) 0.4591 -0.1674 0.6265 0.4046 -0.2038 0.5561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17585 -8830 -13454 -20227 -10626 -15336
Profit Factor 1.3514 0.6518 1.7588 1.3054 0.6418 1.6906
Total Trades 95 48 47 95 48 47
Winning Trades 51 24 27 51 24 27
Losing Trades 44 24 20 44 24 20
Profitability (%) 53.6842 50 57.4468 53.6842 50 57.4468
Ratio Avg Win / Avg Loss 1.1659 0.6518 1.3028 1.1262 0.6418 1.2523
Largest Winning Trade 8380 2335 8380 9069 2520 9069
Largest Losing Trade -9719 -3933 -9719 -10946 -4522 -10946
Avg Bars in Trades 248 69 432 248 69 432
Avg Bars in Winners 221 85 342 221 85 342
Avg Bars in Losers 280 53 552 280 53 552
Bars Traded 23633 3326 20307 23633 3326 20307
Profit Streak 0 0 17.2516 0 0 17.2516
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 166514 -582190 400782 127401 -582190 377098
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754566920000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759975697702,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 188,
            "offset": 0,
            "std": 1.939
        }
    },
    "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": [
        [
            23910.1604734016,
            -8720.1646579449,
            32630.3251313466,
            23401.4538948484,
            -10082.0537619584,
            33483.5076568068
        ],
        [
            23.91016,
            -8.720165,
            32.630325,
            23.401454,
            -10.082054,
            33.483508
        ],
        [
            0.459104,
            -0.167438,
            0.626542,
            0.404566,
            -0.203848,
            0.556087
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17585,
            -8830,
            -13454,
            -20227,
            -10626,
            -15336
        ],
        [
            1.351395,
            0.651766,
            1.758803,
            1.305383,
            0.641823,
            1.690642
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            53.684211,
            50,
            57.446809,
            53.684211,
            50,
            57.446809
        ],
        [
            1.16591,
            0.651766,
            1.302817,
            1.126212,
            0.641823,
            1.252328
        ],
        [
            8380,
            2335,
            8380,
            9069,
            2520,
            9069
        ],
        [
            -9719,
            -3933,
            -9719,
            -10946,
            -4522,
            -10946
        ],
        [
            248,
            69,
            432,
            248,
            69,
            432
        ],
        [
            221,
            85,
            342,
            221,
            85,
            342
        ],
        [
            280,
            53,
            552,
            280,
            53,
            552
        ],
        [
            23633,
            3326,
            20307,
            23633,
            3326,
            20307
        ],
        [
            0,
            0,
            17.251594,
            0,
            0,
            17.251594
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            166514,
            -582190,
            400782,
            127401,
            -582190,
            377098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754566920000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759975697702,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 188,
            "offset": 0,
            "std": 1.939
        }
    },
    "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)