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Trade: ENS/USDT/3/DCU/VWAP/6593

Strategy
ENS/USDT/3/DCU/VWAP/6593
Pair
ENS_USDT
Interval
3m
Score
393495
Daily Profit
0.663942
Profit Factor
1.977963
Profitability
60.975610
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-02 10:51
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 32922.5494 -1655.5737 34578.1232 35184.7929 -2521.3954 37706.1882
Total P&L (%) 32.9225 -1.6556 34.5781 35.1848 -2.5214 37.7062
Avg Daily Profit (%) 0.6322 -0.0318 0.6639 0.5805 -0.049 0.6162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12152 -4827 -10742 -15052 -6090 -13246
Profit Factor 1.6247 0.9046 1.978 1.545 0.8786 1.8612
Total Trades 83 42 41 83 42 41
Winning Trades 51 26 25 51 26 25
Losing Trades 32 16 16 32 16 16
Profitability (%) 61.4458 61.9048 60.9756 61.4458 61.9048 60.9756
Ratio Avg Win / Avg Loss 1.0194 0.5567 1.2659 0.9694 0.5407 1.1911
Largest Winning Trade 8512 2743 8512 10398 3064 10398
Largest Losing Trade -9923 -4475 -9923 -12208 -5473 -12208
Avg Bars in Trades 281 57 509 281 57 509
Avg Bars in Winners 213 53 380 213 53 380
Avg Bars in Losers 388 65 711 388 65 711
Bars Traded 23330 2429 20901 23330 2429 20901
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 318787 -580692 393495 236331 -580970 380712
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": 1754567100000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759391496309,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 108,
            "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": [
        [
            32922.5494285818,
            -1655.5737274698,
            34578.1231560516,
            35184.7928552248,
            -2521.3953814447,
            37706.1882366695
        ],
        [
            32.922549,
            -1.655574,
            34.578123,
            35.184793,
            -2.521395,
            37.706188
        ],
        [
            0.632153,
            -0.031789,
            0.663942,
            0.580543,
            -0.049023,
            0.616238
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12152,
            -4827,
            -10742,
            -15052,
            -6090,
            -13246
        ],
        [
            1.624674,
            0.904558,
            1.977963,
            1.544997,
            0.878628,
            1.861156
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
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            26,
            25,
            51,
            26,
            25
        ],
        [
            32,
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            16,
            32,
            16,
            16
        ],
        [
            61.445783,
            61.904762,
            60.97561,
            61.445783,
            61.904762,
            60.97561
        ],
        [
            1.019403,
            0.556651,
            1.265896,
            0.96941,
            0.540694,
            1.19114
        ],
        [
            8512,
            2743,
            8512,
            10398,
            3064,
            10398
        ],
        [
            -9923,
            -4475,
            -9923,
            -12208,
            -5473,
            -12208
        ],
        [
            281,
            57,
            509,
            281,
            57,
            509
        ],
        [
            213,
            53,
            380,
            213,
            53,
            380
        ],
        [
            388,
            65,
            711,
            388,
            65,
            711
        ],
        [
            23330,
            2429,
            20901,
            23330,
            2429,
            20901
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318787,
            -580692,
            393495,
            236331,
            -580970,
            380712
        ]
    ]
}
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": 1754567100000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759391496309,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 108,
            "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)