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Trade: ENS/USDT/360/BBL/VWMA/6954

Strategy
ENS/USDT/360/BBL/VWMA/6954
Pair
ENS_USDT
Interval
6h
Score
486360
Daily Profit
0.157714
Profit Factor
2.264694
Profitability
54.838710
Streak
151.717990
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-27 08:13
Expiration Time
2025-11-06 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262833.2613 223086.2584 39747.0029 221279.7052 139192.4879 82087.2173
Total P&L (%) 262.8333 223.0863 39.747 221.2797 139.1925 82.0872
Avg Daily Profit (%) 0.1858 0.1577 0.0281 0.0825 0.0617 0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70898 -49730 -61704 -216371 -168456 -55748
Profit Factor 1.7707 2.2647 1.2414 1.4258 1.4436 1.3988
Total Trades 63 31 32 63 31 32
Winning Trades 37 17 20 37 17 20
Losing Trades 26 14 12 26 14 12
Profitability (%) 58.7302 54.8387 62.5 58.7302 54.8387 62.5
Ratio Avg Win / Avg Loss 1.2443 1.865 0.7449 1.0019 1.1889 0.8393
Largest Winning Trade 142189 142189 28216 177918 177918 43211
Largest Losing Trade -43823 -43823 -41025 -160623 -160623 -55748
Avg Bars in Trades 78 114 44 78 114 44
Avg Bars in Winners 59 72 48 59 72 48
Avg Bars in Losers 105 165 36 105 165 36
Bars Traded 4954 3537 1417 4954 3537 1417
Profit Streak 140.968 151.718 140.968 140.968 151.718 140.968
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138675 486360 -156585 -230312 -107674 -134342
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1641297600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758950034300,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 233,
            "offset": 0,
            "std": 1.32468
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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": [
        [
            262833.2612781881,
            223086.2583888844,
            39747.0028893037,
            221279.7051509109,
            139192.4878614441,
            82087.2172894668
        ],
        [
            262.833261,
            223.086258,
            39.747003,
            221.279705,
            139.192488,
            82.087217
        ],
        [
            0.185814,
            0.157714,
            0.0281,
            0.082547,
            0.061673,
            0.042378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70898,
            -49730,
            -61704,
            -216371,
            -168456,
            -55748
        ],
        [
            1.770709,
            2.264694,
            1.241429,
            1.425849,
            1.443608,
            1.398778
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            58.730159,
            54.83871,
            62.5,
            58.730159,
            54.83871,
            62.5
        ],
        [
            1.244282,
            1.865042,
            0.744857,
            1.001948,
            1.188854,
            0.839267
        ],
        [
            142189,
            142189,
            28216,
            177918,
            177918,
            43211
        ],
        [
            -43823,
            -43823,
            -41025,
            -160623,
            -160623,
            -55748
        ],
        [
            78,
            114,
            44,
            78,
            114,
            44
        ],
        [
            59,
            72,
            48,
            59,
            72,
            48
        ],
        [
            105,
            165,
            36,
            105,
            165,
            36
        ],
        [
            4954,
            3537,
            1417,
            4954,
            3537,
            1417
        ],
        [
            140.967989,
            151.71799,
            140.96799,
            140.96799,
            151.71799,
            140.96799
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138675,
            486360,
            -156585,
            -230312,
            -107674,
            -134342
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1641297600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758950034300,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 233,
            "offset": 0,
            "std": 1.32468
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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)