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Trade: ENS/USDT/360/DCM/VWMA/4948

Strategy
ENS/USDT/360/DCM/VWMA/4948
Pair
ENS_USDT
Interval
6h
Score
303989
Daily Profit
0.152988
Profit Factor
1.386022
Profitability
61.111111
Streak
20.277644
Best Strategy
Training Data Length
1427.500000
Evaluation Time
2025-10-07 15:39
Expiration Time
2025-11-19 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 218390.124 151644.4097 66745.7144 27550.7383 451438.0141 -423887.2758
Total P&L (%) 218.3901 151.6444 66.7457 27.5507 451.438 -423.8873
Avg Daily Profit (%) 0.153 0.1062 0.0468 0.017 0.1197 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158623 -58536 -113965 -980424 -162372 -834708
Profit Factor 1.386 1.5726 1.2218 1.0154 1.8114 0.6562
Total Trades 108 54 54 108 54 54
Winning Trades 66 35 31 66 35 31
Losing Trades 42 19 23 42 19 23
Profitability (%) 61.1111 64.8148 57.4074 61.1111 64.8148 57.4074
Ratio Avg Win / Avg Loss 0.882 0.8537 0.9065 0.6462 0.9834 0.4868
Largest Winning Trade 44546 35503 44546 116694 114673 116694
Largest Losing Trade -72692 -48172 -72692 -779454 -143378 -779454
Avg Bars in Trades 51 56 45 51 56 45
Avg Bars in Winners 31 30 33 31 30 33
Avg Bars in Losers 81 104 63 81 104 63
Bars Traded 5527 3044 2483 5527 3044 2483
Profit Streak 20.2776 0 61.5276 20.2776 0 61.5276
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303989 -229216 -310861 -376378 -210714 -758897
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5710,
    "evaluation_days": 1427.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638597600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759840788460,
    "expiration_time": 1763538480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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": [
        [
            218390.1240159087,
            151644.4096601497,
            66745.7143557591,
            27550.7383011655,
            451438.0141095758,
            -423887.2758084105
        ],
        [
            218.390124,
            151.64441,
            66.745714,
            27.550738,
            451.438014,
            -423.887276
        ],
        [
            0.152988,
            0.106231,
            0.046757,
            0.017048,
            0.119676,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158623,
            -58536,
            -113965,
            -980424,
            -162372,
            -834708
        ],
        [
            1.386022,
            1.572648,
            1.221796,
            1.015398,
            1.811435,
            0.656184
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            61.111111,
            64.814815,
            57.407407,
            61.111111,
            64.814815,
            57.407407
        ],
        [
            0.882014,
            0.853723,
            0.906494,
            0.646162,
            0.98335,
            0.486846
        ],
        [
            44546,
            35503,
            44546,
            116694,
            114673,
            116694
        ],
        [
            -72692,
            -48172,
            -72692,
            -779454,
            -143378,
            -779454
        ],
        [
            51,
            56,
            45,
            51,
            56,
            45
        ],
        [
            31,
            30,
            33,
            31,
            30,
            33
        ],
        [
            81,
            104,
            63,
            81,
            104,
            63
        ],
        [
            5527,
            3044,
            2483,
            5527,
            3044,
            2483
        ],
        [
            20.277644,
            0,
            61.527644,
            20.277644,
            0,
            61.527644
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303989,
            -229216,
            -310861,
            -376378,
            -210714,
            -758897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5710,
    "evaluation_days": 1427.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638597600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759840788460,
    "expiration_time": 1763538480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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)