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Trade: ENS/USDT/360/SINWMA/VWMA/5135

Strategy
ENS/USDT/360/SINWMA/VWMA/5135
Pair
ENS_USDT
Interval
6h
Score
478786
Daily Profit
0.328979
Profit Factor
1.948529
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-27 19:02
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 465340.9245 320764.3189 144576.6056 943719.2438 500352.3087 443366.9351
Total P&L (%) 465.3409 320.7643 144.5766 943.7192 500.3523 443.3669
Avg Daily Profit (%) 0.329 0.2268 0.1022 0.1659 0.1268 0.1197
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80576 -57209 -34777 -1582762 -1284494 -495480
Profit Factor 1.9485 2.0289 1.8084 1.281 1.2168 1.4221
Total Trades 93 47 46 93 47 46
Winning Trades 51 27 24 51 27 24
Losing Trades 42 20 22 42 20 22
Profitability (%) 54.8387 57.4468 52.1739 54.8387 57.4468 52.1739
Ratio Avg Win / Avg Loss 1.6047 1.5029 1.6577 1.0549 0.9013 1.3036
Largest Winning Trade 135185 135185 47482 1303085 1303085 285019
Largest Losing Trade -58851 -58851 -28276 -653514 -653514 -192784
Avg Bars in Trades 59 76 41 59 76 41
Avg Bars in Winners 53 63 41 53 63 41
Avg Bars in Losers 66 94 41 66 94 41
Bars Traded 5518 3600 1918 5518 3600 1918
Profit Streak 0 0 73.6682 0 0 73.6682
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478786 459086 -51774 309227 -24377 -31011
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": 1638900000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988928904,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            465340.9245317139,
            320764.3189303259,
            144576.6056013879,
            943719.243815088,
            500352.3087099963,
            443366.9351050911
        ],
        [
            465.340925,
            320.764319,
            144.576606,
            943.719244,
            500.352309,
            443.366935
        ],
        [
            0.328979,
            0.226769,
            0.10221,
            0.165947,
            0.126793,
            0.119733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80576,
            -57209,
            -34777,
            -1582762,
            -1284494,
            -495480
        ],
        [
            1.948529,
            2.028935,
            1.808377,
            1.280993,
            1.216784,
            1.422076
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            54.83871,
            57.446809,
            52.173913,
            54.83871,
            57.446809,
            52.173913
        ],
        [
            1.604671,
            1.502915,
            1.657679,
            1.054935,
            0.901321,
            1.30357
        ],
        [
            135185,
            135185,
            47482,
            1303085,
            1303085,
            285019
        ],
        [
            -58851,
            -58851,
            -28276,
            -653514,
            -653514,
            -192784
        ],
        [
            59,
            76,
            41,
            59,
            76,
            41
        ],
        [
            53,
            63,
            41,
            53,
            63,
            41
        ],
        [
            66,
            94,
            41,
            66,
            94,
            41
        ],
        [
            5518,
            3600,
            1918,
            5518,
            3600,
            1918
        ],
        [
            0,
            0,
            73.668159,
            0,
            0,
            73.668159
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478786,
            459086,
            -51774,
            309227,
            -24377,
            -31011
        ]
    ]
}
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": 1638900000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758988928904,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)