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Trade: ENS/USDT/480/HILO/VWMA/6016

Strategy
ENS/USDT/480/HILO/VWMA/6016
Pair
ENS_USDT
Interval
8h
Score
366894
Daily Profit
0.172637
Profit Factor
1.392731
Profitability
55.555556
Streak
8.518848
Best Strategy
Training Data Length
1416.000000
Evaluation Time
2025-09-25 23:27
Expiration Time
2025-11-07 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244454.1467 181061.6484 63392.4983 56639.3625 121434.1596 -64794.7971
Total P&L (%) 244.4541 181.0616 63.3925 56.6394 121.4342 -64.7948
Avg Daily Profit (%) 0.1726 0.1279 0.0448 0.0317 0.0562 -0.0737
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125503 -71340 -80472 -485480 -322148 -188306
Profit Factor 1.3927 1.5235 1.2292 1.0469 1.1838 0.8814
Total Trades 117 58 59 117 58 59
Winning Trades 65 30 35 65 30 35
Losing Trades 52 28 24 52 28 24
Profitability (%) 55.5556 51.7241 59.322 55.5556 51.7241 59.322
Ratio Avg Win / Avg Loss 1.1142 1.422 0.8429 0.8375 1.1049 0.6044
Largest Winning Trade 90879 90879 22663 298329 298329 58090
Largest Losing Trade -52682 -52682 -41193 -149251 -129256 -149251
Avg Bars in Trades 35 47 22 35 47 22
Avg Bars in Winners 27 39 16 27 39 16
Avg Bars in Losers 44 56 31 44 56 31
Bars Traded 4095 2760 1335 4095 2760 1335
Profit Streak 8.5188 10.5188 8.5188 8.5188 10.5188 8.5188
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366894 -200046 -310093 -319865 -315468 -755301

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4248,
    "evaluation_days": 1416,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638748800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758832028466,
    "expiration_time": 1762486272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "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": [
        [
            244454.146699424,
            181061.6484091664,
            63392.4982902576,
            56639.3624945118,
            121434.1596124626,
            -64794.7971179507
        ],
        [
            244.454147,
            181.061648,
            63.392498,
            56.639362,
            121.43416,
            -64.794797
        ],
        [
            0.172637,
            0.127868,
            0.044769,
            0.031698,
            0.056157,
            -0.0737
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125503,
            -71340,
            -80472,
            -485480,
            -322148,
            -188306
        ],
        [
            1.392731,
            1.523534,
            1.229184,
            1.046916,
            1.18379,
            0.881444
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            55.555556,
            51.724138,
            59.322034,
            55.555556,
            51.724138,
            59.322034
        ],
        [
            1.114185,
            1.421965,
            0.842869,
            0.837533,
            1.104871,
            0.604419
        ],
        [
            90879,
            90879,
            22663,
            298329,
            298329,
            58090
        ],
        [
            -52682,
            -52682,
            -41193,
            -149251,
            -129256,
            -149251
        ],
        [
            35,
            47,
            22,
            35,
            47,
            22
        ],
        [
            27,
            39,
            16,
            27,
            39,
            16
        ],
        [
            44,
            56,
            31,
            44,
            56,
            31
        ],
        [
            4095,
            2760,
            1335,
            4095,
            2760,
            1335
        ],
        [
            8.518848,
            10.518848,
            8.518848,
            8.518848,
            10.518848,
            8.518848
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366894,
            -200046,
            -310093,
            -319865,
            -315468,
            -755301
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4248,
    "evaluation_days": 1416,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638748800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758832028466,
    "expiration_time": 1762486272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "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)