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Trade: ENS/USDT/480/VWAP/SMA/1195

Strategy
ENS/USDT/480/VWAP/SMA/1195
Pair
ENS_USDT
Interval
8h
Score
480408
Daily Profit
0.280365
Profit Factor
1.761601
Profitability
52.592593
Streak
30.066973
Best Strategy
Training Data Length
1416.000000
Evaluation Time
2025-09-26 04:36
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 396996.3074 277945.159 119051.1485 672144.4425 514495.7711 157648.6714
Total P&L (%) 396.9963 277.9452 119.0511 672.1444 514.4958 157.6487
Avg Daily Profit (%) 0.2804 0.1963 0.0841 0.1445 0.1283 0.0669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144311 -99527 -61176 -543367 -280976 -526378
Profit Factor 1.7616 2.2407 1.4005 1.3566 1.7163 1.1351
Total Trades 135 68 67 135 68 67
Winning Trades 71 37 34 71 37 34
Losing Trades 64 31 33 64 31 33
Profitability (%) 52.5926 54.4118 50.7463 52.5926 54.4118 50.7463
Ratio Avg Win / Avg Loss 1.5879 1.8773 1.3593 1.2228 1.438 1.1017
Largest Winning Trade 124647 124647 63809 285242 229619 285242
Largest Losing Trade -33697 -33296 -33697 -325926 -153585 -325926
Avg Bars in Trades 30 26 33 30 26 33
Avg Bars in Winners 34 25 44 34 25 44
Avg Bars in Losers 25 28 22 25 28 22
Bars Traded 4080 1827 2253 4080 1827 2253
Profit Streak 30.067 30.067 65.7336 30.067 30.067 65.7336
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480408 -95936 -195618 84360 -126965 -291150

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4248,
    "evaluation_days": 1416,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639612800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850586458,
    "expiration_time": 1762486272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 107
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 109,
            "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": [
        [
            396996.3074304094,
            277945.1589780368,
            119051.1484523723,
            672144.4424885119,
            514495.7711104591,
            157648.6713780524
        ],
        [
            396.996307,
            277.945159,
            119.051148,
            672.144442,
            514.495771,
            157.648671
        ],
        [
            0.280365,
            0.196289,
            0.084076,
            0.144455,
            0.128305,
            0.06686
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144311,
            -99527,
            -61176,
            -543367,
            -280976,
            -526378
        ],
        [
            1.761601,
            2.240685,
            1.400522,
            1.356597,
            1.716288,
            1.135135
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            52.592593,
            54.411765,
            50.746269,
            52.592593,
            54.411765,
            50.746269
        ],
        [
            1.587922,
            1.877331,
            1.35933,
            1.222848,
            1.437971,
            1.101748
        ],
        [
            124647,
            124647,
            63809,
            285242,
            229619,
            285242
        ],
        [
            -33697,
            -33296,
            -33697,
            -325926,
            -153585,
            -325926
        ],
        [
            30,
            26,
            33,
            30,
            26,
            33
        ],
        [
            34,
            25,
            44,
            34,
            25,
            44
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            4080,
            1827,
            2253,
            4080,
            1827,
            2253
        ],
        [
            30.066973,
            30.066973,
            65.733639,
            30.066973,
            30.066973,
            65.73364
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480408,
            -95936,
            -195618,
            84360,
            -126965,
            -291150
        ]
    ]
}
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": 1639612800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758850586458,
    "expiration_time": 1762486272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 107
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 109,
            "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)