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Trade: ENS/USDT/720/HILO/VWMA/4853

Strategy
ENS/USDT/720/HILO/VWMA/4853
Pair
ENS_USDT
Interval
12h
Score
559776
Daily Profit
0.395591
Profit Factor
2.347046
Profitability
56.310680
Streak
0.000000
Best Strategy
Training Data Length
1420.000000
Evaluation Time
2025-09-29 18:06
Expiration Time
2025-11-11 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 561738.8629 413234.021 148504.8419 2452445.5669 1780855.2192 671590.3478
Total P&L (%) 561.7389 413.234 148.5048 2452.4456 1780.8552 671.5903
Avg Daily Profit (%) 0.3956 0.291 0.1046 0.2284 0.2069 0.144
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69231 -49942 -36840 -2829376 -2177828 -896298
Profit Factor 2.347 2.684 1.8652 1.3407 1.4207 1.2264
Total Trades 103 51 52 103 51 52
Winning Trades 58 29 29 58 29 29
Losing Trades 45 22 23 45 22 23
Profitability (%) 56.3107 56.8627 55.7692 56.3107 56.8627 55.7692
Ratio Avg Win / Avg Loss 1.821 2.0362 1.4793 1.0402 1.0778 0.9727
Largest Winning Trade 182588 182588 34119 2151727 2151727 769004
Largest Losing Trade -47377 -47377 -19569 -2131987 -2131987 -470580
Avg Bars in Trades 25 35 15 25 35 15
Avg Bars in Winners 23 28 18 23 28 18
Avg Bars in Losers 28 44 13 28 44 13
Bars Traded 2635 1806 829 2635 1806 829
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 559776 -165646 -229965 359378 -170247 -181455
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2840,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639267200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759158403042,
    "expiration_time": 1762827840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "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": [
        [
            561738.8628903149,
            413234.0209545235,
            148504.8419357914,
            2452445.5669303057,
            1780855.2191617582,
            671590.3477685483
        ],
        [
            561.738863,
            413.234021,
            148.504842,
            2452.445567,
            1780.855219,
            671.590348
        ],
        [
            0.395591,
            0.29101,
            0.104581,
            0.228404,
            0.206855,
            0.143997
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69231,
            -49942,
            -36840,
            -2829376,
            -2177828,
            -896298
        ],
        [
            2.347046,
            2.684047,
            1.865242,
            1.340654,
            1.42071,
            1.22641
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            56.31068,
            56.862745,
            55.769231,
            56.31068,
            56.862745,
            55.769231
        ],
        [
            1.820984,
            2.036174,
            1.47933,
            1.040163,
            1.07778,
            0.97267
        ],
        [
            182588,
            182588,
            34119,
            2151727,
            2151727,
            769004
        ],
        [
            -47377,
            -47377,
            -19569,
            -2131987,
            -2131987,
            -470580
        ],
        [
            25,
            35,
            15,
            25,
            35,
            15
        ],
        [
            23,
            28,
            18,
            23,
            28,
            18
        ],
        [
            28,
            44,
            13,
            28,
            44,
            13
        ],
        [
            2635,
            1806,
            829,
            2635,
            1806,
            829
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            559776,
            -165646,
            -229965,
            359378,
            -170247,
            -181455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2840,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639267200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759158403042,
    "expiration_time": 1762827840000,
    "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": 65,
            "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)