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Trade: ENS/USDT/720/HLC3/VWMA/1477

Strategy
ENS/USDT/720/HLC3/VWMA/1477
Pair
ENS_USDT
Interval
12h
Score
348552
Daily Profit
0.150800
Profit Factor
1.369653
Profitability
52.147239
Streak
18.567993
Best Strategy
Training Data Length
1430.000000
Evaluation Time
2025-10-10 04:37
Expiration Time
2025-11-21 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215643.5998 206633.1512 9010.4485 54891.1407 59011.9601 -4120.8194
Total P&L (%) 215.6436 206.6332 9.0104 54.8911 59.012 -4.1208
Avg Daily Profit (%) 0.1508 0.1445 0.0063 0.0306 0.0324 -0.0029
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138366 -59132 -77116 -112762 -107303 -38268
Profit Factor 1.3697 1.6065 1.0371 1.0948 1.1645 0.9813
Total Trades 163 81 82 163 81 82
Winning Trades 85 42 43 85 42 43
Losing Trades 78 39 39 78 39 39
Profitability (%) 52.1472 51.8519 52.439 52.1472 51.8519 52.439
Ratio Avg Win / Avg Loss 1.2569 1.4917 0.9407 1.0046 1.0813 0.89
Largest Winning Trade 113042 113042 25906 112251 112251 26954
Largest Losing Trade -46018 -46018 -29935 -56945 -56945 -32031
Avg Bars in Trades 16 21 11 16 21 11
Avg Bars in Winners 19 26 12 19 26 12
Avg Bars in Losers 12 16 9 12 16 9
Bars Traded 2679 1773 906 2679 1773 906
Profit Streak 18.568 0 23.568 18.568 0 23.568
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348552 -9651 -534849 -267300 -201279 -584096
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2860,
    "evaluation_days": 1430,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642377600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060274629,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 59
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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": [
        [
            215643.5997527277,
            206633.1512324719,
            9010.4485202559,
            54891.1406930627,
            59011.9600736652,
            -4120.8193806025
        ],
        [
            215.6436,
            206.633151,
            9.010449,
            54.891141,
            59.01196,
            -4.120819
        ],
        [
            0.1508,
            0.144499,
            0.006301,
            0.030603,
            0.032439,
            -0.002943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138366,
            -59132,
            -77116,
            -112762,
            -107303,
            -38268
        ],
        [
            1.369653,
            1.606472,
            1.037133,
            1.094786,
            1.164523,
            0.981305
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            52.147239,
            51.851852,
            52.439024,
            52.147239,
            51.851852,
            52.439024
        ],
        [
            1.256858,
            1.491724,
            0.940655,
            1.004627,
            1.081343,
            0.890021
        ],
        [
            113042,
            113042,
            25906,
            112251,
            112251,
            26954
        ],
        [
            -46018,
            -46018,
            -29935,
            -56945,
            -56945,
            -32031
        ],
        [
            16,
            21,
            11,
            16,
            21,
            11
        ],
        [
            19,
            26,
            12,
            19,
            26,
            12
        ],
        [
            12,
            16,
            9,
            12,
            16,
            9
        ],
        [
            2679,
            1773,
            906,
            2679,
            1773,
            906
        ],
        [
            18.567993,
            0,
            23.567993,
            18.567993,
            0,
            23.567993
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348552,
            -9651,
            -534849,
            -267300,
            -201279,
            -584096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2860,
    "evaluation_days": 1430,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642377600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060274629,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 59
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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)