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Trade: ENS/USDT/720/HWMA/VWMA/5218

Strategy
ENS/USDT/720/HWMA/VWMA/5218
Pair
ENS_USDT
Interval
12h
Score
352575
Daily Profit
0.203236
Profit Factor
1.318296
Profitability
51.052632
Streak
28.803748
Best Strategy
Training Data Length
1415.000000
Evaluation Time
2025-09-25 22:17
Expiration Time
2025-11-06 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287578.9004 238784.7707 48794.1296 -38625.5577 5188.3143 -43813.872
Total P&L (%) 287.5789 238.7848 48.7941 -38.6256 5.1883 -43.8139
Avg Daily Profit (%) 0.2032 0.1688 0.0345 -0.0345 0.0036 -0.0407
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173686 -83905 -147522 -209643 -114692 -155173
Profit Factor 1.3183 1.5428 1.1053 0.9559 1.0113 0.8952
Total Trades 190 95 95 190 95 95
Winning Trades 97 45 52 97 45 52
Losing Trades 93 50 43 93 50 43
Profitability (%) 51.0526 47.3684 54.7368 51.0526 47.3684 54.7368
Ratio Avg Win / Avg Loss 1.2639 1.7142 0.914 0.9165 1.1237 0.7403
Largest Winning Trade 128614 128614 48886 100094 100094 36255
Largest Losing Trade -81169 -45400 -81169 -59540 -59540 -51857
Avg Bars in Trades 14 15 14 14 15 14
Avg Bars in Winners 16 18 14 16 18 14
Avg Bars in Losers 13 12 14 13 12 14
Bars Traded 2798 1445 1353 2798 1445 1353
Profit Streak 28.8037 29.8037 0 28.8037 29.8037 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352575 342952 -254087 -578828 -562394 -580186

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636675200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827843803,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.06297
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "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": [
        [
            287578.9003562267,
            238784.7707279781,
            48794.1296282485,
            -38625.5577006215,
            5188.3142661826,
            -43813.8719668041
        ],
        [
            287.5789,
            238.784771,
            48.79413,
            -38.625558,
            5.188314,
            -43.813872
        ],
        [
            0.203236,
            0.168752,
            0.034483,
            -0.034494,
            0.003575,
            -0.040734
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173686,
            -83905,
            -147522,
            -209643,
            -114692,
            -155173
        ],
        [
            1.318296,
            1.542774,
            1.105259,
            0.955919,
            1.011324,
            0.895204
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            97,
            45,
            52,
            97,
            45,
            52
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            51.052632,
            47.368421,
            54.736842,
            51.052632,
            47.368421,
            54.736842
        ],
        [
            1.263933,
            1.714194,
            0.913964,
            0.9165,
            1.123694,
            0.740265
        ],
        [
            128614,
            128614,
            48886,
            100094,
            100094,
            36255
        ],
        [
            -81169,
            -45400,
            -81169,
            -59540,
            -59540,
            -51857
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            16,
            18,
            14,
            16,
            18,
            14
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            2798,
            1445,
            1353,
            2798,
            1445,
            1353
        ],
        [
            28.803748,
            29.803748,
            0,
            28.803748,
            29.803748,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352575,
            342952,
            -254087,
            -578828,
            -562394,
            -580186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636675200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827843803,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.06297
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "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)