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Trade: ENS/USDT/720/PSAR/VWMA/3129

Strategy
ENS/USDT/720/PSAR/VWMA/3129
Pair
ENS_USDT
Interval
12h
Score
456748
Daily Profit
0.173476
Profit Factor
2.285305
Profitability
56.818182
Streak
0.000000
Best Strategy
Training Data Length
1425.500000
Evaluation Time
2025-10-05 04:35
Expiration Time
2025-11-16 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293715.3128 247289.4832 46425.8296 241956.1003 671475.2024 -429519.1021
Total P&L (%) 293.7153 247.2895 46.4258 241.9561 671.4752 -429.5191
Avg Daily Profit (%) 0.206 0.1735 0.0326 0.0863 0.1434 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125972 -56202 -83989 -1263995 -335730 -1080761
Profit Factor 1.6392 2.2853 1.1738 1.0905 1.7306 0.7551
Total Trades 89 44 45 89 44 45
Winning Trades 50 25 25 50 25 25
Losing Trades 39 19 20 39 19 20
Profitability (%) 56.1798 56.8182 55.5556 56.1798 56.8182 55.5556
Ratio Avg Win / Avg Loss 1.2786 1.7368 0.939 0.8506 1.3153 0.6041
Largest Winning Trade 103517 103517 62592 389158 389158 321808
Largest Losing Trade -58337 -38969 -58337 -903319 -219945 -903319
Avg Bars in Trades 28 32 23 28 32 23
Avg Bars in Winners 27 26 27 27 26 27
Avg Bars in Losers 29 40 19 29 40 19
Bars Traded 2499 1428 1071 2499 1428 1071
Profit Streak 40.5663 0 43.5663 40.5663 0 43.5663
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415101 456748 -180419 -198499 70630 -579160
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2851,
    "evaluation_days": 1425.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1644235200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759628129862,
    "expiration_time": 1763317296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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": [
        [
            293715.3128056774,
            247289.4831765515,
            46425.8296291261,
            241956.1002989391,
            671475.2024244418,
            -429519.1021255029
        ],
        [
            293.715313,
            247.289483,
            46.42583,
            241.9561,
            671.475202,
            -429.519102
        ],
        [
            0.206044,
            0.173476,
            0.032568,
            0.086289,
            0.14343,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125972,
            -56202,
            -83989,
            -1263995,
            -335730,
            -1080761
        ],
        [
            1.639201,
            2.285305,
            1.17381,
            1.090531,
            1.730635,
            0.755064
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            56.179775,
            56.818182,
            55.555556,
            56.179775,
            56.818182,
            55.555556
        ],
        [
            1.278577,
            1.736832,
            0.939048,
            0.850614,
            1.315283,
            0.604052
        ],
        [
            103517,
            103517,
            62592,
            389158,
            389158,
            321808
        ],
        [
            -58337,
            -38969,
            -58337,
            -903319,
            -219945,
            -903319
        ],
        [
            28,
            32,
            23,
            28,
            32,
            23
        ],
        [
            27,
            26,
            27,
            27,
            26,
            27
        ],
        [
            29,
            40,
            19,
            29,
            40,
            19
        ],
        [
            2499,
            1428,
            1071,
            2499,
            1428,
            1071
        ],
        [
            40.566318,
            0,
            43.566318,
            40.566318,
            0,
            43.566318
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415101,
            456748,
            -180419,
            -198499,
            70630,
            -579160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2851,
    "evaluation_days": 1425.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1644235200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759628129862,
    "expiration_time": 1763317296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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)