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Trade: ENJ/USDT/120/DCM/VWMA/9076

Strategy
ENJ/USDT/120/DCM/VWMA/9076
Pair
ENJ_USDT
Interval
2h
Score
506221
Daily Profit
0.352700
Profit Factor
1.735478
Profitability
51.739130
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 13:43
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 734496.9407 543803.453 190693.4877 3061481.1182 -352335.6899 3413816.8082
Total P&L (%) 734.4969 543.8035 190.6935 3061.4811 -352.3357 3413.8168
Avg Daily Profit (%) 0.3527 0.2611 0.0916 0.166 0 0.1711
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162884 -63929 -240124 -2245518 -2164864 -984886
Profit Factor 1.7355 2.2337 1.3418 1.4077 0.9196 2.0913
Total Trades 230 115 115 230 115 115
Winning Trades 119 57 62 119 57 62
Losing Trades 111 58 53 111 58 53
Profitability (%) 51.7391 49.5652 53.913 51.7391 49.5652 53.913
Ratio Avg Win / Avg Loss 1.6188 2.2729 1.147 1.3131 0.9357 1.7878
Largest Winning Trade 95086 95086 70988 1381885 1381885 1171008
Largest Losing Trade -68214 -25798 -68214 -679016 -679016 -614309
Avg Bars in Trades 106 92 120 106 92 120
Avg Bars in Winners 133 122 144 133 122 144
Avg Bars in Losers 77 62 92 77 62 92
Bars Traded 24496 10643 13853 24496 10643 13853
Profit Streak 0 0 6.1967 0 0 6.1967
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506221 446182 -69420 357052 -581195 457926
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580140800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758969794230,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "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": [
        [
            734496.9406816225,
            543803.4529873945,
            190693.4876942284,
            3061481.1182343652,
            -352335.6899198989,
            3413816.808154266
        ],
        [
            734.496941,
            543.803453,
            190.693488,
            3061.481118,
            -352.33569,
            3413.816808
        ],
        [
            0.3527,
            0.26113,
            0.09157,
            0.165978,
            0,
            0.17106
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162884,
            -63929,
            -240124,
            -2245518,
            -2164864,
            -984886
        ],
        [
            1.735478,
            2.233705,
            1.34182,
            1.407708,
            0.919575,
            2.091347
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            111,
            58,
            53,
            111,
            58,
            53
        ],
        [
            51.73913,
            49.565217,
            53.913043,
            51.73913,
            49.565217,
            53.913043
        ],
        [
            1.618807,
            2.272893,
            1.14704,
            1.313072,
            0.935708,
            1.787764
        ],
        [
            95086,
            95086,
            70988,
            1381885,
            1381885,
            1171008
        ],
        [
            -68214,
            -25798,
            -68214,
            -679016,
            -679016,
            -614309
        ],
        [
            106,
            92,
            120,
            106,
            92,
            120
        ],
        [
            133,
            122,
            144,
            133,
            122,
            144
        ],
        [
            77,
            62,
            92,
            77,
            62,
            92
        ],
        [
            24496,
            10643,
            13853,
            24496,
            10643,
            13853
        ],
        [
            0,
            0,
            6.196692,
            0,
            0,
            6.196692
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506221,
            446182,
            -69420,
            357052,
            -581195,
            457926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580140800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758969794230,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "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)