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Trade: ENJ/USDT/120/KCB/VWMA/8645

Strategy
ENJ/USDT/120/KCB/VWMA/8645
Pair
ENJ_USDT
Interval
2h
Score
583813
Daily Profit
0.686603
Profit Factor
3.194488
Profitability
43.859649
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-09-28 23:12
Expiration Time
2025-12-12 21:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1430248.1544 1262175.6515 168072.5028 2663749.3272 -364736.5657 3028485.8929
Total P&L (%) 1430.2482 1262.1757 168.0725 2663.7493 -364.7366 3028.4859
Avg Daily Profit (%) 0.6866 0.6059 0.0807 0.1595 0 0.1654
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97455 -65736 -110286 -3953089 -3028333 -1961598
Profit Factor 3.1945 4.5517 1.5671 1.2486 0.941 1.6685
Total Trades 114 57 57 114 57 57
Winning Trades 50 19 31 50 19 31
Losing Trades 64 38 26 64 38 26
Profitability (%) 43.8596 33.3333 54.386 43.8596 33.3333 54.386
Ratio Avg Win / Avg Loss 4.0889 9.1035 1.3143 1.5982 1.8821 1.3994
Largest Winning Trade 1121763 1121763 61400 2482726 2142773 2482726
Largest Losing Trade -33972 -22470 -33972 -1871505 -939877 -1871505
Avg Bars in Trades 214 201 226 214 201 226
Avg Bars in Winners 343 386 316 343 386 316
Avg Bars in Losers 113 108 119 113 108 119
Bars Traded 24397 11460 12937 24397 11460 12937
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 583813 -167841 -262997 233529 -764814 -169695
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580320800000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759090340684,
    "expiration_time": 1765568822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 178,
            "offset": 172,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "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": [
        [
            1430248.1543735326,
            1262175.6515276164,
            168072.5028459163,
            2663749.3271977636,
            -364736.5656644556,
            3028485.892862219
        ],
        [
            1430.248154,
            1262.175652,
            168.072503,
            2663.749327,
            -364.736566,
            3028.485893
        ],
        [
            0.686603,
            0.605918,
            0.080685,
            0.159467,
            0,
            0.165427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97455,
            -65736,
            -110286,
            -3953089,
            -3028333,
            -1961598
        ],
        [
            3.194488,
            4.551737,
            1.56709,
            1.248579,
            0.941038,
            1.668545
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            50,
            19,
            31,
            50,
            19,
            31
        ],
        [
            64,
            38,
            26,
            64,
            38,
            26
        ],
        [
            43.859649,
            33.333333,
            54.385965,
            43.859649,
            33.333333,
            54.385965
        ],
        [
            4.088944,
            9.103474,
            1.314333,
            1.598181,
            1.882076,
            1.399425
        ],
        [
            1121763,
            1121763,
            61400,
            2482726,
            2142773,
            2482726
        ],
        [
            -33972,
            -22470,
            -33972,
            -1871505,
            -939877,
            -1871505
        ],
        [
            214,
            201,
            226,
            214,
            201,
            226
        ],
        [
            343,
            386,
            316,
            343,
            386,
            316
        ],
        [
            113,
            108,
            119,
            113,
            108,
            119
        ],
        [
            24397,
            11460,
            12937,
            24397,
            11460,
            12937
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            583813,
            -167841,
            -262997,
            233529,
            -764814,
            -169695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580320800000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759090340684,
    "expiration_time": 1765568822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 178,
            "offset": 172,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "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)