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Trade: ENJ/USDT/120/VWMA/LINREG/3850

Strategy
ENJ/USDT/120/VWMA/LINREG/3850
Pair
ENJ_USDT
Interval
2h
Score
345213
Daily Profit
0.187486
Profit Factor
1.421454
Profitability
52.554745
Streak
20.121657
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-13 17:55
Expiration Time
2025-12-27 15:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390486.9766 346334.9875 44151.9891 -483632.995 280072.5585 -763705.5535
Total P&L (%) 390.487 346.335 44.152 -483.633 280.0726 -763.7056
Avg Daily Profit (%) 0.1875 0.1663 0.0212 0 0.0641 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200720 -96131 -274037 -826306 -190676 -804582
Profit Factor 1.4215 1.9042 1.0812 0.7802 1.3825 0.4799
Total Trades 137 68 69 137 68 69
Winning Trades 72 30 42 64 40 24
Losing Trades 65 38 27 73 28 45
Profitability (%) 52.5547 44.1176 60.8696 46.7153 58.8235 34.7826
Ratio Avg Win / Avg Loss 1.2833 2.412 0.6951 0.89 0.9677 0.8998
Largest Winning Trade 134846 134846 71009 142505 105757 142505
Largest Losing Trade -148723 -27607 -148723 -180307 -171005 -180307
Avg Bars in Trades 180 139 220 180 139 220
Avg Bars in Winners 238 176 283 131 109 169
Avg Bars in Losers 115 110 122 222 183 246
Bars Traded 24687 9503 15184 24687 9503 15184
Profit Streak 20.1217 0 31.7883 0 76.0383 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345213 -100797 -398956 -581692 -215453 -688653
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1580349600000,
    "first_datapoint_time": 1581969600000,
    "last_datapoint_time": 1760364000000,
    "evaluation_time": 1760367311155,
    "expiration_time": 1766842185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 226,
            "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": [
        [
            390486.9765828198,
            346334.9875097746,
            44151.9890730451,
            -483632.9949529833,
            280072.5585021561,
            -763705.5534551395
        ],
        [
            390.486977,
            346.334988,
            44.151989,
            -483.632995,
            280.072559,
            -763.705553
        ],
        [
            0.187486,
            0.166287,
            0.021199,
            0,
            0.064128,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200720,
            -96131,
            -274037,
            -826306,
            -190676,
            -804582
        ],
        [
            1.421454,
            1.904178,
            1.081239,
            0.780231,
            1.382456,
            0.479884
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            72,
            30,
            42,
            64,
            40,
            24
        ],
        [
            65,
            38,
            27,
            73,
            28,
            45
        ],
        [
            52.554745,
            44.117647,
            60.869565,
            46.715328,
            58.823529,
            34.782609
        ],
        [
            1.283257,
            2.411959,
            0.695082,
            0.88995,
            0.967719,
            0.899783
        ],
        [
            134846,
            134846,
            71009,
            142505,
            105757,
            142505
        ],
        [
            -148723,
            -27607,
            -148723,
            -180307,
            -171005,
            -180307
        ],
        [
            180,
            139,
            220,
            180,
            139,
            220
        ],
        [
            238,
            176,
            283,
            131,
            109,
            169
        ],
        [
            115,
            110,
            122,
            222,
            183,
            246
        ],
        [
            24687,
            9503,
            15184,
            24687,
            9503,
            15184
        ],
        [
            20.121657,
            0,
            31.788323,
            0,
            76.038324,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345213,
            -100797,
            -398956,
            -581692,
            -215453,
            -688653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1580349600000,
    "first_datapoint_time": 1581969600000,
    "last_datapoint_time": 1760364000000,
    "evaluation_time": 1760367311155,
    "expiration_time": 1766842185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 226,
            "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)