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Trade: ENJ/USDT/360/PWMA/VWAP/4345

Strategy
ENJ/USDT/360/PWMA/VWAP/4345
Pair
ENJ_USDT
Interval
6h
Score
314555
Daily Profit
0.639200
Profit Factor
2.737621
Profitability
29.670330
Streak
0.000000
Best Strategy
Training Data Length
2363.750000
Evaluation Time
2025-10-07 02:42
Expiration Time
2025-12-16 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1510908.3487 1414462.5665 96445.7822 581057.7468 415002.8639 166054.8828
Total P&L (%) 1510.9083 1414.4626 96.4458 581.0577 415.0029 166.0549
Avg Daily Profit (%) 0.6392 0.5984 0.0408 0.0812 0.0694 0.0414
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151362 -100447 -143239 -1225323 -951493 -733344
Profit Factor 2.7376 4.1666 1.2281 1.139 1.183 1.0869
Total Trades 182 91 91 182 91 91
Winning Trades 54 23 31 54 23 31
Losing Trades 128 68 60 128 68 60
Profitability (%) 29.6703 25.2747 34.0659 29.6703 25.2747 34.0659
Ratio Avg Win / Avg Loss 6.4892 12.3187 2.3769 2.7 3.4976 2.1036
Largest Winning Trade 1352991 1352991 69124 1336502 1336502 378077
Largest Losing Trade -22365 -22365 -21997 -315720 -216048 -315720
Avg Bars in Trades 50 43 57 50 43 57
Avg Bars in Winners 125 111 135 125 111 135
Avg Bars in Losers 19 20 17 19 20 17
Bars Traded 9208 3946 5262 9208 3946 5262
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 314555 -10288 -144155 -158877 -147355 -267948
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558980000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759794171417,
    "expiration_time": 1765900440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1510908.3487467717,
            1414462.5665488169,
            96445.7821979545,
            581057.7467671337,
            415002.8639266591,
            166054.8828404749
        ],
        [
            1510.908349,
            1414.462567,
            96.445782,
            581.057747,
            415.002864,
            166.054883
        ],
        [
            0.6392,
            0.598398,
            0.040802,
            0.081195,
            0.069363,
            0.041406
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151362,
            -100447,
            -143239,
            -1225323,
            -951493,
            -733344
        ],
        [
            2.737621,
            4.166612,
            1.228087,
            1.139042,
            1.182998,
            1.086885
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            128,
            68,
            60,
            128,
            68,
            60
        ],
        [
            29.67033,
            25.274725,
            34.065934,
            29.67033,
            25.274725,
            34.065934
        ],
        [
            6.489177,
            12.318679,
            2.376942,
            2.699952,
            3.497561,
            2.103648
        ],
        [
            1352991,
            1352991,
            69124,
            1336502,
            1336502,
            378077
        ],
        [
            -22365,
            -22365,
            -21997,
            -315720,
            -216048,
            -315720
        ],
        [
            50,
            43,
            57,
            50,
            43,
            57
        ],
        [
            125,
            111,
            135,
            125,
            111,
            135
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            9208,
            3946,
            5262,
            9208,
            3946,
            5262
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314555,
            -10288,
            -144155,
            -158877,
            -147355,
            -267948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558980000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759794171417,
    "expiration_time": 1765900440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)