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Trade: ENJ/USDT/360/SWMA/VWMA/9724

Strategy
ENJ/USDT/360/SWMA/VWMA/9724
Pair
ENJ_USDT
Interval
6h
Score
414175
Daily Profit
0.477450
Profit Factor
2.041833
Profitability
41.911765
Streak
0.000000
Best Strategy
Training Data Length
2351.500000
Evaluation Time
2025-09-27 10:04
Expiration Time
2025-12-04 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1122723.5726 1148244.7845 -25521.2119 -112717.2932 -80775.4608 -31941.8324
Total P&L (%) 1122.7236 1148.2448 -25.5212 -112.7173 -80.7755 -31.9418
Avg Daily Profit (%) 0.4775 0.4883 -0.0109 0 -0.0701 -0.0164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -274366 -89773 -277373 -137538 -84680 -68065
Profit Factor 2.0418 3.0308 0.9502 0.5561 0.4663 0.6886
Total Trades 136 68 68 136 68 68
Winning Trades 57 24 33 70 37 33
Losing Trades 79 44 35 66 31 35
Profitability (%) 41.9118 35.2941 48.5294 51.4706 54.4118 48.5294
Ratio Avg Win / Avg Loss 2.8299 5.5564 1.0078 0.5244 0.3907 0.7304
Largest Winning Trade 1146460 1146460 54489 19095 14745 19095
Largest Losing Trade -110441 -58397 -110441 -27082 -27082 -21308
Avg Bars in Trades 67 88 46 67 88 46
Avg Bars in Winners 92 129 65 54 75 30
Avg Bars in Losers 49 65 29 81 103 62
Bars Traded 9196 6004 3192 9196 6004 3192
Profit Streak 0 0 44.7946 24.5446 56.5446 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414175 -98885 -688586 -579683 -688405 -690808
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558461600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758956652291,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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": [
        [
            1122723.5726101815,
            1148244.7845421366,
            -25521.2119319549,
            -112717.2932119007,
            -80775.460839204,
            -31941.8323726967
        ],
        [
            1122.723573,
            1148.244785,
            -25.521212,
            -112.717293,
            -80.775461,
            -31.941832
        ],
        [
            0.47745,
            0.488303,
            -0.010853,
            0,
            -0.0701,
            -0.016363
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -274366,
            -89773,
            -277373,
            -137538,
            -84680,
            -68065
        ],
        [
            2.041833,
            3.030758,
            0.950175,
            0.556138,
            0.466346,
            0.688627
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            57,
            24,
            33,
            70,
            37,
            33
        ],
        [
            79,
            44,
            35,
            66,
            31,
            35
        ],
        [
            41.911765,
            35.294118,
            48.529412,
            51.470588,
            54.411765,
            48.529412
        ],
        [
            2.829909,
            5.55639,
            1.007761,
            0.524359,
            0.390723,
            0.730362
        ],
        [
            1146460,
            1146460,
            54489,
            19095,
            14745,
            19095
        ],
        [
            -110441,
            -58397,
            -110441,
            -27082,
            -27082,
            -21308
        ],
        [
            67,
            88,
            46,
            67,
            88,
            46
        ],
        [
            92,
            129,
            65,
            54,
            75,
            30
        ],
        [
            49,
            65,
            29,
            81,
            103,
            62
        ],
        [
            9196,
            6004,
            3192,
            9196,
            6004,
            3192
        ],
        [
            0,
            0,
            44.794587,
            24.544587,
            56.544587,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414175,
            -98885,
            -688586,
            -579683,
            -688405,
            -690808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558461600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758956652291,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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)