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Trade: ENJ/USDT/360/VWMA/MIDPRICE/2834

Strategy
ENJ/USDT/360/VWMA/MIDPRICE/2834
Pair
ENJ_USDT
Interval
6h
Score
517571
Daily Profit
0.658606
Profit Factor
7.175701
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
2351.500000
Evaluation Time
2025-09-27 00:43
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 1723769.3937 1548712.1443 175057.2493 2370541.8082 -1388148.953 3758690.7613
Total P&L (%) 1723.7694 1548.7121 175.0572 2370.5418 -1388.149 3758.6908
Avg Daily Profit (%) 0.7331 0.6586 0.0744 0.1365 0 0.1555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126268 -64668 -95358 -2405869 -3014966 -1508038
Profit Factor 4.5519 7.1757 1.7464 1.2588 0.7527 2.0599
Total Trades 63 32 31 63 32 31
Winning Trades 28 11 17 28 11 17
Losing Trades 35 21 14 35 21 14
Profitability (%) 44.4444 34.375 54.8387 44.4444 34.375 54.8387
Ratio Avg Win / Avg Loss 5.6899 13.6991 1.4382 1.5735 1.437 1.6964
Largest Winning Trade 1501631 1501631 66411 1651883 1133661 1651883
Largest Losing Trade -41837 -30913 -41837 -1323619 -1323619 -997993
Avg Bars in Trades 145 104 188 145 104 188
Avg Bars in Winners 245 199 275 245 199 275
Avg Bars in Losers 65 54 81 65 54 81
Bars Traded 9172 3338 5834 9172 3338 5834
Profit Streak 0 0 72.155 0 0 72.155
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133378 517571 -90201 -162917 -585220 457854

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": 1560146400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922994982,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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": [
        [
            1723769.3936774225,
            1548712.1443291933,
            175057.2493482291,
            2370541.808240272,
            -1388148.9530214623,
            3758690.761261733
        ],
        [
            1723.769394,
            1548.712144,
            175.057249,
            2370.541808,
            -1388.148953,
            3758.690761
        ],
        [
            0.733051,
            0.658606,
            0.074445,
            0.136475,
            0,
            0.155465
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126268,
            -64668,
            -95358,
            -2405869,
            -3014966,
            -1508038
        ],
        [
            4.551893,
            7.175701,
            1.746402,
            1.258791,
            0.752722,
            2.059874
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            44.444444,
            34.375,
            54.83871,
            44.444444,
            34.375,
            54.83871
        ],
        [
            5.689866,
            13.699066,
            1.438213,
            1.573488,
            1.437015,
            1.696367
        ],
        [
            1501631,
            1501631,
            66411,
            1651883,
            1133661,
            1651883
        ],
        [
            -41837,
            -30913,
            -41837,
            -1323619,
            -1323619,
            -997993
        ],
        [
            145,
            104,
            188,
            145,
            104,
            188
        ],
        [
            245,
            199,
            275,
            245,
            199,
            275
        ],
        [
            65,
            54,
            81,
            65,
            54,
            81
        ],
        [
            9172,
            3338,
            5834,
            9172,
            3338,
            5834
        ],
        [
            0,
            0,
            72.155034,
            0,
            0,
            72.155034
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133378,
            517571,
            -90201,
            -162917,
            -585220,
            457854
        ]
    ]
}
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": 1560146400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922994982,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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)