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Trade: ENJ/USDT/360/VWMA/T3/5122

Strategy
ENJ/USDT/360/VWMA/T3/5122
Pair
ENJ_USDT
Interval
6h
Score
306772
Daily Profit
0.175487
Profit Factor
1.428094
Profitability
46.808511
Streak
0.000000
Best Strategy
Training Data Length
2367.250000
Evaluation Time
2025-10-10 14:51
Expiration Time
2025-12-20 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 415421.9548 367165.684 48256.2708 -123720.7534 97280.1612 -221000.9146
Total P&L (%) 415.422 367.1657 48.2563 -123.7208 97.2802 -221.0009
Avg Daily Profit (%) 0.1755 0.1551 0.0204 0 0.0287 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234738 -85247 -279636 -278069 -76058 -277474
Profit Factor 1.4281 1.8811 1.0872 0.7813 1.5497 0.4315
Total Trades 141 71 70 141 71 70
Winning Trades 66 28 38 67 40 27
Losing Trades 75 43 32 74 31 43
Profitability (%) 46.8085 39.4366 54.2857 47.5177 56.338 38.5714
Ratio Avg Win / Avg Loss 1.6228 2.8888 0.9155 0.8629 1.201 0.6872
Largest Winning Trade 109455 109455 65276 104683 104683 52038
Largest Losing Trade -105773 -27907 -105773 -86628 -43697 -86628
Avg Bars in Trades 65 52 79 65 52 79
Avg Bars in Winners 90 69 106 58 45 77
Avg Bars in Losers 43 40 47 72 60 81
Bars Traded 9281 3697 5584 9281 3697 5584
Profit Streak 0 0 0 56.7438 72.4938 56.7438
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306772 -80258 -387061 -579970 -237813 -679119
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9469,
    "evaluation_days": 2367.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760097065833,
    "expiration_time": 1766211912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 22,
            "offset": 0,
            "a": 0.78479
        }
    }
}
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": [
        [
            415421.9547758283,
            367165.6839780791,
            48256.2707977489,
            -123720.7533800372,
            97280.1612280728,
            -221000.91460811
        ],
        [
            415.421955,
            367.165684,
            48.256271,
            -123.720753,
            97.280161,
            -221.000915
        ],
        [
            0.175487,
            0.155102,
            0.020385,
            0,
            0.028706,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234738,
            -85247,
            -279636,
            -278069,
            -76058,
            -277474
        ],
        [
            1.428094,
            1.881075,
            1.087156,
            0.781291,
            1.54973,
            0.431476
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            66,
            28,
            38,
            67,
            40,
            27
        ],
        [
            75,
            43,
            32,
            74,
            31,
            43
        ],
        [
            46.808511,
            39.43662,
            54.285714,
            47.51773,
            56.338028,
            38.571429
        ],
        [
            1.622834,
            2.888794,
            0.9155,
            0.862919,
            1.201041,
            0.687166
        ],
        [
            109455,
            109455,
            65276,
            104683,
            104683,
            52038
        ],
        [
            -105773,
            -27907,
            -105773,
            -86628,
            -43697,
            -86628
        ],
        [
            65,
            52,
            79,
            65,
            52,
            79
        ],
        [
            90,
            69,
            106,
            58,
            45,
            77
        ],
        [
            43,
            40,
            47,
            72,
            60,
            81
        ],
        [
            9281,
            3697,
            5584,
            9281,
            3697,
            5584
        ],
        [
            0,
            0,
            0,
            56.743817,
            72.493818,
            56.743817
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306772,
            -80258,
            -387061,
            -579970,
            -237813,
            -679119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9469,
    "evaluation_days": 2367.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760097065833,
    "expiration_time": 1766211912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 22,
            "offset": 0,
            "a": 0.78479
        }
    }
}

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)