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Trade: ENJ/USDT/480/SSF/VWMA/3949

Strategy
ENJ/USDT/480/SSF/VWMA/3949
Pair
ENJ_USDT
Interval
8h
Score
478233
Daily Profit
0.527046
Profit Factor
5.081309
Profitability
36.111111
Streak
0.000000
Best Strategy
Training Data Length
2353.670000
Evaluation Time
2025-09-26 17:07
Expiration Time
2025-12-06 00:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1399108.6149 1240491.4919 158617.123 1559441.1666 -727311.8646 2286753.0312
Total P&L (%) 1399.1086 1240.4915 158.6171 1559.4412 -727.3119 2286.753
Avg Daily Profit (%) 0.5944 0.527 0.0674 0.1194 0 0.1349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117931 -72587 -124482 -1585947 -1900445 -585458
Profit Factor 3.6029 5.0813 1.6791 1.3052 0.8091 2.7595
Total Trades 72 36 36 72 36 36
Winning Trades 32 13 19 32 13 19
Losing Trades 40 23 17 40 23 17
Profitability (%) 44.4444 36.1111 52.7778 44.4444 36.1111 52.7778
Ratio Avg Win / Avg Loss 4.5036 8.99 1.5023 1.6315 1.4315 2.4691
Largest Winning Trade 1165966 1165966 64854 817903 755805 817903
Largest Losing Trade -51805 -32313 -51805 -733373 -733373 -269387
Avg Bars in Trades 95 90 101 95 90 101
Avg Bars in Winners 150 156 145 150 156 145
Avg Bars in Losers 52 53 51 52 53 51
Bars Traded 6903 3264 3639 6903 3264 3639
Profit Streak 0 0 318.9217 0 0 318.9217
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -67758 478233 -98067 -117874 -584514 -5578

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7061,
    "evaluation_days": 2353.67,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556755200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758895636304,
    "expiration_time": 1764974304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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": [
        [
            1399108.6149007326,
            1240491.4919029356,
            158617.1229977976,
            1559441.166582976,
            -727311.864636079,
            2286753.0312190545
        ],
        [
            1399.108615,
            1240.491492,
            158.617123,
            1559.441167,
            -727.311865,
            2286.753031
        ],
        [
            0.594437,
            0.527046,
            0.067391,
            0.11942,
            0,
            0.134881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117931,
            -72587,
            -124482,
            -1585947,
            -1900445,
            -585458
        ],
        [
            3.602873,
            5.081309,
            1.679069,
            1.305175,
            0.809122,
            2.759529
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            32,
            13,
            19,
            32,
            13,
            19
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            44.444444,
            36.111111,
            52.777778,
            44.444444,
            36.111111,
            52.777778
        ],
        [
            4.503592,
            8.990009,
            1.502325,
            1.631469,
            1.431524,
            2.469053
        ],
        [
            1165966,
            1165966,
            64854,
            817903,
            755805,
            817903
        ],
        [
            -51805,
            -32313,
            -51805,
            -733373,
            -733373,
            -269387
        ],
        [
            95,
            90,
            101,
            95,
            90,
            101
        ],
        [
            150,
            156,
            145,
            150,
            156,
            145
        ],
        [
            52,
            53,
            51,
            52,
            53,
            51
        ],
        [
            6903,
            3264,
            3639,
            6903,
            3264,
            3639
        ],
        [
            0,
            0,
            318.921716,
            0,
            0,
            318.921716
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67758,
            478233,
            -98067,
            -117874,
            -584514,
            -5578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7061,
    "evaluation_days": 2353.67,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556755200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758895636304,
    "expiration_time": 1764974304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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)