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Trade: ENJ/USDT/720/HILO/VWMA/1945

Strategy
ENJ/USDT/720/HILO/VWMA/1945
Pair
ENJ_USDT
Interval
12h
Score
463487
Daily Profit
0.355230
Profit Factor
1.539679
Profitability
44.501279
Streak
9.194494
Best Strategy
Training Data Length
2356.000000
Evaluation Time
2025-09-28 19:40
Expiration Time
2025-12-08 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 836920.7586 671526.2962 165394.4624 1132030.5131 -882585.0849 2014615.598
Total P&L (%) 836.9208 671.5263 165.3945 1132.0305 -882.5851 2014.6156
Avg Daily Profit (%) 0.3552 0.285 0.0702 0.1066 0 0.1296
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116129 -130056 -112350 -2361743 -3080989 -718258
Profit Factor 1.5397 1.7467 1.2539 1.0679 0.9169 1.3326
Total Trades 391 195 196 391 195 196
Winning Trades 174 78 96 174 78 96
Losing Trades 217 117 100 217 117 100
Profitability (%) 44.5013 40 48.9796 44.5013 40 48.9796
Ratio Avg Win / Avg Loss 1.9202 2.62 1.3061 1.3318 1.3754 1.3881
Largest Winning Trade 271605 271605 40235 1827459 1827459 564180
Largest Losing Trade -45086 -38344 -45086 -1031798 -1031798 -299745
Avg Bars in Trades 11 15 8 11 15 8
Avg Bars in Winners 16 24 10 16 24 10
Avg Bars in Losers 7 9 6 7 9 6
Bars Traded 4669 3054 1615 4669 3054 1615
Profit Streak 9.1945 0 10.1945 9.1945 0 10.1945
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463487 321485 -98392 -195226 -582257 -18292
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556452800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077604334,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 21,
            "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": [
        [
            836920.7585904822,
            671526.2961910983,
            165394.4623993844,
            1132030.5131084728,
            -882585.0848983193,
            2014615.598006792
        ],
        [
            836.920759,
            671.526296,
            165.394462,
            1132.030513,
            -882.585085,
            2014.615598
        ],
        [
            0.35523,
            0.285028,
            0.070201,
            0.106646,
            0,
            0.129603
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116129,
            -130056,
            -112350,
            -2361743,
            -3080989,
            -718258
        ],
        [
            1.539679,
            1.746687,
            1.253893,
            1.067859,
            0.916935,
            1.332608
        ],
        [
            391,
            195,
            196,
            391,
            195,
            196
        ],
        [
            174,
            78,
            96,
            174,
            78,
            96
        ],
        [
            217,
            117,
            100,
            217,
            117,
            100
        ],
        [
            44.501279,
            40,
            48.979592,
            44.501279,
            40,
            48.979592
        ],
        [
            1.920174,
            2.620031,
            1.306138,
            1.331755,
            1.375402,
            1.388133
        ],
        [
            271605,
            271605,
            40235,
            1827459,
            1827459,
            564180
        ],
        [
            -45086,
            -38344,
            -45086,
            -1031798,
            -1031798,
            -299745
        ],
        [
            11,
            15,
            8,
            11,
            15,
            8
        ],
        [
            16,
            24,
            10,
            16,
            24,
            10
        ],
        [
            7,
            9,
            6,
            7,
            9,
            6
        ],
        [
            4669,
            3054,
            1615,
            4669,
            3054,
            1615
        ],
        [
            9.194494,
            0,
            10.194494,
            9.194495,
            0,
            10.194495
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463487,
            321485,
            -98392,
            -195226,
            -582257,
            -18292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556452800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077604334,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 21,
            "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)