← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ENJ/USDT/720/VWAP/JMA/7213

Strategy
ENJ/USDT/720/VWAP/JMA/7213
Pair
ENJ_USDT
Interval
12h
Score
513028
Daily Profit
0.172527
Profit Factor
2.955058
Profitability
55.813953
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 06:19
Expiration Time
2025-12-04 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1284245.7134 26687.1373 -1310932.8507 -772180.4519 5664727.7084 -6436908.1602
Total P&L (%) -1284.2457 26.6871 -1310.9329 -772.1805 5664.7277 -6436.9082
Avg Daily Profit (%) -0.546 0.0113 -0.5574 0 0.1725 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1601520 -185139 -1455226 -8171271 -1767193 -8270553
Profit Factor 0.3299 1.0762 0.1631 0.9397 2.9551 0.3497
Total Trades 87 43 44 87 43 44
Winning Trades 64 28 36 44 24 20
Losing Trades 23 15 8 43 19 24
Profitability (%) 73.5632 65.1163 81.8182 50.5747 55.814 45.4545
Ratio Avg Win / Avg Loss 0.1186 0.5765 0.0362 0.9183 2.3394 0.4197
Largest Winning Trade 57035 57035 24547 2940690 2940690 1452540
Largest Losing Trade -1411794 -64640 -1411794 -8130438 -565787 -8130438
Avg Bars in Trades 49 54 44 49 54 44
Avg Bars in Winners 18 12 23 66 81 47
Avg Bars in Losers 134 133 136 32 20 41
Bars Traded 4297 2345 1952 4297 2345 1952
Profit Streak 14.1384 36.1384 14.1384 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576137 -316887 -576058 -580471 513028 -582487

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1563710400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856756767,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "offset": 113
        }
    }
}
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": [
        [
            -1284245.7134311402,
            26687.1372519765,
            -1310932.8506831164,
            -772180.4518886835,
            5664727.708357857,
            -6436908.160246543
        ],
        [
            -1284.245713,
            26.687137,
            -1310.932851,
            -772.180452,
            5664.727708,
            -6436.90816
        ],
        [
            -0.546023,
            0.011347,
            -0.557369,
            0,
            0.172527,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1601520,
            -185139,
            -1455226,
            -8171271,
            -1767193,
            -8270553
        ],
        [
            0.329918,
            1.076214,
            0.163087,
            0.939656,
            2.955058,
            0.349726
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            64,
            28,
            36,
            44,
            24,
            20
        ],
        [
            23,
            15,
            8,
            43,
            19,
            24
        ],
        [
            73.563218,
            65.116279,
            81.818182,
            50.574713,
            55.813953,
            45.454545
        ],
        [
            0.118564,
            0.576543,
            0.036242,
            0.9183,
            2.339421,
            0.419671
        ],
        [
            57035,
            57035,
            24547,
            2940690,
            2940690,
            1452540
        ],
        [
            -1411794,
            -64640,
            -1411794,
            -8130438,
            -565787,
            -8130438
        ],
        [
            49,
            54,
            44,
            49,
            54,
            44
        ],
        [
            18,
            12,
            23,
            66,
            81,
            47
        ],
        [
            134,
            133,
            136,
            32,
            20,
            41
        ],
        [
            4297,
            2345,
            1952,
            4297,
            2345,
            1952
        ],
        [
            14.138388,
            36.138388,
            14.138388,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576137,
            -316887,
            -576058,
            -580471,
            513028,
            -582487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1563710400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856756767,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "offset": 113
        }
    }
}

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)