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Trade: ENJ/USDT/720/VWMA/MIDPRICE/3498

Strategy
ENJ/USDT/720/VWMA/MIDPRICE/3498
Pair
ENJ_USDT
Interval
12h
Score
698787
Daily Profit
0.447458
Profit Factor
6.898035
Profitability
51.724138
Streak
56.849491
Best Strategy
Training Data Length
2358.000000
Evaluation Time
2025-09-30 23:23
Expiration Time
2025-12-10 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1121978.5798 1055105.3783 66873.2015 560555.1508 128793.2112 431761.9396
Total P&L (%) 1121.9786 1055.1054 66.8732 560.5552 128.7932 431.7619
Avg Daily Profit (%) 0.4758 0.4475 0.0284 0.0801 0.0351 0.0709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131045 -54680 -101445 -412408 -231006 -182649
Profit Factor 3.6214 6.898 1.2684 1.4097 1.2082 1.5758
Total Trades 57 29 28 57 29 28
Winning Trades 28 15 13 28 15 13
Losing Trades 29 14 15 29 14 15
Profitability (%) 49.1228 51.7241 46.4286 49.1228 51.7241 46.4286
Ratio Avg Win / Avg Loss 3.7507 6.4382 1.4636 1.46 1.1277 1.8183
Largest Winning Trade 1026282 1026282 62597 392660 251738 392660
Largest Losing Trade -49816 -26596 -49816 -182649 -174779 -182649
Avg Bars in Trades 73 55 92 73 55 92
Avg Bars in Winners 109 73 150 109 73 150
Avg Bars in Losers 38 35 41 38 35 41
Bars Traded 4186 1597 2589 4186 1597 2589
Profit Streak 56.8495 56.8495 71.8495 56.8495 56.8495 71.8495
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161681 698787 -177196 -263701 -145745 -117290
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4716,
    "evaluation_days": 2358,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759263795992,
    "expiration_time": 1765345536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "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": [
        [
            1121978.5797947692,
            1055105.378330759,
            66873.2014640104,
            560555.1507805622,
            128793.2112192957,
            431761.9395612665
        ],
        [
            1121.97858,
            1055.105378,
            66.873201,
            560.555151,
            128.793211,
            431.76194
        ],
        [
            0.475818,
            0.447458,
            0.02836,
            0.080096,
            0.035106,
            0.070891
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131045,
            -54680,
            -101445,
            -412408,
            -231006,
            -182649
        ],
        [
            3.62138,
            6.898035,
            1.268438,
            1.409675,
            1.208234,
            1.575845
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            49.122807,
            51.724138,
            46.428571,
            49.122807,
            51.724138,
            46.428571
        ],
        [
            3.750715,
            6.438166,
            1.463582,
            1.460021,
            1.127685,
            1.818282
        ],
        [
            1026282,
            1026282,
            62597,
            392660,
            251738,
            392660
        ],
        [
            -49816,
            -26596,
            -49816,
            -182649,
            -174779,
            -182649
        ],
        [
            73,
            55,
            92,
            73,
            55,
            92
        ],
        [
            109,
            73,
            150,
            109,
            73,
            150
        ],
        [
            38,
            35,
            41,
            38,
            35,
            41
        ],
        [
            4186,
            1597,
            2589,
            4186,
            1597,
            2589
        ],
        [
            56.849491,
            56.849491,
            71.849491,
            56.849491,
            56.849491,
            71.849491
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161681,
            698787,
            -177196,
            -263701,
            -145745,
            -117290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4716,
    "evaluation_days": 2358,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759263795992,
    "expiration_time": 1765345536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "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)