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Trade: ENS/USDT/120/SINWMA/VWMA/2261

Strategy
ENS/USDT/120/SINWMA/VWMA/2261
Pair
ENS_USDT
Interval
2h
Score
351794
Daily Profit
0.266566
Profit Factor
1.312148
Profitability
46.045198
Streak
0.000000
Best Strategy
Training Data Length
1414.420000
Evaluation Time
2025-09-26 22:42
Expiration Time
2025-11-14 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377036.7823 261753.1684 115283.6139 216878.9662 222608.47 -5729.5038
Total P&L (%) 377.0368 261.7532 115.2836 216.879 222.6085 -5.7295
Avg Daily Profit (%) 0.2666 0.1851 0.0815 0.0816 0.0828 -0.0042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129440 -104128 -102442 -352401 -204840 -327773
Profit Factor 1.3121 1.4058 1.2048 1.0981 1.1905 0.9945
Total Trades 354 177 177 354 177 177
Winning Trades 163 77 86 163 77 86
Losing Trades 191 100 91 191 100 91
Profitability (%) 46.0452 43.5028 48.5876 46.0452 43.5028 48.5876
Ratio Avg Win / Avg Loss 1.5375 1.8258 1.2748 1.2867 1.5461 1.0523
Largest Winning Trade 127813 127813 32108 181112 181112 102884
Largest Losing Trade -34550 -34550 -25627 -81061 -67835 -81061
Avg Bars in Trades 47 58 35 47 58 35
Avg Bars in Winners 54 64 45 54 64 45
Avg Bars in Losers 41 54 26 41 54 26
Bars Traded 16712 10427 6284 16712 10427 6284
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351794 258479 -84807 -196359 -94370 -579289

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637236800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915763656,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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": [
        [
            377036.7822549175,
            261753.1683977486,
            115283.6138571695,
            216878.9662195594,
            222608.470038269,
            -5729.5038187098
        ],
        [
            377.036782,
            261.753168,
            115.283614,
            216.878966,
            222.60847,
            -5.729504
        ],
        [
            0.266566,
            0.18506,
            0.081506,
            0.081575,
            0.082843,
            -0.004171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129440,
            -104128,
            -102442,
            -352401,
            -204840,
            -327773
        ],
        [
            1.312148,
            1.405846,
            1.204795,
            1.098086,
            1.1905,
            0.994504
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            163,
            77,
            86,
            163,
            77,
            86
        ],
        [
            191,
            100,
            91,
            191,
            100,
            91
        ],
        [
            46.045198,
            43.502825,
            48.587571,
            46.045198,
            43.502825,
            48.587571
        ],
        [
            1.537548,
            1.825774,
            1.274841,
            1.286714,
            1.546104,
            1.052324
        ],
        [
            127813,
            127813,
            32108,
            181112,
            181112,
            102884
        ],
        [
            -34550,
            -34550,
            -25627,
            -81061,
            -67835,
            -81061
        ],
        [
            47,
            58,
            35,
            47,
            58,
            35
        ],
        [
            54,
            64,
            45,
            54,
            64,
            45
        ],
        [
            41,
            54,
            26,
            41,
            54,
            26
        ],
        [
            16712,
            10427,
            6284,
            16712,
            10427,
            6284
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351794,
            258479,
            -84807,
            -196359,
            -94370,
            -579289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637236800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915763656,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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)