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Trade: ENS/USDT/30/VWMA/SSF/3076

Strategy
ENS/USDT/30/VWMA/SSF/3076
Pair
ENS_USDT
Interval
30m
Score
379046
Daily Profit
0.301142
Profit Factor
1.230242
Profitability
52.611940
Streak
7.369602
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 12:22
Expiration Time
2025-12-12 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156844.0368 139795.2615 17048.7752 86766.8948 37022.2028 49744.692
Total P&L (%) 156.844 139.7953 17.0488 86.7669 37.0222 49.7447
Avg Daily Profit (%) 0.3011 0.2684 0.0327 0.12 0.0605 0.0776
Buy And Hold Return (%) 24.5079 24.5079 24.5079 24.5079 24.5079 24.5079
Max Trade Drawdown -122391 -68674 -84812 -412927 -268643 -259358
Profit Factor 1.2302 1.464 1.0449 1.0552 1.0493 1.0607
Total Trades 268 134 134 268 134 134
Winning Trades 141 70 71 141 70 71
Losing Trades 127 64 63 127 64 63
Profitability (%) 52.6119 52.2388 52.9851 52.6119 52.2388 52.9851
Ratio Avg Win / Avg Loss 1.1081 1.3386 0.9271 0.9504 0.9593 0.9412
Largest Winning Trade 32870 32870 30885 46852 40389 46852
Largest Losing Trade -36945 -25032 -36945 -109599 -73297 -109599
Avg Bars in Trades 91 74 108 91 74 108
Avg Bars in Winners 82 71 93 82 71 93
Avg Bars in Losers 102 79 125 102 79 125
Bars Traded 24646 10048 14598 24646 10048 14598
Profit Streak 7.3696 7.3696 9.1613 7.3696 7.3696 9.1613
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379046 327441 -487042 -194092 -289650 -250802
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714051800000,
    "first_datapoint_time": 1714397400000,
    "last_datapoint_time": 1759050000000,
    "evaluation_time": 1759051333638,
    "expiration_time": 1765530000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            156844.0367689797,
            139795.2615433612,
            17048.7752256184,
            86766.894783964,
            37022.2028063821,
            49744.691977582
        ],
        [
            156.844037,
            139.795262,
            17.048775,
            86.766895,
            37.022203,
            49.744692
        ],
        [
            0.301142,
            0.268409,
            0.032734,
            0.120013,
            0.060493,
            0.077553
        ],
        [
            24.507937,
            24.507937,
            24.507937,
            24.507937,
            24.507937,
            24.507937
        ],
        [
            -122391,
            -68674,
            -84812,
            -412927,
            -268643,
            -259358
        ],
        [
            1.230242,
            1.464039,
            1.04487,
            1.055214,
            1.049251,
            1.060683
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            52.61194,
            52.238806,
            52.985075,
            52.61194,
            52.238806,
            52.985075
        ],
        [
            1.10809,
            1.33855,
            0.927138,
            0.950441,
            0.959315,
            0.941169
        ],
        [
            32870,
            32870,
            30885,
            46852,
            40389,
            46852
        ],
        [
            -36945,
            -25032,
            -36945,
            -109599,
            -73297,
            -109599
        ],
        [
            91,
            74,
            108,
            91,
            74,
            108
        ],
        [
            82,
            71,
            93,
            82,
            71,
            93
        ],
        [
            102,
            79,
            125,
            102,
            79,
            125
        ],
        [
            24646,
            10048,
            14598,
            24646,
            10048,
            14598
        ],
        [
            7.369602,
            7.369602,
            9.161269,
            7.369602,
            7.369602,
            9.161269
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379046,
            327441,
            -487042,
            -194092,
            -289650,
            -250802
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714051800000,
    "first_datapoint_time": 1714397400000,
    "last_datapoint_time": 1759050000000,
    "evaluation_time": 1759051333638,
    "expiration_time": 1765530000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 3
        }
    }
}

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)