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Trade: ENS/USDT/360/SMA/VWMA/2722

Strategy
ENS/USDT/360/SMA/VWMA/2722
Pair
ENS_USDT
Interval
6h
Score
423879
Daily Profit
0.162569
Profit Factor
1.450967
Profitability
73.786408
Streak
13.717975
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-27 08:13
Expiration Time
2025-11-06 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229953.6622 191421.4442 38532.218 12240.882 483306.8628 -471065.9808
Total P&L (%) 229.9537 191.4214 38.5322 12.2409 483.3069 -471.066
Avg Daily Profit (%) 0.1626 0.1353 0.0272 0.0082 0.1248 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152849 -51537 -116551 -1247329 -147862 -1122439
Profit Factor 1.451 1.8202 1.1393 1.007 2.1085 0.6383
Total Trades 103 51 52 103 51 52
Winning Trades 76 38 38 76 38 38
Losing Trades 27 13 14 27 13 14
Profitability (%) 73.7864 74.5098 73.0769 73.7864 74.5098 73.0769
Ratio Avg Win / Avg Loss 0.5155 0.6227 0.4198 0.3578 0.7213 0.2352
Largest Winning Trade 47914 47914 21517 169458 169458 101276
Largest Losing Trade -82408 -51537 -82408 -1095355 -147862 -1095355
Avg Bars in Trades 51 62 40 51 62 40
Avg Bars in Winners 28 37 19 28 37 19
Avg Bars in Losers 116 135 98 116 135 98
Bars Traded 5289 3173 2116 5289 3173 2116
Profit Streak 13.718 13.718 55.968 13.718 13.718 55.968
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423879 -187971 -403411 -487296 -201514 -756440
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638856800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758950033063,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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": [
        [
            229953.6622492392,
            191421.4442065624,
            38532.2180426769,
            12240.8819666812,
            483306.8628127617,
            -471065.9808460801
        ],
        [
            229.953662,
            191.421444,
            38.532218,
            12.240882,
            483.306863,
            -471.065981
        ],
        [
            0.162569,
            0.135328,
            0.027241,
            0.008164,
            0.124754,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152849,
            -51537,
            -116551,
            -1247329,
            -147862,
            -1122439
        ],
        [
            1.450967,
            1.820161,
            1.139348,
            1.007042,
            2.108468,
            0.638297
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            73.786408,
            74.509804,
            73.076923,
            73.786408,
            74.509804,
            73.076923
        ],
        [
            0.515475,
            0.622687,
            0.41976,
            0.357765,
            0.721318,
            0.235162
        ],
        [
            47914,
            47914,
            21517,
            169458,
            169458,
            101276
        ],
        [
            -82408,
            -51537,
            -82408,
            -1095355,
            -147862,
            -1095355
        ],
        [
            51,
            62,
            40,
            51,
            62,
            40
        ],
        [
            28,
            37,
            19,
            28,
            37,
            19
        ],
        [
            116,
            135,
            98,
            116,
            135,
            98
        ],
        [
            5289,
            3173,
            2116,
            5289,
            3173,
            2116
        ],
        [
            13.717975,
            13.717975,
            55.967975,
            13.717975,
            13.717975,
            55.967975
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423879,
            -187971,
            -403411,
            -487296,
            -201514,
            -756440
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638856800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758950033063,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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)