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Trade: ENS/USDT/360/VWAP/KCL/4866

Strategy
ENS/USDT/360/VWAP/KCL/4866
Pair
ENS_USDT
Interval
6h
Score
515441
Daily Profit
0.179251
Profit Factor
1.958511
Profitability
85.714286
Streak
165.583817
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-26 23:00
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 253550.1938 154147.3341 99402.8597 -394821.8614 379641.6404 -774463.5018
Total P&L (%) 253.5502 154.1473 99.4029 -394.8219 379.6416 -774.4635
Avg Daily Profit (%) 0.1793 0.109 0.0703 0 0.1109 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115236 -22408 -145482 -1571331 -142395 -1490258
Profit Factor 1.9585 3.9873 1.4668 0.8127 2.6095 0.5864
Total Trades 91 46 45 91 46 45
Winning Trades 78 38 40 65 32 33
Losing Trades 13 8 5 26 14 12
Profitability (%) 85.7143 82.6087 88.8889 71.4286 69.5652 73.3333
Ratio Avg Win / Avg Loss 0.3264 0.8394 0.1834 0.3251 1.1416 0.2132
Largest Winning Trade 49944 31594 49944 158989 75146 158989
Largest Losing Trade -115236 -15284 -115236 -1437321 -44424 -1437321
Avg Bars in Trades 52 13 91 52 13 91
Avg Bars in Winners 20 7 32 37 10 62
Avg Bars in Losers 243 43 563 90 21 169
Bars Traded 4748 637 4111 4748 637 4111
Profit Streak 165.5838 165.5838 235.8338 0 0 0
Trades During Streak 2 1 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515441 -38155 -93402 -577479 -38181 -577687

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": 1641319200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916841805,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            253550.1937937064,
            154147.3341385468,
            99402.8596551596,
            -394821.8613592913,
            379641.6404242802,
            -774463.5017835716
        ],
        [
            253.550194,
            154.147334,
            99.40286,
            -394.821861,
            379.64164,
            -774.463502
        ],
        [
            0.179251,
            0.108977,
            0.070274,
            0,
            0.110904,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115236,
            -22408,
            -145482,
            -1571331,
            -142395,
            -1490258
        ],
        [
            1.958511,
            3.98728,
            1.466847,
            0.812742,
            2.609478,
            0.586415
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            78,
            38,
            40,
            65,
            32,
            33
        ],
        [
            13,
            8,
            5,
            26,
            14,
            12
        ],
        [
            85.714286,
            82.608696,
            88.888889,
            71.428571,
            69.565217,
            73.333333
        ],
        [
            0.326419,
            0.839427,
            0.183356,
            0.325097,
            1.141647,
            0.213242
        ],
        [
            49944,
            31594,
            49944,
            158989,
            75146,
            158989
        ],
        [
            -115236,
            -15284,
            -115236,
            -1437321,
            -44424,
            -1437321
        ],
        [
            52,
            13,
            91,
            52,
            13,
            91
        ],
        [
            20,
            7,
            32,
            37,
            10,
            62
        ],
        [
            243,
            43,
            563,
            90,
            21,
            169
        ],
        [
            4748,
            637,
            4111,
            4748,
            637,
            4111
        ],
        [
            165.583817,
            165.583817,
            235.833817,
            0,
            0,
            0
        ],
        [
            2,
            1,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515441,
            -38155,
            -93402,
            -577479,
            -38181,
            -577687
        ]
    ]
}
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": 1641319200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916841805,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)