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Trade: ENS/USDT/360/VWAP/KCL/8074

Strategy
ENS/USDT/360/VWAP/KCL/8074
Pair
ENS_USDT
Interval
6h
Score
553087
Daily Profit
0.178985
Profit Factor
1.944336
Profitability
89.473684
Streak
7.277915
Best Strategy
Training Data Length
1422.500000
Evaluation Time
2025-10-02 21:40
Expiration Time
2025-11-14 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 254606.7928 170891.9359 83714.8569 -539113.5803 421269.9205 -960383.5007
Total P&L (%) 254.6068 170.8919 83.7149 -539.1136 421.2699 -960.3835
Avg Daily Profit (%) 0.179 0.1201 0.0589 0 0.1161 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121709 -20545 -151418 -2523017 -283624 -2330938
Profit Factor 1.9443 4.5744 1.3774 0.8278 1.9719 0.644
Total Trades 95 48 47 95 48 47
Winning Trades 85 43 42 64 31 33
Losing Trades 10 5 5 31 17 14
Profitability (%) 89.4737 89.5833 89.3617 67.3684 64.5833 70.2128
Ratio Avg Win / Avg Loss 0.2287 0.5319 0.164 0.401 1.0814 0.2732
Largest Winning Trade 49944 32478 49944 302421 103314 302421
Largest Losing Trade -120291 -15284 -120291 -2213284 -86146 -2213284
Avg Bars in Trades 56 11 103 56 11 103
Avg Bars in Winners 24 6 42 54 9 95
Avg Bars in Losers 336 56 616 62 14 120
Bars Traded 5407 556 4851 5407 556 4851
Profit Streak 7.2779 173.2779 7.2779 0 0 0
Trades During Streak 5 5 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 553087 -21323 -109420 -577995 -33063 -578076
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5690,
    "evaluation_days": 1422.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1640844000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430411842,
    "expiration_time": 1763093520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "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": [
        [
            254606.7928233714,
            170891.9358883014,
            83714.8569350702,
            -539113.5802606178,
            421269.9204762149,
            -960383.5007368326
        ],
        [
            254.606793,
            170.891936,
            83.714857,
            -539.11358,
            421.26992,
            -960.383501
        ],
        [
            0.178985,
            0.120135,
            0.058851,
            0,
            0.116138,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121709,
            -20545,
            -151418,
            -2523017,
            -283624,
            -2330938
        ],
        [
            1.944336,
            4.574398,
            1.377426,
            0.827803,
            1.971931,
            0.643955
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            85,
            43,
            42,
            64,
            31,
            33
        ],
        [
            10,
            5,
            5,
            31,
            17,
            14
        ],
        [
            89.473684,
            89.583333,
            89.361702,
            67.368421,
            64.583333,
            70.212766
        ],
        [
            0.228745,
            0.531907,
            0.163979,
            0.400967,
            1.081382,
            0.273193
        ],
        [
            49944,
            32478,
            49944,
            302421,
            103314,
            302421
        ],
        [
            -120291,
            -15284,
            -120291,
            -2213284,
            -86146,
            -2213284
        ],
        [
            56,
            11,
            103,
            56,
            11,
            103
        ],
        [
            24,
            6,
            42,
            54,
            9,
            95
        ],
        [
            336,
            56,
            616,
            62,
            14,
            120
        ],
        [
            5407,
            556,
            4851,
            5407,
            556,
            4851
        ],
        [
            7.277915,
            173.277915,
            7.277915,
            0,
            0,
            0
        ],
        [
            5,
            5,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            553087,
            -21323,
            -109420,
            -577995,
            -33063,
            -578076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5690,
    "evaluation_days": 1422.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1640844000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430411842,
    "expiration_time": 1763093520000,
    "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": 201,
            "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)