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Trade: ENS/USDT/480/VWAP/SUPERTREND/9611

Strategy
ENS/USDT/480/VWAP/SUPERTREND/9611
Pair
ENS_USDT
Interval
8h
Score
394401
Daily Profit
0.228352
Profit Factor
1.449119
Profitability
65.662651
Streak
15.043385
Best Strategy
Training Data Length
1416.000000
Evaluation Time
2025-09-26 04:02
Expiration Time
2025-11-07 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323345.8875 231484.0263 91861.8613 208661.4184 278494.4896 -69833.0713
Total P&L (%) 323.3459 231.484 91.8619 208.6614 278.4945 -69.8331
Avg Daily Profit (%) 0.2284 0.1635 0.0649 0.0796 0.094 -0.0846
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89130 -44880 -86495 -364377 -195937 -391832
Profit Factor 1.4491 1.6364 1.2579 1.0982 1.2899 0.94
Total Trades 166 83 83 166 83 83
Winning Trades 109 52 57 109 52 57
Losing Trades 57 31 26 57 31 26
Profitability (%) 65.6627 62.6506 68.6747 65.6627 62.6506 68.6747
Ratio Avg Win / Avg Loss 0.7578 0.9756 0.5738 0.5743 0.769 0.4288
Largest Winning Trade 40112 40112 24993 103924 103924 96555
Largest Losing Trade -72043 -43496 -72043 -305171 -147218 -305171
Avg Bars in Trades 24 28 20 24 28 20
Avg Bars in Winners 17 17 16 17 17 16
Avg Bars in Losers 38 45 29 38 45 29
Bars Traded 4042 2330 1712 4042 2330 1712
Profit Streak 15.0434 0 45.3767 15.0434 0 45.3767
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394401 341755 -104515 -197039 -67195 -577145

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4248,
    "evaluation_days": 1416,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640822400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758848548514,
    "expiration_time": 1762486272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 205,
            "offset": 0,
            "multiplier": 2.04055
        }
    }
}
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": [
        [
            323345.8875113286,
            231484.0262500015,
            91861.8612613271,
            208661.4183756928,
            278494.4896458453,
            -69833.0712701524
        ],
        [
            323.345888,
            231.484026,
            91.861861,
            208.661418,
            278.49449,
            -69.833071
        ],
        [
            0.228352,
            0.163477,
            0.064874,
            0.079627,
            0.094044,
            -0.084599
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89130,
            -44880,
            -86495,
            -364377,
            -195937,
            -391832
        ],
        [
            1.449119,
            1.636418,
            1.257875,
            1.098207,
            1.289893,
            0.940008
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            65.662651,
            62.650602,
            68.674699,
            65.662651,
            62.650602,
            68.674699
        ],
        [
            0.757796,
            0.975557,
            0.573768,
            0.574292,
            0.768975,
            0.428775
        ],
        [
            40112,
            40112,
            24993,
            103924,
            103924,
            96555
        ],
        [
            -72043,
            -43496,
            -72043,
            -305171,
            -147218,
            -305171
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            38,
            45,
            29,
            38,
            45,
            29
        ],
        [
            4042,
            2330,
            1712,
            4042,
            2330,
            1712
        ],
        [
            15.043385,
            0,
            45.376719,
            15.043386,
            0,
            45.376719
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394401,
            341755,
            -104515,
            -197039,
            -67195,
            -577145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4248,
    "evaluation_days": 1416,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640822400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758848548514,
    "expiration_time": 1762486272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 205,
            "offset": 0,
            "multiplier": 2.04055
        }
    }
}

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)