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Trade: ENS/USDT/480/VWMA/VWMA/3138

Strategy
ENS/USDT/480/VWMA/VWMA/3138
Pair
ENS_USDT
Interval
8h
Score
475781
Daily Profit
0.192439
Profit Factor
2.264421
Profitability
55.555556
Streak
49.091686
Best Strategy
Training Data Length
1428.670000
Evaluation Time
2025-10-08 21:12
Expiration Time
2025-11-20 06:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324438.2433 274932.0175 49506.2258 -20513.7629 49009.7238 -69523.4867
Total P&L (%) 324.4382 274.932 49.5062 -20.5138 49.0097 -69.5235
Avg Daily Profit (%) 0.2271 0.1924 0.0347 -0.0161 0.0279 -0.0831
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -261555 -103557 -165752 -207695 -50909 -164141
Profit Factor 1.5943 2.2644 1.1507 0.9425 1.5508 0.7401
Total Trades 89 45 44 89 45 44
Winning Trades 49 25 24 49 25 24
Losing Trades 40 20 20 40 20 20
Profitability (%) 55.0562 55.5556 54.5455 55.0562 55.5556 54.5455
Ratio Avg Win / Avg Loss 1.3014 1.8115 0.9589 0.7694 1.2406 0.6168
Largest Winning Trade 151786 151786 67330 82602 34722 82602
Largest Losing Trade -86747 -47823 -86747 -110322 -40236 -110322
Avg Bars in Trades 45 45 46 45 45 46
Avg Bars in Winners 55 51 59 55 51 59
Avg Bars in Losers 34 36 31 34 36 31
Bars Traded 4090 2028 2062 4090 2028 2062
Profit Streak 49.0917 49.0917 84.7584 49.0917 49.0917 84.7584
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418239 475781 -203201 -578894 -154034 -579572
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4286,
    "evaluation_days": 1428.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639382400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759947121698,
    "expiration_time": 1763613504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            324438.2433024551,
            274932.017503525,
            49506.22579893,
            -20513.7629039728,
            49009.7237796311,
            -69523.4866836039
        ],
        [
            324.438243,
            274.932018,
            49.506226,
            -20.513763,
            49.009724,
            -69.523487
        ],
        [
            0.227091,
            0.192439,
            0.034652,
            -0.016069,
            0.027921,
            -0.083135
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -261555,
            -103557,
            -165752,
            -207695,
            -50909,
            -164141
        ],
        [
            1.594264,
            2.264421,
            1.150698,
            0.942459,
            1.550783,
            0.740123
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            55.05618,
            55.555556,
            54.545455,
            55.05618,
            55.555556,
            54.545455
        ],
        [
            1.30144,
            1.811537,
            0.958915,
            0.769354,
            1.240626,
            0.616769
        ],
        [
            151786,
            151786,
            67330,
            82602,
            34722,
            82602
        ],
        [
            -86747,
            -47823,
            -86747,
            -110322,
            -40236,
            -110322
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            55,
            51,
            59,
            55,
            51,
            59
        ],
        [
            34,
            36,
            31,
            34,
            36,
            31
        ],
        [
            4090,
            2028,
            2062,
            4090,
            2028,
            2062
        ],
        [
            49.091686,
            49.091686,
            84.758353,
            49.091686,
            49.091686,
            84.758353
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418239,
            475781,
            -203201,
            -578894,
            -154034,
            -579572
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4286,
    "evaluation_days": 1428.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639382400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759947121698,
    "expiration_time": 1763613504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)