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Trade: ENS/USDT/720/PSAR/VWMA/1293

Strategy
ENS/USDT/720/PSAR/VWMA/1293
Pair
ENS_USDT
Interval
12h
Score
456437
Daily Profit
0.164472
Profit Factor
2.401596
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
1430.000000
Evaluation Time
2025-10-10 04:39
Expiration Time
2025-11-21 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296407.1923 235195.037 61212.1553 349146.5057 634086.0107 -284939.5049
Total P&L (%) 296.4072 235.195 61.2122 349.1465 634.086 -284.9395
Avg Daily Profit (%) 0.2073 0.1645 0.0428 0.1051 0.1395 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79635 -52566 -64823 -889536 -189547 -820193
Profit Factor 1.7067 2.4016 1.2433 1.1733 2.0414 0.7974
Total Trades 91 45 46 91 45 46
Winning Trades 50 25 25 50 25 25
Losing Trades 41 20 21 41 20 21
Profitability (%) 54.9451 55.5556 54.3478 54.9451 55.5556 54.3478
Ratio Avg Win / Avg Loss 1.3995 1.9213 1.0444 0.9621 1.6331 0.6698
Largest Winning Trade 103517 103517 56518 291799 291799 241298
Largest Losing Trade -53731 -22812 -53731 -704760 -106369 -704760
Avg Bars in Trades 27 31 23 27 31 23
Avg Bars in Winners 26 25 27 26 25 27
Avg Bars in Losers 28 39 17 28 39 17
Bars Traded 2499 1438 1061 2499 1438 1061
Profit Streak 45.5691 0 48.5691 45.5691 0 48.5691
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414884 456437 -135103 -82566 -1723 -579301
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2860,
    "evaluation_days": 1430,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1644451200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060368956,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "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": [
        [
            296407.1922617805,
            235195.0369907432,
            61212.1552710374,
            349146.5057229223,
            634086.0106543822,
            -284939.5049314601
        ],
        [
            296.407192,
            235.195037,
            61.212155,
            349.146506,
            634.086011,
            -284.939505
        ],
        [
            0.207278,
            0.164472,
            0.042806,
            0.105103,
            0.1395,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79635,
            -52566,
            -64823,
            -889536,
            -189547,
            -820193
        ],
        [
            1.706729,
            2.401596,
            1.24329,
            1.173253,
            2.04136,
            0.79739
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            54.945055,
            55.555556,
            54.347826,
            54.945055,
            55.555556,
            54.347826
        ],
        [
            1.399518,
            1.921277,
            1.044363,
            0.962067,
            1.633088,
            0.669807
        ],
        [
            103517,
            103517,
            56518,
            291799,
            291799,
            241298
        ],
        [
            -53731,
            -22812,
            -53731,
            -704760,
            -106369,
            -704760
        ],
        [
            27,
            31,
            23,
            27,
            31,
            23
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            28,
            39,
            17,
            28,
            39,
            17
        ],
        [
            2499,
            1438,
            1061,
            2499,
            1438,
            1061
        ],
        [
            45.569085,
            0,
            48.569085,
            45.569085,
            0,
            48.569085
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414884,
            456437,
            -135103,
            -82566,
            -1723,
            -579301
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2860,
    "evaluation_days": 1430,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1644451200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060368956,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 185,
            "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)