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Trade: ENS/USDT/720/PSAR/VWMA/6346

Strategy
ENS/USDT/720/PSAR/VWMA/6346
Pair
ENS_USDT
Interval
12h
Score
580531
Daily Profit
0.181411
Profit Factor
3.120064
Profitability
67.500000
Streak
36.274444
Best Strategy
Training Data Length
1421.000000
Evaluation Time
2025-09-30 21:35
Expiration Time
2025-11-12 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345992.4309 257785.3253 88207.1055 785078.7805 1191800.2567 -406721.4762
Total P&L (%) 345.9924 257.7853 88.2071 785.0788 1191.8003 -406.7215
Avg Daily Profit (%) 0.2435 0.1814 0.0621 0.1536 0.1802 0
Buy And Hold Return (%) 37.9505 37.9505 37.9505 37.9505 37.9505 37.9505
Max Trade Drawdown -70735 -46444 -57911 -1422335 -263458 -1256997
Profit Factor 2.0206 3.1201 1.4057 1.2342 2.2155 0.8285
Total Trades 81 40 41 81 40 41
Winning Trades 52 27 25 52 27 25
Losing Trades 29 13 16 29 13 16
Profitability (%) 64.1975 67.5 60.9756 64.1975 67.5 60.9756
Ratio Avg Win / Avg Loss 1.1269 1.5023 0.8997 0.6883 1.0667 0.5303
Largest Winning Trade 67829 67829 56518 529598 529598 410220
Largest Losing Trade -53731 -30294 -53731 -1172984 -196916 -1172984
Avg Bars in Trades 31 37 24 31 37 24
Avg Bars in Winners 26 24 29 26 24 29
Avg Bars in Losers 38 65 16 38 65 16
Bars Traded 2517 1509 1008 2517 1509 1008
Profit Streak 36.2744 36.2744 39.2744 36.2744 36.2744 39.2744
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2000 580531 -112980 -7066 497294 -578053
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645920000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257311955,
    "expiration_time": 1762916832000,
    "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": 219,
            "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": [
        [
            345992.4308563909,
            257785.3253087323,
            88207.1055476581,
            785078.7805052618,
            1191800.256728863,
            -406721.4762236012
        ],
        [
            345.992431,
            257.785325,
            88.207106,
            785.078781,
            1191.800257,
            -406.721476
        ],
        [
            0.243485,
            0.181411,
            0.062074,
            0.153567,
            0.18022,
            0
        ],
        [
            37.95053,
            37.95053,
            37.95053,
            37.95053,
            37.95053,
            37.95053
        ],
        [
            -70735,
            -46444,
            -57911,
            -1422335,
            -263458,
            -1256997
        ],
        [
            2.020618,
            3.120064,
            1.405718,
            1.234167,
            2.215451,
            0.82854
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            64.197531,
            67.5,
            60.97561,
            64.197531,
            67.5,
            60.97561
        ],
        [
            1.126883,
            1.502253,
            0.89966,
            0.688285,
            1.066699,
            0.530266
        ],
        [
            67829,
            67829,
            56518,
            529598,
            529598,
            410220
        ],
        [
            -53731,
            -30294,
            -53731,
            -1172984,
            -196916,
            -1172984
        ],
        [
            31,
            37,
            24,
            31,
            37,
            24
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            38,
            65,
            16,
            38,
            65,
            16
        ],
        [
            2517,
            1509,
            1008,
            2517,
            1509,
            1008
        ],
        [
            36.274444,
            36.274444,
            39.274444,
            36.274444,
            36.274444,
            39.274444
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2000,
            580531,
            -112980,
            -7066,
            497294,
            -578053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645920000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257311955,
    "expiration_time": 1762916832000,
    "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": 219,
            "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)