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Trade: ENS/USDT/720/VWAP/ALMA/7279

Strategy
ENS/USDT/720/VWAP/ALMA/7279
Pair
ENS_USDT
Interval
12h
Score
737082
Daily Profit
0.195269
Profit Factor
6.126395
Profitability
82.758621
Streak
114.947873
Best Strategy
Training Data Length
1432.000000
Evaluation Time
2025-10-12 01:44
Expiration Time
2025-11-23 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412727.1504 274696.6061 138030.5443 2327757.7983 1533846.3185 793911.4799
Total P&L (%) 412.7272 274.6966 138.0305 2327.7578 1533.8463 793.9115
Avg Daily Profit (%) 0.2882 0.1918 0.0964 0.223 0.1953 0.1531
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46436 -27410 -46914 -429502 -217492 -433592
Profit Factor 4.5492 6.9131 2.9766 2.9207 6.1264 1.8698
Total Trades 58 29 29 58 29 29
Winning Trades 48 24 24 48 24 24
Losing Trades 10 5 5 10 5 5
Profitability (%) 82.7586 82.7586 82.7586 82.7586 82.7586 82.7586
Ratio Avg Win / Avg Loss 0.9478 1.4402 0.6201 0.6085 1.2763 0.3896
Largest Winning Trade 94446 94446 39435 431846 382625 431846
Largest Losing Trade -46436 -27410 -46436 -429502 -217492 -429502
Avg Bars in Trades 44 49 39 44 49 39
Avg Bars in Winners 30 34 25 30 34 25
Avg Bars in Losers 116 123 108 116 123 108
Bars Traded 2605 1446 1159 2605 1446 1159
Profit Streak 18.9479 114.9479 18.9479 18.9479 114.9479 18.9479
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161215 721023 -56717 -163243 737082 470520
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2864,
    "evaluation_days": 1432,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1647259200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222696255,
    "expiration_time": 1763895744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 250,
            "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": [
        [
            412727.1504423132,
            274696.6060955463,
            138030.544346767,
            2327757.798327946,
            1533846.318465186,
            793911.4798627604
        ],
        [
            412.72715,
            274.696606,
            138.030544,
            2327.757798,
            1533.846318,
            793.91148
        ],
        [
            0.288217,
            0.191827,
            0.09639,
            0.222982,
            0.195269,
            0.15308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46436,
            -27410,
            -46914,
            -429502,
            -217492,
            -433592
        ],
        [
            4.549222,
            6.913109,
            2.976634,
            2.920741,
            6.126395,
            1.869849
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            82.758621,
            82.758621,
            82.758621,
            82.758621,
            82.758621,
            82.758621
        ],
        [
            0.947755,
            1.440231,
            0.620132,
            0.608488,
            1.276332,
            0.389552
        ],
        [
            94446,
            94446,
            39435,
            431846,
            382625,
            431846
        ],
        [
            -46436,
            -27410,
            -46436,
            -429502,
            -217492,
            -429502
        ],
        [
            44,
            49,
            39,
            44,
            49,
            39
        ],
        [
            30,
            34,
            25,
            30,
            34,
            25
        ],
        [
            116,
            123,
            108,
            116,
            123,
            108
        ],
        [
            2605,
            1446,
            1159,
            2605,
            1446,
            1159
        ],
        [
            18.947873,
            114.947873,
            18.947873,
            18.947873,
            114.947873,
            18.947873
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161215,
            721023,
            -56717,
            -163243,
            737082,
            470520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2864,
    "evaluation_days": 1432,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1647259200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222696255,
    "expiration_time": 1763895744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 250,
            "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)