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Trade: ENJ/USDT/480/VWMA/MIDPRICE/3611

Strategy
ENJ/USDT/480/VWMA/MIDPRICE/3611
Pair
ENJ_USDT
Interval
8h
Score
517988
Daily Profit
0.499720
Profit Factor
5.195752
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
2356.670000
Evaluation Time
2025-09-29 15:00
Expiration Time
2025-12-09 02:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1195560.7699 1177674.3695 17886.4004 -41883.3883 -67140.5653 25257.1771
Total P&L (%) 1195.5608 1177.6744 17.8864 -41.8834 -67.1406 25.2572
Avg Daily Profit (%) 0.5073 0.4997 0.0076 -0.023 -0.0472 0.0096
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213538 -99346 -176792 -137557 -102603 -89998
Profit Factor 2.8358 5.1958 1.0483 0.9093 0.7142 1.1113
Total Trades 66 33 33 66 33 33
Winning Trades 30 13 17 30 13 17
Losing Trades 36 20 16 36 20 16
Profitability (%) 45.4545 39.3939 51.5152 45.4545 39.3939 51.5152
Ratio Avg Win / Avg Loss 3.4029 7.9935 0.9866 1.0912 1.0988 1.0459
Largest Winning Trade 1243294 1243294 58477 67630 67630 42913
Largest Losing Trade -80338 -38420 -80338 -39744 -39744 -36077
Avg Bars in Trades 102 86 117 102 86 117
Avg Bars in Winners 146 117 169 146 117 169
Avg Bars in Losers 65 66 63 65 66 63
Bars Traded 6748 2855 3893 6748 2855 3893
Profit Streak 0 0 315.5002 0 0 315.5002
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114467 517988 -358946 -709656 -583260 -280568
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7070,
    "evaluation_days": 2356.67,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759147217231,
    "expiration_time": 1765241280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            1195560.7699409116,
            1177674.3695046138,
            17886.4004362981,
            -41883.3882688692,
            -67140.5653466581,
            25257.177077789
        ],
        [
            1195.56077,
            1177.67437,
            17.8864,
            -41.883388,
            -67.140565,
            25.257177
        ],
        [
            0.507309,
            0.49972,
            0.00759,
            -0.023026,
            -0.047214,
            0.009556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213538,
            -99346,
            -176792,
            -137557,
            -102603,
            -89998
        ],
        [
            2.835785,
            5.195752,
            1.048267,
            0.909321,
            0.714216,
            1.111289
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            45.454545,
            39.393939,
            51.515152,
            45.454545,
            39.393939,
            51.515152
        ],
        [
            3.402941,
            7.993464,
            0.986604,
            1.091185,
            1.098794,
            1.04592
        ],
        [
            1243294,
            1243294,
            58477,
            67630,
            67630,
            42913
        ],
        [
            -80338,
            -38420,
            -80338,
            -39744,
            -39744,
            -36077
        ],
        [
            102,
            86,
            117,
            102,
            86,
            117
        ],
        [
            146,
            117,
            169,
            146,
            117,
            169
        ],
        [
            65,
            66,
            63,
            65,
            66,
            63
        ],
        [
            6748,
            2855,
            3893,
            6748,
            2855,
            3893
        ],
        [
            0,
            0,
            315.500199,
            0,
            0,
            315.500199
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114467,
            517988,
            -358946,
            -709656,
            -583260,
            -280568
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7070,
    "evaluation_days": 2356.67,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759147217231,
    "expiration_time": 1765241280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)