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Trade: ENJ/USDT/720/VWMA/SUPERTREND/4904

Strategy
ENJ/USDT/720/VWMA/SUPERTREND/4904
Pair
ENJ_USDT
Interval
12h
Score
481466
Daily Profit
0.398366
Profit Factor
4.066408
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
2367.500000
Evaluation Time
2025-10-10 09:40
Expiration Time
2025-12-20 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 885881.3152 943132.5949 -57251.2797 -75729.5428 12413.3903 -88142.9331
Total P&L (%) 885.8813 943.1326 -57.2513 -75.7295 12.4134 -88.1429
Avg Daily Profit (%) 0.3742 0.3984 -0.0242 -0.0598 0.0049 -0.09
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164647 -97230 -209271 -138685 -71756 -128325
Profit Factor 2.1487 4.0664 0.8765 0.8392 1.069 0.6972
Total Trades 78 39 39 78 39 39
Winning Trades 35 16 19 35 16 19
Losing Trades 43 23 20 43 23 20
Profitability (%) 44.8718 41.0256 48.7179 44.8718 41.0256 48.7179
Ratio Avg Win / Avg Loss 2.6398 5.8455 0.9227 1.031 1.5367 0.7338
Largest Winning Trade 1008348 1008348 55558 80375 80375 39876
Largest Losing Trade -72945 -32300 -72945 -82524 -28223 -82524
Avg Bars in Trades 56 49 63 56 49 63
Avg Bars in Winners 74 56 88 74 56 88
Avg Bars in Losers 42 45 39 42 45 39
Bars Traded 4407 1940 2467 4407 1940 2467
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27158 481466 -581255 -619883 -423852 -581255
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4735,
    "evaluation_days": 2367.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078426434,
    "expiration_time": 1766190960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 109,
            "offset": 0,
            "multiplier": 2.81407
        }
    }
}
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": [
        [
            885881.315182348,
            943132.5948660426,
            -57251.2796836941,
            -75729.5428361005,
            12413.3902669743,
            -88142.9331030748
        ],
        [
            885.881315,
            943.132595,
            -57.25128,
            -75.729543,
            12.41339,
            -88.142933
        ],
        [
            0.374184,
            0.398366,
            -0.024182,
            -0.059788,
            0.004943,
            -0.090023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164647,
            -97230,
            -209271,
            -138685,
            -71756,
            -128325
        ],
        [
            2.148678,
            4.066408,
            0.87652,
            0.839164,
            1.069039,
            0.697154
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            44.871795,
            41.025641,
            48.717949,
            44.871795,
            41.025641,
            48.717949
        ],
        [
            2.639805,
            5.845462,
            0.922653,
            1.030973,
            1.536744,
            0.733847
        ],
        [
            1008348,
            1008348,
            55558,
            80375,
            80375,
            39876
        ],
        [
            -72945,
            -32300,
            -72945,
            -82524,
            -28223,
            -82524
        ],
        [
            56,
            49,
            63,
            56,
            49,
            63
        ],
        [
            74,
            56,
            88,
            74,
            56,
            88
        ],
        [
            42,
            45,
            39,
            42,
            45,
            39
        ],
        [
            4407,
            1940,
            2467,
            4407,
            1940,
            2467
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27158,
            481466,
            -581255,
            -619883,
            -423852,
            -581255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4735,
    "evaluation_days": 2367.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078426434,
    "expiration_time": 1766190960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 109,
            "offset": 0,
            "multiplier": 2.81407
        }
    }
}

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)