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Trade: ENJ/USDT/480/VWMA/HILO/5599

Strategy
ENJ/USDT/480/VWMA/HILO/5599
Pair
ENJ_USDT
Interval
8h
Score
564135
Daily Profit
0.385668
Profit Factor
2.674527
Profitability
55.045872
Streak
0.000000
Best Strategy
Training Data Length
2366.670000
Evaluation Time
2025-10-09 16:19
Expiration Time
2025-12-19 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 912750.0595 760937.4002 151812.6594 2791675.023 15967.0995 2775707.9235
Total P&L (%) 912.7501 760.9374 151.8127 2791.675 15.9671 2775.7079
Avg Daily Profit (%) 0.3857 0.3215 0.0641 0.1423 0.0063 0.142
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96996 -45390 -126192 -2098495 -1451064 -647431
Profit Factor 2.6745 4.0564 1.5127 1.5258 1.0049 2.3375
Total Trades 109 55 54 109 55 54
Winning Trades 60 29 31 60 29 31
Losing Trades 49 26 23 49 26 23
Profitability (%) 55.0459 52.7273 57.4074 55.0459 52.7273 57.4074
Ratio Avg Win / Avg Loss 2.1842 3.6368 1.1223 1.2461 0.901 1.7342
Largest Winning Trade 569698 569698 61385 1718627 642361 1718627
Largest Losing Trade -47871 -24704 -47871 -796154 -796154 -488271
Avg Bars in Trades 59 39 80 59 39 80
Avg Bars in Winners 82 54 108 82 54 108
Avg Bars in Losers 31 23 41 31 23 41
Bars Traded 6509 2171 4338 6509 2171 4338
Profit Streak 0 0 58.8888 0 0 58.8888
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 564135 -163522 -284429 -302 -590503 -177106
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7100,
    "evaluation_days": 2366.67,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560672000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760015995296,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            912750.0595239208,
            760937.40015068,
            151812.6593732405,
            2791675.0229926594,
            15967.0994692255,
            2775707.9235234335
        ],
        [
            912.75006,
            760.9374,
            151.812659,
            2791.675023,
            15.967099,
            2775.707924
        ],
        [
            0.385668,
            0.321522,
            0.064146,
            0.14226,
            0.006259,
            0.142025
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96996,
            -45390,
            -126192,
            -2098495,
            -1451064,
            -647431
        ],
        [
            2.674527,
            4.05642,
            1.51268,
            1.525801,
            1.004937,
            2.337463
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            55.045872,
            52.727273,
            57.407407,
            55.045872,
            52.727273,
            57.407407
        ],
        [
            2.184197,
            3.636791,
            1.122311,
            1.246071,
            0.900978,
            1.734247
        ],
        [
            569698,
            569698,
            61385,
            1718627,
            642361,
            1718627
        ],
        [
            -47871,
            -24704,
            -47871,
            -796154,
            -796154,
            -488271
        ],
        [
            59,
            39,
            80,
            59,
            39,
            80
        ],
        [
            82,
            54,
            108,
            82,
            54,
            108
        ],
        [
            31,
            23,
            41,
            31,
            23,
            41
        ],
        [
            6509,
            2171,
            4338,
            6509,
            2171,
            4338
        ],
        [
            0,
            0,
            58.888834,
            0,
            0,
            58.888834
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            564135,
            -163522,
            -284429,
            -302,
            -590503,
            -177106
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7100,
    "evaluation_days": 2366.67,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560672000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760015995296,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)