← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ENJ/USDT/720/VWMA/HILO/5233

Strategy
ENJ/USDT/720/VWMA/HILO/5233
Pair
ENJ_USDT
Interval
12h
Score
444154
Daily Profit
0.221354
Profit Factor
1.713255
Profitability
62.809917
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 524055.1707 447686.6042 76368.5665 -7915788.0766 400719.4359 -8316507.5124
Total P&L (%) 524.0552 447.6866 76.3686 -7915.7881 400.7194 -8316.5075
Avg Daily Profit (%) 0.2214 0.1891 0.0323 0 0.0681 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214799 -46483 -220868 -8967381 -3154864 -8387990
Profit Factor 1.7133 2.7642 1.1588 0.7357 1.0356 0.5553
Total Trades 121 61 60 121 61 60
Winning Trades 76 35 41 57 29 28
Losing Trades 45 26 19 64 32 32
Profitability (%) 62.8099 57.377 68.3333 47.1074 47.541 46.6667
Ratio Avg Win / Avg Loss 1.0144 2.0534 0.537 0.826 1.1428 0.6346
Largest Winning Trade 179454 179454 68523 4061368 1794715 4061368
Largest Losing Trade -209324 -27396 -209324 -2606328 -2306590 -2606328
Avg Bars in Trades 38 24 52 38 24 52
Avg Bars in Winners 46 26 62 29 24 34
Avg Bars in Losers 24 21 29 45 23 68
Bars Traded 4617 1474 3143 4617 1474 3143
Profit Streak 0 0 321.2781 20.7781 21.7781 0
Trades During Streak 0 0 6 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444154 -147643 -362732 -581029 -445187 -751254
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": 1559044800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078429285,
    "expiration_time": 1766190960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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": [
        [
            524055.1707144383,
            447686.6042338514,
            76368.5664805869,
            -7915788.076572375,
            400719.4358565797,
            -8316507.5124289505
        ],
        [
            524.055171,
            447.686604,
            76.368566,
            -7915.788077,
            400.719436,
            -8316.507512
        ],
        [
            0.221354,
            0.189097,
            0.032257,
            0,
            0.068064,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214799,
            -46483,
            -220868,
            -8967381,
            -3154864,
            -8387990
        ],
        [
            1.713255,
            2.764226,
            1.158777,
            0.735657,
            1.035639,
            0.555295
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            76,
            35,
            41,
            57,
            29,
            28
        ],
        [
            45,
            26,
            19,
            64,
            32,
            32
        ],
        [
            62.809917,
            57.377049,
            68.333333,
            47.107438,
            47.540984,
            46.666667
        ],
        [
            1.014427,
            2.053425,
            0.536994,
            0.826001,
            1.142774,
            0.634623
        ],
        [
            179454,
            179454,
            68523,
            4061368,
            1794715,
            4061368
        ],
        [
            -209324,
            -27396,
            -209324,
            -2606328,
            -2306590,
            -2606328
        ],
        [
            38,
            24,
            52,
            38,
            24,
            52
        ],
        [
            46,
            26,
            62,
            29,
            24,
            34
        ],
        [
            24,
            21,
            29,
            45,
            23,
            68
        ],
        [
            4617,
            1474,
            3143,
            4617,
            1474,
            3143
        ],
        [
            0,
            0,
            321.278117,
            20.778117,
            21.778117,
            0
        ],
        [
            0,
            0,
            6,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444154,
            -147643,
            -362732,
            -581029,
            -445187,
            -751254
        ]
    ]
}
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": 1559044800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078429285,
    "expiration_time": 1766190960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 82,
            "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)