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Trade: ENS/USDT/240/VWAP/SUPERTREND/7871

Strategy
ENS/USDT/240/VWAP/SUPERTREND/7871
Pair
ENS_USDT
Interval
4h
Score
420375
Daily Profit
0.255170
Profit Factor
1.297885
Profitability
64.062500
Streak
15.148237
Best Strategy
Training Data Length
1419.330000
Evaluation Time
2025-09-29 14:33
Expiration Time
2025-11-10 23:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362169.9345 244869.3873 117300.5471 264339.3172 309340.6607 -45001.3435
Total P&L (%) 362.1699 244.8694 117.3005 264.3393 309.3407 -45.0013
Avg Daily Profit (%) 0.2552 0.1725 0.0826 0.0911 0.0993 -0.0421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82229 -79216 -112482 -309997 -223643 -369809
Profit Factor 1.2979 1.358 1.2206 1.0869 1.1919 0.9686
Total Trades 384 192 192 384 192 192
Winning Trades 246 126 120 246 126 120
Losing Trades 138 66 72 138 66 72
Profitability (%) 64.0625 65.625 62.5 64.0625 65.625 62.5
Ratio Avg Win / Avg Loss 0.7281 0.7113 0.7323 0.6097 0.6243 0.5811
Largest Winning Trade 32089 32089 20563 106084 106084 47742
Largest Losing Trade -58455 -58455 -49578 -164272 -128513 -164272
Avg Bars in Trades 21 22 20 21 22 20
Avg Bars in Winners 15 13 17 15 13 17
Avg Bars in Losers 32 39 25 32 39 25
Bars Traded 8358 4392 3966 8358 4392 3966
Profit Streak 15.1482 25.8149 15.1482 15.1482 25.8149 15.1482
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420375 340313 -81748 -192763 -68137 -577845
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8516,
    "evaluation_days": 1419.33,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1637164800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759145607697,
    "expiration_time": 1762811712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 1.9891
        }
    }
}
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": [
        [
            362169.9344552634,
            244869.3873384682,
            117300.5471167957,
            264339.3171873392,
            309340.6607312285,
            -45001.3435438894
        ],
        [
            362.169934,
            244.869387,
            117.300547,
            264.339317,
            309.340661,
            -45.001344
        ],
        [
            0.25517,
            0.172525,
            0.082645,
            0.091135,
            0.099348,
            -0.042114
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82229,
            -79216,
            -112482,
            -309997,
            -223643,
            -369809
        ],
        [
            1.297885,
            1.358006,
            1.220564,
            1.086857,
            1.191912,
            0.968563
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            246,
            126,
            120,
            246,
            126,
            120
        ],
        [
            138,
            66,
            72,
            138,
            66,
            72
        ],
        [
            64.0625,
            65.625,
            62.5,
            64.0625,
            65.625,
            62.5
        ],
        [
            0.728082,
            0.711336,
            0.732338,
            0.6097,
            0.624335,
            0.581138
        ],
        [
            32089,
            32089,
            20563,
            106084,
            106084,
            47742
        ],
        [
            -58455,
            -58455,
            -49578,
            -164272,
            -128513,
            -164272
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            15,
            13,
            17,
            15,
            13,
            17
        ],
        [
            32,
            39,
            25,
            32,
            39,
            25
        ],
        [
            8358,
            4392,
            3966,
            8358,
            4392,
            3966
        ],
        [
            15.148237,
            25.814904,
            15.148237,
            15.148237,
            25.814904,
            15.148237
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420375,
            340313,
            -81748,
            -192763,
            -68137,
            -577845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8516,
    "evaluation_days": 1419.33,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1637164800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759145607697,
    "expiration_time": 1762811712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 45,
            "offset": 0,
            "multiplier": 1.9891
        }
    }
}

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)