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Trade: ENJ/USDT/360/WMA/VWMA/7792

Strategy
ENJ/USDT/360/WMA/VWMA/7792
Pair
ENJ_USDT
Interval
6h
Score
584728
Daily Profit
0.639223
Profit Factor
3.225439
Profitability
44.859813
Streak
0.000000
Best Strategy
Training Data Length
2359.250000
Evaluation Time
2025-10-02 12:53
Expiration Time
2025-12-12 02:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1508086.4072 1335421.1149 172665.2923 2394518.4824 -479692.6181 2874211.1006
Total P&L (%) 1508.0864 1335.4211 172.6653 2394.5185 -479.6926 2874.2111
Avg Daily Profit (%) 0.6392 0.566 0.0732 0.1364 0 0.1439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133314 -90527 -135908 -3467083 -1866357 -1906188
Profit Factor 3.2254 4.4786 1.5878 1.2863 0.907 1.8963
Total Trades 107 54 53 107 54 53
Winning Trades 48 19 29 48 19 29
Losing Trades 59 35 24 59 35 24
Profitability (%) 44.8598 35.1852 54.717 44.8598 35.1852 54.717
Ratio Avg Win / Avg Loss 3.9646 8.25 1.314 1.5811 1.6708 1.5694
Largest Winning Trade 1177799 1177799 70228 2318870 1505754 2318870
Largest Losing Trade -49728 -26430 -49728 -1193037 -886907 -1193037
Avg Bars in Trades 86 81 92 86 81 92
Avg Bars in Winners 136 145 130 136 145 130
Avg Bars in Losers 46 46 46 46 46 46
Bars Traded 9272 4394 4878 9272 4394 4878
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 584728 -167515 -272825 -11078 -764094 -176364
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9437,
    "evaluation_days": 2359.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558180800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759398822970,
    "expiration_time": 1765499976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 36,
            "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": [
        [
            1508086.407219395,
            1335421.1149416466,
            172665.2922777478,
            2394518.482437736,
            -479692.6181374248,
            2874211.1005751616
        ],
        [
            1508.086407,
            1335.421115,
            172.665292,
            2394.518482,
            -479.692618,
            2874.211101
        ],
        [
            0.639223,
            0.566036,
            0.073187,
            0.136436,
            0,
            0.143902
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133314,
            -90527,
            -135908,
            -3467083,
            -1866357,
            -1906188
        ],
        [
            3.225439,
            4.478594,
            1.587774,
            1.286287,
            0.90699,
            1.896334
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            48,
            19,
            29,
            48,
            19,
            29
        ],
        [
            59,
            35,
            24,
            59,
            35,
            24
        ],
        [
            44.859813,
            35.185185,
            54.716981,
            44.859813,
            35.185185,
            54.716981
        ],
        [
            3.964602,
            8.250042,
            1.31402,
            1.581061,
            1.670771,
            1.569379
        ],
        [
            1177799,
            1177799,
            70228,
            2318870,
            1505754,
            2318870
        ],
        [
            -49728,
            -26430,
            -49728,
            -1193037,
            -886907,
            -1193037
        ],
        [
            86,
            81,
            92,
            86,
            81,
            92
        ],
        [
            136,
            145,
            130,
            136,
            145,
            130
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            9272,
            4394,
            4878,
            9272,
            4394,
            4878
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            584728,
            -167515,
            -272825,
            -11078,
            -764094,
            -176364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9437,
    "evaluation_days": 2359.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558180800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759398822970,
    "expiration_time": 1765499976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 36,
            "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)