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Trade: ENJ/USDT/720/PWMA/VWMA/8771

Strategy
ENJ/USDT/720/PWMA/VWMA/8771
Pair
ENJ_USDT
Interval
12h
Score
503325
Daily Profit
0.265168
Profit Factor
3.167724
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
2364.000000
Evaluation Time
2025-10-06 20:17
Expiration Time
2025-12-16 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 741043.6381 626857.7913 114185.8469 593969.1 -1153500.1329 1747469.2329
Total P&L (%) 741.0436 626.8578 114.1858 593.9691 -1153.5001 1747.4692
Avg Daily Profit (%) 0.3135 0.2652 0.0483 0.082 0 0.1234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91748 -88724 -111261 -2268702 -2229789 -566911
Profit Factor 2.3236 3.1677 1.4218 1.1164 0.7057 2.4752
Total Trades 63 31 32 63 31 32
Winning Trades 36 15 21 36 15 21
Losing Trades 27 16 11 27 16 11
Profitability (%) 57.1429 48.3871 65.625 57.1429 48.3871 65.625
Ratio Avg Win / Avg Loss 1.7427 3.3789 0.7448 0.8373 0.7527 1.2965
Largest Winning Trade 213634 213634 52685 943976 943976 763263
Largest Losing Trade -80790 -61942 -80790 -1015941 -1015941 -566911
Avg Bars in Trades 68 94 44 68 94 44
Avg Bars in Winners 54 64 46 54 64 46
Avg Bars in Losers 88 122 39 88 122 39
Bars Traded 4343 2935 1408 4343 2935 1408
Profit Streak 34.2204 0 43.2204 34.2204 0 43.2204
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136099 503325 -126696 -326792 -581445 -21647
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562414400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759771039656,
    "expiration_time": 1765879488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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": [
        [
            741043.6381441959,
            626857.7912895242,
            114185.8468546719,
            593969.1000133315,
            -1153500.1329038388,
            1747469.23291717
        ],
        [
            741.043638,
            626.857791,
            114.185847,
            593.9691,
            -1153.500133,
            1747.469233
        ],
        [
            0.31347,
            0.265168,
            0.048302,
            0.081982,
            0,
            0.123443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91748,
            -88724,
            -111261,
            -2268702,
            -2229789,
            -566911
        ],
        [
            2.323604,
            3.167724,
            1.421832,
            1.116376,
            0.705685,
            2.475161
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            57.142857,
            48.387097,
            65.625,
            57.142857,
            48.387097,
            65.625
        ],
        [
            1.742703,
            3.378906,
            0.744769,
            0.837282,
            0.75273,
            1.296513
        ],
        [
            213634,
            213634,
            52685,
            943976,
            943976,
            763263
        ],
        [
            -80790,
            -61942,
            -80790,
            -1015941,
            -1015941,
            -566911
        ],
        [
            68,
            94,
            44,
            68,
            94,
            44
        ],
        [
            54,
            64,
            46,
            54,
            64,
            46
        ],
        [
            88,
            122,
            39,
            88,
            122,
            39
        ],
        [
            4343,
            2935,
            1408,
            4343,
            2935,
            1408
        ],
        [
            34.220366,
            0,
            43.220366,
            34.220366,
            0,
            43.220366
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136099,
            503325,
            -126696,
            -326792,
            -581445,
            -21647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562414400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759771039656,
    "expiration_time": 1765879488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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)