← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ENS/USDT/240/VWMA/SUPERTREND/6078

Strategy
ENS/USDT/240/VWMA/SUPERTREND/6078
Pair
ENS_USDT
Interval
4h
Score
393666
Daily Profit
0.213717
Profit Factor
1.261818
Profitability
53.819444
Streak
17.439940
Best Strategy
Training Data Length
1430.830000
Evaluation Time
2025-10-11 01:33
Expiration Time
2025-11-22 20:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305793.1485 231133.0728 74660.0757 116704.058 216508.9302 -99804.8722
Total P&L (%) 305.7931 231.1331 74.6601 116.7041 216.5089 -99.8049
Avg Daily Profit (%) 0.2137 0.1615 0.0522 0.0541 0.0806 -0.4351
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134016 -62468 -120653 -487793 -207429 -427011
Profit Factor 1.2618 1.3847 1.1317 1.0488 1.1792 0.9158
Total Trades 288 144 144 288 144 144
Winning Trades 155 77 78 155 77 78
Losing Trades 133 67 66 133 67 66
Profitability (%) 53.8194 53.4722 54.1667 53.8194 53.4722 54.1667
Ratio Avg Win / Avg Loss 1.0827 1.2048 0.9576 0.8999 1.026 0.7749
Largest Winning Trade 67670 67670 23243 93562 93562 69010
Largest Losing Trade -45503 -38429 -45503 -132193 -104459 -132193
Avg Bars in Trades 28 31 26 28 31 26
Avg Bars in Winners 29 31 27 29 31 27
Avg Bars in Losers 27 30 24 27 30 24
Bars Traded 8243 4489 3754 8243 4489 3754
Profit Streak 17.4399 18.7733 17.4399 17.4399 18.7733 17.4399
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393666 314342 -199392 -285930 -108016 -579564
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8585,
    "evaluation_days": 1430.83,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638676800000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760135610797,
    "expiration_time": 1763835120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 178,
            "offset": 0,
            "multiplier": 3.5262
        }
    }
}
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": [
        [
            305793.1485326979,
            231133.0728387528,
            74660.0756939452,
            116704.057993504,
            216508.9302274885,
            -99804.8722339843
        ],
        [
            305.793149,
            231.133073,
            74.660076,
            116.704058,
            216.50893,
            -99.804872
        ],
        [
            0.213717,
            0.161538,
            0.05218,
            0.054065,
            0.080558,
            -0.43511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134016,
            -62468,
            -120653,
            -487793,
            -207429,
            -427011
        ],
        [
            1.261818,
            1.384661,
            1.131656,
            1.048761,
            1.179153,
            0.915768
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            53.819444,
            53.472222,
            54.166667,
            53.819444,
            53.472222,
            54.166667
        ],
        [
            1.082721,
            1.204835,
            0.957555,
            0.899904,
            1.026016,
            0.774881
        ],
        [
            67670,
            67670,
            23243,
            93562,
            93562,
            69010
        ],
        [
            -45503,
            -38429,
            -45503,
            -132193,
            -104459,
            -132193
        ],
        [
            28,
            31,
            26,
            28,
            31,
            26
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            8243,
            4489,
            3754,
            8243,
            4489,
            3754
        ],
        [
            17.43994,
            18.773273,
            17.43994,
            17.43994,
            18.773273,
            17.43994
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393666,
            314342,
            -199392,
            -285930,
            -108016,
            -579564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8585,
    "evaluation_days": 1430.83,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638676800000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760135610797,
    "expiration_time": 1763835120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 178,
            "offset": 0,
            "multiplier": 3.5262
        }
    }
}

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)