← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ENS/USDT/360/VWAP/KCU/8194

Strategy
ENS/USDT/360/VWAP/KCU/8194
Pair
ENS_USDT
Interval
6h
Score
433428
Daily Profit
0.182924
Profit Factor
1.663473
Profitability
77.876106
Streak
0.000000
Best Strategy
Training Data Length
1422.000000
Evaluation Time
2025-10-02 07:36
Expiration Time
2025-11-13 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260117.2915 206498.3804 53618.9111 238742.9435 497687.5607 -258944.6172
Total P&L (%) 260.1173 206.4984 53.6189 238.7429 497.6876 -258.9446
Avg Daily Profit (%) 0.1829 0.1452 0.0377 0.0858 0.1258 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106687 -57592 -60633 -645286 -196509 -489336
Profit Factor 1.6635 1.9466 1.3083 1.1423 1.6606 0.7198
Total Trades 113 56 57 113 56 57
Winning Trades 88 47 41 88 47 41
Losing Trades 25 9 16 25 9 16
Profitability (%) 77.8761 83.9286 71.9298 77.8761 83.9286 71.9298
Ratio Avg Win / Avg Loss 0.4726 0.3728 0.5106 0.3245 0.318 0.2809
Largest Winning Trade 24626 24626 22380 122421 122421 60969
Largest Losing Trade -56394 -53606 -56394 -459818 -196509 -459818
Avg Bars in Trades 43 73 14 43 73 14
Avg Bars in Winners 16 24 6 16 24 6
Avg Bars in Losers 140 328 33 140 328 33
Bars Traded 4938 4133 805 4938 4133 805
Profit Streak 0 159.6922 0 0 159.6922 0
Trades During Streak 0 11 0 0 11 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433428 -172466 -322089 -139809 -198894 -757712
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5688,
    "evaluation_days": 1422,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639548000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759379804767,
    "expiration_time": 1763049024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            260117.2915045578,
            206498.3803577803,
            53618.9111467773,
            238742.9434616199,
            497687.5606591239,
            -258944.6171975045
        ],
        [
            260.117292,
            206.49838,
            53.618911,
            238.742943,
            497.687561,
            -258.944617
        ],
        [
            0.182924,
            0.145217,
            0.037707,
            0.085836,
            0.12581,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106687,
            -57592,
            -60633,
            -645286,
            -196509,
            -489336
        ],
        [
            1.663473,
            1.94662,
            1.308311,
            1.142319,
            1.660604,
            0.719798
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            88,
            47,
            41,
            88,
            47,
            41
        ],
        [
            25,
            9,
            16,
            25,
            9,
            16
        ],
        [
            77.876106,
            83.928571,
            71.929825,
            77.876106,
            83.928571,
            71.929825
        ],
        [
            0.472577,
            0.372757,
            0.510561,
            0.324522,
            0.317988,
            0.280897
        ],
        [
            24626,
            24626,
            22380,
            122421,
            122421,
            60969
        ],
        [
            -56394,
            -53606,
            -56394,
            -459818,
            -196509,
            -459818
        ],
        [
            43,
            73,
            14,
            43,
            73,
            14
        ],
        [
            16,
            24,
            6,
            16,
            24,
            6
        ],
        [
            140,
            328,
            33,
            140,
            328,
            33
        ],
        [
            4938,
            4133,
            805,
            4938,
            4133,
            805
        ],
        [
            0,
            159.692185,
            0,
            0,
            159.692185,
            0
        ],
        [
            0,
            11,
            0,
            0,
            11,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433428,
            -172466,
            -322089,
            -139809,
            -198894,
            -757712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5688,
    "evaluation_days": 1422,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639548000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759379804767,
    "expiration_time": 1763049024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)