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Trade: ENS/USDT/480/OHLC4/VWMA/3985

Strategy
ENS/USDT/480/OHLC4/VWMA/3985
Pair
ENS_USDT
Interval
8h
Score
418317
Daily Profit
0.159614
Profit Factor
1.356608
Profitability
78.391960
Streak
15.637638
Best Strategy
Training Data Length
1423.670000
Evaluation Time
2025-10-03 18:18
Expiration Time
2025-11-15 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227236.9962 199107.6808 28129.3155 -62098.8784 195061.055 -257159.9334
Total P&L (%) 227.237 199.1077 28.1293 -62.0989 195.0611 -257.1599
Avg Daily Profit (%) 0.1596 0.1399 0.0198 -0.0681 0.076 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128328 -55341 -111735 -532178 -118663 -489899
Profit Factor 1.3566 1.731 1.0771 0.9558 1.3877 0.7148
Total Trades 199 99 100 199 99 100
Winning Trades 156 77 79 156 77 79
Losing Trades 43 22 21 43 22 21
Profitability (%) 78.392 77.7778 79 78.392 77.7778 79
Ratio Avg Win / Avg Loss 0.3739 0.4946 0.2863 0.2635 0.3965 0.19
Largest Winning Trade 33168 33168 17993 39574 39574 35154
Largest Losing Trade -86650 -55341 -86650 -489060 -93885 -489060
Avg Bars in Trades 19 23 15 19 23 15
Avg Bars in Winners 8 9 7 8 9 7
Avg Bars in Losers 61 73 48 61 73 48
Bars Traded 3959 2371 1589 3959 2371 1589
Profit Streak 15.6376 0 63.6376 15.6376 0 63.6376
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418317 -1963 -301655 -575197 -88613 -575307
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4271,
    "evaluation_days": 1423.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639065600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759504691928,
    "expiration_time": 1763168544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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": [
        [
            227236.9962275802,
            199107.680750041,
            28129.3154775393,
            -62098.8784261471,
            195061.0549869229,
            -257159.9334130703
        ],
        [
            227.236996,
            199.107681,
            28.129315,
            -62.098878,
            195.061055,
            -257.159933
        ],
        [
            0.159614,
            0.139855,
            0.019758,
            -0.068124,
            0.07603,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128328,
            -55341,
            -111735,
            -532178,
            -118663,
            -489899
        ],
        [
            1.356608,
            1.731032,
            1.077098,
            0.955795,
            1.387729,
            0.714803
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            156,
            77,
            79,
            156,
            77,
            79
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            78.39196,
            77.777778,
            79,
            78.39196,
            77.777778,
            79
        ],
        [
            0.373937,
            0.494581,
            0.286317,
            0.263456,
            0.396494,
            0.190011
        ],
        [
            33168,
            33168,
            17993,
            39574,
            39574,
            35154
        ],
        [
            -86650,
            -55341,
            -86650,
            -489060,
            -93885,
            -489060
        ],
        [
            19,
            23,
            15,
            19,
            23,
            15
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            61,
            73,
            48,
            61,
            73,
            48
        ],
        [
            3959,
            2371,
            1589,
            3959,
            2371,
            1589
        ],
        [
            15.637638,
            0,
            63.637638,
            15.637638,
            0,
            63.637638
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418317,
            -1963,
            -301655,
            -575197,
            -88613,
            -575307
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4271,
    "evaluation_days": 1423.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639065600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759504691928,
    "expiration_time": 1763168544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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)