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Trade: ENJ/USDT/720/FWMA/SSF/1016

Strategy
ENJ/USDT/720/FWMA/SSF/1016
Pair
ENJ_USDT
Interval
12h
Score
528381
Daily Profit
0.159115
Profit Factor
3.388071
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-12 03:10
Expiration Time
2025-12-21 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1557273.0337 -40760.9648 -1516512.0689 -221080.2243 4222548.8615 -4443629.0858
Total P&L (%) -1557.273 -40.761 -1516.5121 -221.0802 4222.5489 -4443.6291
Avg Daily Profit (%) -0.6574 -0.0172 -0.6401 0 0.1591 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1872147 -235144 -1656303 -5320723 -1306079 -5366472
Profit Factor 0.2887 0.8946 0.1588 0.9734 3.3881 0.3221
Total Trades 82 41 41 82 41 41
Winning Trades 62 30 32 40 22 18
Losing Trades 20 11 9 42 19 23
Profitability (%) 75.6098 73.1707 78.0488 48.7805 53.6585 43.9024
Ratio Avg Win / Avg Loss 0.0931 0.328 0.0447 1.0221 2.9261 0.4115
Largest Winning Trade 64018 64018 30649 2326363 2326363 1259151
Largest Losing Trade -1563424 -66173 -1563424 -5320723 -755968 -5320723
Avg Bars in Trades 54 64 45 54 64 45
Avg Bars in Winners 22 23 22 71 84 56
Avg Bars in Losers 154 175 128 38 39 37
Bars Traded 4507 2624 1883 4507 2624 1883
Profit Streak 174.0073 174.0073 288.5073 0 0 0
Trades During Streak 13 6 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -584340 -576299 -575671 -588363 528381 -583113
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556409600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760227831776,
    "expiration_time": 1766324448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 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": [
        [
            -1557273.033669727,
            -40760.9647971582,
            -1516512.0688725684,
            -221080.2243236201,
            4222548.861458895,
            -4443629.085782512
        ],
        [
            -1557.273034,
            -40.760965,
            -1516.512069,
            -221.080224,
            4222.548861,
            -4443.629086
        ],
        [
            -0.657355,
            -0.017206,
            -0.640149,
            0,
            0.159115,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1872147,
            -235144,
            -1656303,
            -5320723,
            -1306079,
            -5366472
        ],
        [
            0.288744,
            0.894559,
            0.158845,
            0.973437,
            3.388071,
            0.322056
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            62,
            30,
            32,
            40,
            22,
            18
        ],
        [
            20,
            11,
            9,
            42,
            19,
            23
        ],
        [
            75.609756,
            73.170732,
            78.04878,
            48.780488,
            53.658537,
            43.902439
        ],
        [
            0.093143,
            0.328005,
            0.044675,
            1.022108,
            2.926061,
            0.411516
        ],
        [
            64018,
            64018,
            30649,
            2326363,
            2326363,
            1259151
        ],
        [
            -1563424,
            -66173,
            -1563424,
            -5320723,
            -755968,
            -5320723
        ],
        [
            54,
            64,
            45,
            54,
            64,
            45
        ],
        [
            22,
            23,
            22,
            71,
            84,
            56
        ],
        [
            154,
            175,
            128,
            38,
            39,
            37
        ],
        [
            4507,
            2624,
            1883,
            4507,
            2624,
            1883
        ],
        [
            174.007312,
            174.007312,
            288.507312,
            0,
            0,
            0
        ],
        [
            13,
            6,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -584340,
            -576299,
            -575671,
            -588363,
            528381,
            -583113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556409600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760227831776,
    "expiration_time": 1766324448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 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)