← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ENJ/USDT/360/WMA/DCM/2054

Strategy
ENJ/USDT/360/WMA/DCM/2054
Pair
ENJ_USDT
Interval
6h
Score
463900
Daily Profit
0.503349
Profit Factor
5.321823
Profitability
35.135135
Streak
0.000000
Best Strategy
Training Data Length
2361.750000
Evaluation Time
2025-10-05 01:19
Expiration Time
2025-12-14 16:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1315426.0483 1188783.6983 126642.35 1311870.8764 -593542.4384 1905413.3148
Total P&L (%) 1315.426 1188.7837 126.6424 1311.8709 -593.5424 1905.4133
Avg Daily Profit (%) 0.557 0.5033 0.0536 0.1122 0 0.127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85994 -74867 -129599 -2170496 -1851454 -734129
Profit Factor 3.4634 5.3218 1.4891 1.2984 0.7832 2.1492
Total Trades 73 37 36 73 37 36
Winning Trades 29 13 16 29 13 16
Losing Trades 44 24 20 44 24 20
Profitability (%) 39.726 35.1351 44.4444 39.726 35.1351 44.4444
Ratio Avg Win / Avg Loss 5.2547 9.8249 1.8614 1.9701 1.4459 2.6865
Largest Winning Trade 1124299 1124299 59580 1210803 548972 1210803
Largest Losing Trade -36319 -25800 -36319 -622626 -622626 -578838
Avg Bars in Trades 121 102 140 121 102 140
Avg Bars in Winners 213 185 236 213 185 236
Avg Bars in Losers 60 57 63 60 57 63
Bars Traded 8839 3786 5053 8839 3786 5053
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62560 463900 -121122 -121927 -584886 -21078
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9447,
    "evaluation_days": 2361.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759616348865,
    "expiration_time": 1765722456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "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": [
        [
            1315426.0483060214,
            1188783.6982975428,
            126642.3500084786,
            1311870.8764117905,
            -593542.4384296758,
            1905413.3148414649
        ],
        [
            1315.426048,
            1188.783698,
            126.64235,
            1311.870876,
            -593.542438,
            1905.413315
        ],
        [
            0.556971,
            0.503349,
            0.053622,
            0.112162,
            0,
            0.127039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85994,
            -74867,
            -129599,
            -2170496,
            -1851454,
            -734129
        ],
        [
            3.463356,
            5.321823,
            1.489095,
            1.298448,
            0.783193,
            2.14923
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            39.726027,
            35.135135,
            44.444444,
            39.726027,
            35.135135,
            44.444444
        ],
        [
            5.254747,
            9.824904,
            1.861368,
            1.970059,
            1.445895,
            2.686538
        ],
        [
            1124299,
            1124299,
            59580,
            1210803,
            548972,
            1210803
        ],
        [
            -36319,
            -25800,
            -36319,
            -622626,
            -622626,
            -578838
        ],
        [
            121,
            102,
            140,
            121,
            102,
            140
        ],
        [
            213,
            185,
            236,
            213,
            185,
            236
        ],
        [
            60,
            57,
            63,
            60,
            57,
            63
        ],
        [
            8839,
            3786,
            5053,
            8839,
            3786,
            5053
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62560,
            463900,
            -121122,
            -121927,
            -584886,
            -21078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9447,
    "evaluation_days": 2361.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759616348865,
    "expiration_time": 1765722456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "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)