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Trade: ENJ/USDT/720/SINWMA/HILO/4905

Strategy
ENJ/USDT/720/SINWMA/HILO/4905
Pair
ENJ_USDT
Interval
12h
Score
475560
Daily Profit
0.233069
Profit Factor
3.211008
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-10-02 16:13
Expiration Time
2025-12-12 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421109.6216 550042.4665 -128932.8449 -137300.2057 -14361.1179 -122939.0878
Total P&L (%) 421.1096 550.0425 -128.9328 -137.3002 -14.3611 -122.9391
Avg Daily Profit (%) 0.1784 0.2331 -0.0546 0 -0.0066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -308532 -87585 -316691 -209576 -71013 -157176
Profit Factor 1.6149 3.211 0.7043 0.577 0.8665 0.4335
Total Trades 63 32 31 63 32 31
Winning Trades 31 15 16 30 15 15
Losing Trades 32 17 15 33 17 16
Profitability (%) 49.2063 46.875 51.6129 47.619 46.875 48.3871
Ratio Avg Win / Avg Loss 1.667 3.6391 0.6603 0.6347 0.9821 0.4624
Largest Winning Trade 608788 608788 57107 21526 16007 21526
Largest Losing Trade -157581 -45566 -157581 -77171 -27702 -77171
Avg Bars in Trades 66 52 82 66 52 82
Avg Bars in Winners 92 62 120 35 35 36
Avg Bars in Losers 42 43 41 95 66 125
Bars Traded 4220 1665 2555 4220 1665 2555
Profit Streak 0 0 0 126.0511 133.5511 126.0511
Trades During Streak 0 0 0 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140814 475560 -580608 -731284 -580641 -580486
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410818984,
    "expiration_time": 1765523520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            421109.6216052084,
            550042.4665237458,
            -128932.8449185371,
            -137300.2057245107,
            -14361.117929507,
            -122939.0877950037
        ],
        [
            421.109622,
            550.042467,
            -128.932845,
            -137.300206,
            -14.361118,
            -122.939088
        ],
        [
            0.178436,
            0.233069,
            -0.054633,
            0,
            -0.006569,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -308532,
            -87585,
            -316691,
            -209576,
            -71013,
            -157176
        ],
        [
            1.614943,
            3.211008,
            0.704296,
            0.577039,
            0.866546,
            0.433475
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            31,
            15,
            16,
            30,
            15,
            15
        ],
        [
            32,
            17,
            15,
            33,
            17,
            16
        ],
        [
            49.206349,
            46.875,
            51.612903,
            47.619048,
            46.875,
            48.387097
        ],
        [
            1.667038,
            3.639142,
            0.660278,
            0.634743,
            0.982086,
            0.462373
        ],
        [
            608788,
            608788,
            57107,
            21526,
            16007,
            21526
        ],
        [
            -157581,
            -45566,
            -157581,
            -77171,
            -27702,
            -77171
        ],
        [
            66,
            52,
            82,
            66,
            52,
            82
        ],
        [
            92,
            62,
            120,
            35,
            35,
            36
        ],
        [
            42,
            43,
            41,
            95,
            66,
            125
        ],
        [
            4220,
            1665,
            2555,
            4220,
            1665,
            2555
        ],
        [
            0,
            0,
            0,
            126.051146,
            133.551146,
            126.051146
        ],
        [
            0,
            0,
            0,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140814,
            475560,
            -580608,
            -731284,
            -580641,
            -580486
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410818984,
    "expiration_time": 1765523520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)