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Trade: ENJ/USDT/120/OHLC4/ZLMA/2020

Strategy
ENJ/USDT/120/OHLC4/ZLMA/2020
Pair
ENJ_USDT
Interval
2h
Score
570937
Daily Profit
0.177868
Profit Factor
1.326371
Profitability
56.977141
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-13 02:33
Expiration Time
2025-12-27 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -327114.3006 -2141.4602 -324972.8405 -99948.663 3953971.9706 -4053920.6337
Total P&L (%) -327.1143 -2.1415 -324.9728 -99.9487 3953.972 -4053.9206
Avg Daily Profit (%) -0.157 -0.001 -0.156 -0.3629 0.1779 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -830973 -498275 -432650 -4256076 -2102675 -4438984
Profit Factor 0.9532 0.9994 0.909 0.9965 1.3264 0.7508
Total Trades 5861 2931 2930 5861 2931 2930
Winning Trades 3301 1670 1631 3301 1670 1631
Losing Trades 2560 1261 1299 2560 1261 1299
Profitability (%) 56.3214 56.9771 55.6655 56.3214 56.9771 55.6655
Ratio Avg Win / Avg Loss 0.7392 0.7546 0.724 0.7728 1.0015 0.598
Largest Winning Trade 28224 23889 28224 571565 571565 459288
Largest Losing Trade -41451 -28190 -41451 -984513 -483888 -984513
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 2 2 2 2 2 2
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 24966 12381 12584 24966 12381 12584
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 -572541 -573012 -573182 -572541 570937 -573182
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580241600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760312030761,
    "expiration_time": 1766786400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "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": [
        [
            -327114.3006148119,
            -2141.4601621273,
            -324972.8404526832,
            -99948.6630353614,
            3953971.9706271687,
            -4053920.633662512
        ],
        [
            -327.114301,
            -2.14146,
            -324.97284,
            -99.948663,
            3953.971971,
            -4053.920634
        ],
        [
            -0.157015,
            -0.001028,
            -0.155987,
            -0.362917,
            0.177868,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -830973,
            -498275,
            -432650,
            -4256076,
            -2102675,
            -4438984
        ],
        [
            0.953222,
            0.999374,
            0.909025,
            0.996479,
            1.326371,
            0.750846
        ],
        [
            5861,
            2931,
            2930,
            5861,
            2931,
            2930
        ],
        [
            3301,
            1670,
            1631,
            3301,
            1670,
            1631
        ],
        [
            2560,
            1261,
            1299,
            2560,
            1261,
            1299
        ],
        [
            56.321447,
            56.977141,
            55.665529,
            56.321447,
            56.977141,
            55.665529
        ],
        [
            0.739245,
            0.754617,
            0.723988,
            0.772792,
            1.001529,
            0.598007
        ],
        [
            28224,
            23889,
            28224,
            571565,
            571565,
            459288
        ],
        [
            -41451,
            -28190,
            -41451,
            -984513,
            -483888,
            -984513
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            24966,
            12381,
            12584,
            24966,
            12381,
            12584
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -572541,
            -573012,
            -573182,
            -572541,
            570937,
            -573182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580241600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1760306400000,
    "evaluation_time": 1760312030761,
    "expiration_time": 1766786400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "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)