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Trade: ENJ/USDT/720/BBM/PWMA/8060

Strategy
ENJ/USDT/720/BBM/PWMA/8060
Pair
ENJ_USDT
Interval
12h
Score
441345
Daily Profit
0.187499
Profit Factor
1.895227
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
2366.500000
Evaluation Time
2025-10-09 14:31
Expiration Time
2025-12-19 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1097934.6538 116298.3555 -1214233.0093 -2273847.8732 8318389.3865 -10592237.2597
Total P&L (%) -1097.9347 116.2984 -1214.233 -2273.8479 8318.3894 -10592.2373
Avg Daily Profit (%) -0.4639 0.0491 -0.5131 0 0.1875 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1368616 -163883 -1363129 -11299433 -4841019 -10600241
Profit Factor 0.393 1.3517 0.1784 0.9017 1.8952 0.2343
Total Trades 63 31 32 63 31 32
Winning Trades 39 17 22 31 20 11
Losing Trades 24 14 10 32 11 21
Profitability (%) 61.9048 54.8387 68.75 49.2063 64.5161 34.375
Ratio Avg Win / Avg Loss 0.2418 1.1131 0.0811 0.9308 1.0424 0.4474
Largest Winning Trade 79557 79557 44492 3778113 3778113 1299260
Largest Losing Trade -1363129 -58615 -1363129 -4937541 -4013813 -4937541
Avg Bars in Trades 69 77 62 69 77 62
Avg Bars in Winners 48 45 51 81 94 56
Avg Bars in Losers 103 116 85 58 46 64
Bars Traded 4384 2399 1985 4384 2399 1985
Profit Streak 109.48 109.48 270.98 0 0 0
Trades During Streak 5 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -728806 -125336 -577007 -732086 441345 -586886
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4733,
    "evaluation_days": 2366.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760009474644,
    "expiration_time": 1766101968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 2.47881
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "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": [
        [
            -1097934.653810252,
            116298.3555008012,
            -1214233.0093110532,
            -2273847.873208421,
            8318389.386468148,
            -10592237.259676568
        ],
        [
            -1097.934654,
            116.298356,
            -1214.233009,
            -2273.847873,
            8318.389386,
            -10592.23726
        ],
        [
            -0.463949,
            0.049144,
            -0.513092,
            0,
            0.187499,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1368616,
            -163883,
            -1363129,
            -11299433,
            -4841019,
            -10600241
        ],
        [
            0.392954,
            1.351657,
            0.178427,
            0.901676,
            1.895227,
            0.234338
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            39,
            17,
            22,
            31,
            20,
            11
        ],
        [
            24,
            14,
            10,
            32,
            11,
            21
        ],
        [
            61.904762,
            54.83871,
            68.75,
            49.206349,
            64.516129,
            34.375
        ],
        [
            0.241818,
            1.113129,
            0.081103,
            0.930762,
            1.042375,
            0.447372
        ],
        [
            79557,
            79557,
            44492,
            3778113,
            3778113,
            1299260
        ],
        [
            -1363129,
            -58615,
            -1363129,
            -4937541,
            -4013813,
            -4937541
        ],
        [
            69,
            77,
            62,
            69,
            77,
            62
        ],
        [
            48,
            45,
            51,
            81,
            94,
            56
        ],
        [
            103,
            116,
            85,
            58,
            46,
            64
        ],
        [
            4384,
            2399,
            1985,
            4384,
            2399,
            1985
        ],
        [
            109.48003,
            109.480031,
            270.980031,
            0,
            0,
            0
        ],
        [
            5,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -728806,
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            -577007,
            -732086,
            441345,
            -586886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4733,
    "evaluation_days": 2366.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760009474644,
    "expiration_time": 1766101968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 2.47881
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "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)