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Trade: ENJ/USDT/720/SINWMA/HILO/9451

Strategy
ENJ/USDT/720/SINWMA/HILO/9451
Pair
ENJ_USDT
Interval
12h
Score
585457
Daily Profit
0.552383
Profit Factor
5.901437
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-10-02 10:31
Expiration Time
2025-12-11 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1408725.0765 1303347.1316 105377.9449 -20959.1584 -64481.1683 43522.0099
Total P&L (%) 1408.7251 1303.3471 105.3779 -20.9592 -64.4812 43.522
Avg Daily Profit (%) 0.597 0.5524 0.0447 -0.01 -0.0439 0.0153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224386 -52466 -173520 -145899 -47933 -89143
Profit Factor 3.3301 5.9014 1.3112 0.9371 0.5965 1.2514
Total Trades 72 36 36 72 36 36
Winning Trades 37 15 22 37 15 22
Losing Trades 35 21 14 35 21 14
Profitability (%) 51.3889 41.6667 61.1111 51.3889 41.6667 61.1111
Ratio Avg Win / Avg Loss 3.1501 8.262 0.8344 0.8864 0.8351 0.7963
Largest Winning Trade 1259515 1259515 63870 46976 20709 46976
Largest Losing Trade -96800 -31140 -96800 -60786 -41230 -60786
Avg Bars in Trades 63 48 78 63 48 78
Avg Bars in Winners 93 75 106 93 75 106
Avg Bars in Losers 31 29 34 31 29 34
Bars Traded 4578 1752 2826 4578 1752 2826
Profit Streak 0 0 78.3138 0 0 78.3138
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65799 585457 -131965 -664375 -584020 -173367
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4719,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560470400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390313426,
    "expiration_time": 1765479024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 115,
            "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": [
        [
            1408725.0765180523,
            1303347.1316274875,
            105377.9448905653,
            -20959.1584166337,
            -64481.1683045134,
            43522.0098878797
        ],
        [
            1408.725077,
            1303.347132,
            105.377945,
            -20.959158,
            -64.481168,
            43.52201
        ],
        [
            0.597044,
            0.552383,
            0.044661,
            -0.009968,
            -0.04386,
            0.015315
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224386,
            -52466,
            -173520,
            -145899,
            -47933,
            -89143
        ],
        [
            3.330092,
            5.901437,
            1.311154,
            0.937051,
            0.596521,
            1.251368
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            51.388889,
            41.666667,
            61.111111,
            51.388889,
            41.666667,
            61.111111
        ],
        [
            3.150087,
            8.262012,
            0.834371,
            0.886399,
            0.835129,
            0.796325
        ],
        [
            1259515,
            1259515,
            63870,
            46976,
            20709,
            46976
        ],
        [
            -96800,
            -31140,
            -96800,
            -60786,
            -41230,
            -60786
        ],
        [
            63,
            48,
            78,
            63,
            48,
            78
        ],
        [
            93,
            75,
            106,
            93,
            75,
            106
        ],
        [
            31,
            29,
            34,
            31,
            29,
            34
        ],
        [
            4578,
            1752,
            2826,
            4578,
            1752,
            2826
        ],
        [
            0,
            0,
            78.313813,
            0,
            0,
            78.313813
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65799,
            585457,
            -131965,
            -664375,
            -584020,
            -173367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4719,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560470400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390313426,
    "expiration_time": 1765479024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 115,
            "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)