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Trade: ENJ/USDT/120/KCL/JMA/3347

Strategy
ENJ/USDT/120/KCL/JMA/3347
Pair
ENJ_USDT
Interval
2h
Score
775087
Daily Profit
0.754034
Profit Factor
3.294327
Profitability
56.435644
Streak
101.539216
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 17:56
Expiration Time
2025-12-18 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1570901.1939 1528913.9776 41987.2163 38383.5224 -451380.8002 489764.3226
Total P&L (%) 1570.9012 1528.914 41.9872 38.3835 -451.3808 489.7643
Avg Daily Profit (%) 0.754 0.7339 0.0202 0.0156 0 0.0852
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148596 -173088 -49489 -1830156 -2103476 -82233
Profit Factor 3.2943 3.8069 1.2999 1.0087 0.8877 2.2684
Total Trades 101 50 51 101 50 51
Winning Trades 57 23 34 57 23 34
Losing Trades 44 27 17 44 27 17
Profitability (%) 56.4356 46 66.6667 56.4356 46 66.6667
Ratio Avg Win / Avg Loss 2.543 4.469 0.65 0.7787 1.0421 1.1342
Largest Winning Trade 1527505 1527505 22933 1510250 1510250 146190
Largest Losing Trade -56994 -56994 -46413 -982589 -982589 -82233
Avg Bars in Trades 235 444 31 235 444 31
Avg Bars in Winners 230 525 31 230 525 31
Avg Bars in Losers 242 375 33 242 375 33
Bars Traded 23829 22211 1618 23829 22211 1618
Profit Streak 101.5392 101.5392 167.0392 101.5392 101.5392 167.0392
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 775087 -161529 -346490 -384529 -760161 -252906
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759589788289,
    "expiration_time": 1766066400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "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": [
        [
            1570901.1938708995,
            1528913.9775888575,
            41987.2162820425,
            38383.5224160784,
            -451380.8002173204,
            489764.3226333993
        ],
        [
            1570.901194,
            1528.913978,
            41.987216,
            38.383522,
            -451.3808,
            489.764323
        ],
        [
            0.754034,
            0.73388,
            0.020154,
            0.015594,
            0,
            0.085215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148596,
            -173088,
            -49489,
            -1830156,
            -2103476,
            -82233
        ],
        [
            3.294327,
            3.806927,
            1.299917,
            1.008714,
            0.887676,
            2.268399
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            57,
            23,
            34,
            57,
            23,
            34
        ],
        [
            44,
            27,
            17,
            44,
            27,
            17
        ],
        [
            56.435644,
            46,
            66.666667,
            56.435644,
            46,
            66.666667
        ],
        [
            2.542989,
            4.469001,
            0.649958,
            0.778657,
            1.042054,
            1.1342
        ],
        [
            1527505,
            1527505,
            22933,
            1510250,
            1510250,
            146190
        ],
        [
            -56994,
            -56994,
            -46413,
            -982589,
            -982589,
            -82233
        ],
        [
            235,
            444,
            31,
            235,
            444,
            31
        ],
        [
            230,
            525,
            31,
            230,
            525,
            31
        ],
        [
            242,
            375,
            33,
            242,
            375,
            33
        ],
        [
            23829,
            22211,
            1618,
            23829,
            22211,
            1618
        ],
        [
            101.539216,
            101.539216,
            167.039216,
            101.539216,
            101.539216,
            167.039216
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            775087,
            -161529,
            -346490,
            -384529,
            -760161,
            -252906
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759589788289,
    "expiration_time": 1766066400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "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)