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Trade: ENJ/USDT/120/KCL/WMA/6208

Strategy
ENJ/USDT/120/KCL/WMA/6208
Pair
ENJ_USDT
Interval
2h
Score
308595
Daily Profit
0.296356
Profit Factor
2.641714
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 23:11
Expiration Time
2025-12-24 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 579937.878 617407.5305 -37469.6525 -69793.5199 605260.4992 -675054.0191
Total P&L (%) 579.9379 617.4075 -37.4697 -69.7935 605.2605 -675.054
Avg Daily Profit (%) 0.2784 0.2964 -0.018 -0.0574 0.0938 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -301440 -167048 -206966 -997714 -331579 -738109
Profit Factor 1.8675 2.6417 0.8719 0.944 2.2712 0.1228
Total Trades 67 33 34 67 33 34
Winning Trades 30 12 18 30 12 18
Losing Trades 37 21 16 37 21 16
Profitability (%) 44.7761 36.3636 52.9412 44.7761 36.3636 52.9412
Ratio Avg Win / Avg Loss 2.3033 4.623 0.775 1.1642 3.9746 0.1092
Largest Winning Trade 701912 701912 63271 886584 886584 19069
Largest Losing Trade -49032 -36267 -49032 -318158 -251960 -318158
Avg Bars in Trades 365 506 229 365 506 229
Avg Bars in Winners 504 822 291 504 822 291
Avg Bars in Losers 253 325 158 253 325 158
Bars Traded 24493 16706 7787 24493 16706 7787
Profit Streak 9.8414 0 58.258 9.8414 0 58.258
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110392 308595 -579853 -701756 -68317 -579853
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580054400000,
    "first_datapoint_time": 1581602400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760127094483,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 216,
            "offset": 139,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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": [
        [
            579937.8780384652,
            617407.5305344628,
            -37469.6524959976,
            -69793.5199095471,
            605260.4991556904,
            -675054.0190652375
        ],
        [
            579.937878,
            617.407531,
            -37.469652,
            -69.79352,
            605.260499,
            -675.054019
        ],
        [
            0.278371,
            0.296356,
            -0.017985,
            -0.057445,
            0.093807,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -301440,
            -167048,
            -206966,
            -997714,
            -331579,
            -738109
        ],
        [
            1.867537,
            2.641714,
            0.87186,
            0.943974,
            2.271174,
            0.122845
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            44.776119,
            36.363636,
            52.941176,
            44.776119,
            36.363636,
            52.941176
        ],
        [
            2.303296,
            4.622999,
            0.774987,
            1.164235,
            3.974555,
            0.109195
        ],
        [
            701912,
            701912,
            63271,
            886584,
            886584,
            19069
        ],
        [
            -49032,
            -36267,
            -49032,
            -318158,
            -251960,
            -318158
        ],
        [
            365,
            506,
            229,
            365,
            506,
            229
        ],
        [
            504,
            822,
            291,
            504,
            822,
            291
        ],
        [
            253,
            325,
            158,
            253,
            325,
            158
        ],
        [
            24493,
            16706,
            7787,
            24493,
            16706,
            7787
        ],
        [
            9.841371,
            0,
            58.258038,
            9.841371,
            0,
            58.258038
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110392,
            308595,
            -579853,
            -701756,
            -68317,
            -579853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580054400000,
    "first_datapoint_time": 1581602400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760127094483,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 216,
            "offset": 139,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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)