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Trade: ENJ/USDT/120/SSF/HMA/5793

Strategy
ENJ/USDT/120/SSF/HMA/5793
Pair
ENJ_USDT
Interval
2h
Score
321085
Daily Profit
0.335688
Profit Factor
1.853532
Profitability
39.285714
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 14:42
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 699071.1898 551875.4456 147195.7442 1528386.9471 -357360.6127 1885747.5599
Total P&L (%) 699.0712 551.8754 147.1957 1528.3869 -357.3606 1885.7476
Avg Daily Profit (%) 0.3357 0.265 0.0707 0.1341 0 0.1436
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109082 -75289 -163673 -1739866 -1815826 -754983
Profit Factor 1.8535 2.5064 1.3252 1.2774 0.8874 1.8076
Total Trades 140 70 70 140 70 70
Winning Trades 55 23 32 55 23 32
Losing Trades 85 47 38 85 47 38
Profitability (%) 39.2857 32.8571 45.7143 39.2857 32.8571 45.7143
Ratio Avg Win / Avg Loss 2.8645 5.1218 1.5736 1.9742 1.8134 2.1465
Largest Winning Trade 226416 226416 67836 1062469 1062469 726834
Largest Losing Trade -39948 -20265 -39948 -553052 -530651 -553052
Avg Bars in Trades 175 154 195 175 154 195
Avg Bars in Winners 301 290 309 301 290 309
Avg Bars in Losers 93 87 100 93 87 100
Bars Traded 24504 10797 13707 24504 10797 13707
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 321085 -87753 -193339 -16365 -679125 -93602

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758800570050,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "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": [
        [
            699071.1898075881,
            551875.4455759599,
            147195.7442316283,
            1528386.9471441256,
            -357360.6127403023,
            1885747.5598844285
        ],
        [
            699.07119,
            551.875446,
            147.195744,
            1528.386947,
            -357.360613,
            1885.74756
        ],
        [
            0.335688,
            0.265006,
            0.070682,
            0.134072,
            0,
            0.143612
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109082,
            -75289,
            -163673,
            -1739866,
            -1815826,
            -754983
        ],
        [
            1.853532,
            2.506428,
            1.32516,
            1.277422,
            0.887418,
            1.807595
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            39.285714,
            32.857143,
            45.714286,
            39.285714,
            32.857143,
            45.714286
        ],
        [
            2.864549,
            5.121832,
            1.573628,
            1.974198,
            1.813419,
            2.146519
        ],
        [
            226416,
            226416,
            67836,
            1062469,
            1062469,
            726834
        ],
        [
            -39948,
            -20265,
            -39948,
            -553052,
            -530651,
            -553052
        ],
        [
            175,
            154,
            195,
            175,
            154,
            195
        ],
        [
            301,
            290,
            309,
            301,
            290,
            309
        ],
        [
            93,
            87,
            100,
            93,
            87,
            100
        ],
        [
            24504,
            10797,
            13707,
            24504,
            10797,
            13707
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321085,
            -87753,
            -193339,
            -16365,
            -679125,
            -93602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758800570050,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "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)