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Trade: ENJ/USDT/360/SSF/SMA/2581

Strategy
ENJ/USDT/360/SSF/SMA/2581
Pair
ENJ_USDT
Interval
6h
Score
447733
Daily Profit
0.642289
Profit Factor
2.814986
Profitability
37.037037
Streak
0.000000
Best Strategy
Training Data Length
2351.500000
Evaluation Time
2025-09-27 00:43
Expiration Time
2025-12-04 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1510342.6344 1418771.297 91571.3374 325457.2232 11442.6073 314014.6159
Total P&L (%) 1510.3426 1418.7713 91.5713 325.4572 11.4426 314.0146
Avg Daily Profit (%) 0.6423 0.6033 0.0389 0.0616 0.0046 0.0604
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117166 -137977 -119197 -788695 -952966 -411020
Profit Factor 2.815 4.1571 1.2392 1.0894 1.0053 1.2125
Total Trades 108 54 54 108 54 54
Winning Trades 40 15 25 40 15 25
Losing Trades 68 39 29 68 39 29
Profitability (%) 37.037 27.7778 46.2963 37.037 27.7778 46.2963
Ratio Avg Win / Avg Loss 4.7855 10.8086 1.4375 1.852 2.6138 1.4064
Largest Winning Trade 1346366 1346366 67320 932401 932401 417217
Largest Losing Trade -43744 -28069 -43744 -313015 -195285 -313015
Avg Bars in Trades 85 74 96 85 74 96
Avg Bars in Winners 158 157 159 158 157 159
Avg Bars in Losers 42 42 42 42 42 42
Bars Traded 9246 4025 5221 9246 4025 5221
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 447733 -179243 -322666 -236516 -719061 -294171
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1555869600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922993976,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 16,
            "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": [
        [
            1510342.6343773527,
            1418771.2970101815,
            91571.3373671719,
            325457.2232169848,
            11442.6072781099,
            314014.6159388748
        ],
        [
            1510.342634,
            1418.771297,
            91.571337,
            325.457223,
            11.442607,
            314.014616
        ],
        [
            0.642289,
            0.603347,
            0.038942,
            0.061596,
            0.004607,
            0.060436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117166,
            -137977,
            -119197,
            -788695,
            -952966,
            -411020
        ],
        [
            2.814986,
            4.157139,
            1.239236,
            1.089393,
            1.005291,
            1.212455
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            40,
            15,
            25,
            40,
            15,
            25
        ],
        [
            68,
            39,
            29,
            68,
            39,
            29
        ],
        [
            37.037037,
            27.777778,
            46.296296,
            37.037037,
            27.777778,
            46.296296
        ],
        [
            4.785475,
            10.808561,
            1.437513,
            1.851968,
            2.613756,
            1.406448
        ],
        [
            1346366,
            1346366,
            67320,
            932401,
            932401,
            417217
        ],
        [
            -43744,
            -28069,
            -43744,
            -313015,
            -195285,
            -313015
        ],
        [
            85,
            74,
            96,
            85,
            74,
            96
        ],
        [
            158,
            157,
            159,
            158,
            157,
            159
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            9246,
            4025,
            5221,
            9246,
            4025,
            5221
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447733,
            -179243,
            -322666,
            -236516,
            -719061,
            -294171
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1555869600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922993976,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 16,
            "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)