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Trade: ENJ/USDT/360/ZLMA/MIDPRICE/3274

Strategy
ENJ/USDT/360/ZLMA/MIDPRICE/3274
Pair
ENJ_USDT
Interval
6h
Score
592081
Daily Profit
0.722640
Profit Factor
6.195382
Profitability
38.095238
Streak
0.000000
Best Strategy
Training Data Length
2358.750000
Evaluation Time
2025-10-02 04:11
Expiration Time
2025-12-11 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1651245.6334 1704526.8811 -53281.2477 -422661.7062 81559.7969 -504221.503
Total P&L (%) 1651.2456 1704.5269 -53.2812 -422.6617 81.5598 -504.2215
Avg Daily Profit (%) 0.7001 0.7226 -0.0226 0 0.0253 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -274122 -145054 -221640 -1450486 -1056733 -720701
Profit Factor 3.2332 6.1954 0.8705 0.8837 1.054 0.7627
Total Trades 83 42 41 83 42 41
Winning Trades 35 16 19 44 23 21
Losing Trades 48 26 22 39 19 20
Profitability (%) 42.1687 38.0952 46.3415 53.012 54.7619 51.2195
Ratio Avg Win / Avg Loss 4.4341 10.0675 1.0079 0.7833 0.8707 0.7264
Largest Winning Trade 1872294 1872294 55350 554421 338276 554421
Largest Losing Trade -196357 -54738 -196357 -867103 -867103 -386814
Avg Bars in Trades 110 94 126 110 94 126
Avg Bars in Winners 169 140 194 78 71 86
Avg Bars in Losers 67 66 67 146 123 168
Bars Traded 9172 3982 5190 9172 3982 5190
Profit Streak 0 0 0 66.3 66.3 139.8
Trades During Streak 0 0 0 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510070 592081 -580498 -580228 -320263 -579232
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9435,
    "evaluation_days": 2358.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560060000000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759367519163,
    "expiration_time": 1765455480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 23,
            "offset": 186
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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": [
        [
            1651245.6334163777,
            1704526.881117168,
            -53281.24770079,
            -422661.7061753775,
            81559.79685566,
            -504221.5030310371
        ],
        [
            1651.245633,
            1704.526881,
            -53.281248,
            -422.661706,
            81.559797,
            -504.221503
        ],
        [
            0.700051,
            0.72264,
            -0.022589,
            0,
            0.025288,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -274122,
            -145054,
            -221640,
            -1450486,
            -1056733,
            -720701
        ],
        [
            3.233178,
            6.195382,
            0.870466,
            0.88374,
            1.053989,
            0.762699
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            35,
            16,
            19,
            44,
            23,
            21
        ],
        [
            48,
            26,
            22,
            39,
            19,
            20
        ],
        [
            42.168675,
            38.095238,
            46.341463,
            53.012048,
            54.761905,
            51.219512
        ],
        [
            4.434073,
            10.067496,
            1.007908,
            0.783315,
            0.870687,
            0.72638
        ],
        [
            1872294,
            1872294,
            55350,
            554421,
            338276,
            554421
        ],
        [
            -196357,
            -54738,
            -196357,
            -867103,
            -867103,
            -386814
        ],
        [
            110,
            94,
            126,
            110,
            94,
            126
        ],
        [
            169,
            140,
            194,
            78,
            71,
            86
        ],
        [
            67,
            66,
            67,
            146,
            123,
            168
        ],
        [
            9172,
            3982,
            5190,
            9172,
            3982,
            5190
        ],
        [
            0,
            0,
            0,
            66.29999,
            66.29999,
            139.79999
        ],
        [
            0,
            0,
            0,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510070,
            592081,
            -580498,
            -580228,
            -320263,
            -579232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9435,
    "evaluation_days": 2358.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560060000000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759367519163,
    "expiration_time": 1765455480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 23,
            "offset": 186
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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)