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Trade: ENJ/USDT/720/DCM/HWMA/5948

Strategy
ENJ/USDT/720/DCM/HWMA/5948
Pair
ENJ_USDT
Interval
12h
Score
373675
Daily Profit
0.430717
Profit Factor
2.532546
Profitability
37.704918
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-25 18:25
Expiration Time
2025-12-04 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1013045.2546 800236.0093 212809.2453 6414904.5848 -463047.0239 6877951.6086
Total P&L (%) 1013.0453 800.236 212.8092 6414.9046 -463.047 6877.9516
Avg Daily Profit (%) 0.4307 0.3402 0.0905 0.1777 0 0.1807
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90993 -67608 -145931 -6723321 -4861406 -2897292
Profit Factor 2.5325 3.4666 1.6322 1.3841 0.9522 1.9797
Total Trades 122 61 61 122 61 61
Winning Trades 46 19 27 46 19 27
Losing Trades 76 42 34 76 42 34
Profitability (%) 37.7049 31.1475 44.2623 37.7049 31.1475 44.2623
Ratio Avg Win / Avg Loss 4.1842 7.663 2.0554 2.2867 2.1048 2.493
Largest Winning Trade 508484 508484 68314 5373046 3355252 5373046
Largest Losing Trade -46753 -20675 -46753 -2764438 -1544054 -2764438
Avg Bars in Trades 37 28 47 37 28 47
Avg Bars in Winners 74 56 86 74 56 86
Avg Bars in Losers 15 15 16 15 15 16
Bars Traded 4601 1710 2891 4601 1710 2891
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 373675 -153145 -232987 183545 -747012 -152278

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559044800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813940772,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.17685,
            "nc": 0.1
        }
    }
}
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": [
        [
            1013045.2546000972,
            800236.0093317897,
            212809.2452683076,
            6414904.584775394,
            -463047.0238743405,
            6877951.608649738
        ],
        [
            1013.045255,
            800.236009,
            212.809245,
            6414.904585,
            -463.047024,
            6877.951609
        ],
        [
            0.430717,
            0.340236,
            0.09048,
            0.177738,
            0,
            0.180662
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90993,
            -67608,
            -145931,
            -6723321,
            -4861406,
            -2897292
        ],
        [
            2.532546,
            3.46661,
            1.632244,
            1.384071,
            0.952175,
            1.979723
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            37.704918,
            31.147541,
            44.262295,
            37.704918,
            31.147541,
            44.262295
        ],
        [
            4.184207,
            7.663033,
            2.055418,
            2.286726,
            2.104808,
            2.492984
        ],
        [
            508484,
            508484,
            68314,
            5373046,
            3355252,
            5373046
        ],
        [
            -46753,
            -20675,
            -46753,
            -2764438,
            -1544054,
            -2764438
        ],
        [
            37,
            28,
            47,
            37,
            28,
            47
        ],
        [
            74,
            56,
            86,
            74,
            56,
            86
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            4601,
            1710,
            2891,
            4601,
            1710,
            2891
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373675,
            -153145,
            -232987,
            183545,
            -747012,
            -152278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559044800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813940772,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.17685,
            "nc": 0.1
        }
    }
}

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)