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Trade: ENJ/USDT/720/SINWMA/PWMA/7666

Strategy
ENJ/USDT/720/SINWMA/PWMA/7666
Pair
ENJ_USDT
Interval
12h
Score
683876
Daily Profit
0.564490
Profit Factor
7.864493
Profitability
46.875000
Streak
53.335028
Best Strategy
Training Data Length
2359.000000
Evaluation Time
2025-10-01 23:02
Expiration Time
2025-12-11 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1353289.0246 1331631.9093 21657.1153 -31678.6892 4585.24 -36263.9292
Total P&L (%) 1353.289 1331.6319 21.6571 -31.6787 4.5852 -36.2639
Avg Daily Profit (%) 0.5737 0.5645 0.0092 -0.0161 0.0019 -0.0191
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151483 -45327 -191253 -110172 -32959 -115049
Profit Factor 3.3109 7.8645 1.0553 0.8928 1.0492 0.8207
Total Trades 63 32 31 63 32 31
Winning Trades 32 15 17 32 15 17
Losing Trades 31 17 14 31 17 14
Profitability (%) 50.7937 46.875 54.8387 50.7937 46.875 54.8387
Ratio Avg Win / Avg Loss 3.2074 8.9131 0.8691 0.8649 1.1891 0.6759
Largest Winning Trade 1332124 1332124 62000 42078 42078 28568
Largest Losing Trade -90365 -24491 -90365 -56875 -16215 -56875
Avg Bars in Trades 68 55 82 68 55 82
Avg Bars in Winners 90 64 112 90 64 112
Avg Bars in Losers 47 47 46 47 47 46
Bars Traded 4343 1776 2567 4343 1776 2567
Profit Streak 53.335 53.335 73.835 53.335 53.335 73.835
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132350 683876 -346567 -730689 -523176 -579632
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4718,
    "evaluation_days": 2359,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759348946432,
    "expiration_time": 1765434528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "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": [
        [
            1353289.0246031508,
            1331631.9092644323,
            21657.1153387182,
            -31678.6892358062,
            4585.2399703504,
            -36263.9292061566
        ],
        [
            1353.289025,
            1331.631909,
            21.657115,
            -31.678689,
            4.58524,
            -36.263929
        ],
        [
            0.573671,
            0.56449,
            0.009181,
            -0.016147,
            0.0019,
            -0.019092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151483,
            -45327,
            -191253,
            -110172,
            -32959,
            -115049
        ],
        [
            3.31088,
            7.864493,
            1.0553,
            0.892818,
            1.049169,
            0.820746
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            50.793651,
            46.875,
            54.83871,
            50.793651,
            46.875,
            54.83871
        ],
        [
            3.207415,
            8.913092,
            0.869071,
            0.864917,
            1.189059,
            0.675909
        ],
        [
            1332124,
            1332124,
            62000,
            42078,
            42078,
            28568
        ],
        [
            -90365,
            -24491,
            -90365,
            -56875,
            -16215,
            -56875
        ],
        [
            68,
            55,
            82,
            68,
            55,
            82
        ],
        [
            90,
            64,
            112,
            90,
            64,
            112
        ],
        [
            47,
            47,
            46,
            47,
            47,
            46
        ],
        [
            4343,
            1776,
            2567,
            4343,
            1776,
            2567
        ],
        [
            53.335028,
            53.335028,
            73.835028,
            53.335028,
            53.335028,
            73.835028
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132350,
            683876,
            -346567,
            -730689,
            -523176,
            -579632
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4718,
    "evaluation_days": 2359,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561723200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759348946432,
    "expiration_time": 1765434528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "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)