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Trade: ENJ/USDT/720/WMA/FWMA/5952

Strategy
ENJ/USDT/720/WMA/FWMA/5952
Pair
ENJ_USDT
Interval
12h
Score
407991
Daily Profit
0.657972
Profit Factor
3.612333
Profitability
30.303030
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 09:54
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 1547550.0593 1413409.7495 134140.3098 1852374.7315 -1509186.6644 3361561.3959
Total P&L (%) 1547.5501 1413.4097 134.1403 1852.3747 -1509.1867 3361.5614
Avg Daily Profit (%) 0.658 0.6009 0.057 0.1264 0 0.1508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102783 -69212 -106087 -4136365 -3735175 -1329124
Profit Factor 3.6123 5.4324 1.4904 1.1912 0.7572 1.9688
Total Trades 99 50 49 99 50 49
Winning Trades 30 11 19 30 11 19
Losing Trades 69 39 30 69 39 30
Profitability (%) 30.303 22 38.7755 30.303 22 38.7755
Ratio Avg Win / Avg Loss 8.3084 19.2602 2.3533 2.7399 2.6846 3.1087
Largest Winning Trade 1340536 1340536 62845 2189426 1457952 2189426
Largest Losing Trade -31743 -31324 -31743 -1907251 -1907251 -864522
Avg Bars in Trades 44 35 53 44 35 53
Avg Bars in Winners 109 103 112 109 103 112
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 4420 1798 2622 4420 1798 2622
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 407991 -203793 -118673 -40261 -801370 255188

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561809600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869682887,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 146,
            "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": [
        [
            1547550.059316362,
            1413409.7494778833,
            134140.3098384787,
            1852374.7314809614,
            -1509186.6644402256,
            3361561.395921188
        ],
        [
            1547.550059,
            1413.409749,
            134.14031,
            1852.374731,
            -1509.186664,
            3361.561396
        ],
        [
            0.657972,
            0.60094,
            0.057032,
            0.126425,
            0,
            0.150807
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102783,
            -69212,
            -106087,
            -4136365,
            -3735175,
            -1329124
        ],
        [
            3.612333,
            5.432363,
            1.490427,
            1.191249,
            0.757209,
            1.968839
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            30.30303,
            22,
            38.77551,
            30.30303,
            22,
            38.77551
        ],
        [
            8.308367,
            19.260197,
            2.353306,
            2.739873,
            2.684649,
            3.108693
        ],
        [
            1340536,
            1340536,
            62845,
            2189426,
            1457952,
            2189426
        ],
        [
            -31743,
            -31324,
            -31743,
            -1907251,
            -1907251,
            -864522
        ],
        [
            44,
            35,
            53,
            44,
            35,
            53
        ],
        [
            109,
            103,
            112,
            109,
            103,
            112
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            4420,
            1798,
            2622,
            4420,
            1798,
            2622
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407991,
            -203793,
            -118673,
            -40261,
            -801370,
            255188
        ]
    ]
}
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": 1561809600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869682887,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 146,
            "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)