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Trade: ENJ/USDT/120/HWMA/KCU/6087

Strategy
ENJ/USDT/120/HWMA/KCU/6087
Pair
ENJ_USDT
Interval
2h
Score
536791
Daily Profit
0.207287
Profit Factor
1.279493
Profitability
75.219024
Streak
13.900933
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 14:37
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431674.6891 386561.2811 45113.408 80935.5959 1041390.6833 -960455.0874
Total P&L (%) 431.6747 386.5613 45.1134 80.9356 1041.3907 -960.4551
Avg Daily Profit (%) 0.2073 0.1856 0.0217 0.0285 0.117 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -253212 -218440 -146183 -21686013 -21815687 -7841325
Profit Factor 1.2795 1.3974 1.0789 1.0012 1.0231 0.9575
Total Trades 799 399 400 799 399 400
Winning Trades 601 336 265 601 336 265
Losing Trades 198 63 135 198 63 135
Profitability (%) 75.219 84.2105 66.25 75.219 84.2105 66.25
Ratio Avg Win / Avg Loss 0.4215 0.262 0.5496 0.3298 0.1918 0.4878
Largest Winning Trade 27019 27019 13616 1584099 1584099 1253022
Largest Losing Trade -70954 -70954 -47119 -8035098 -8035098 -3592344
Avg Bars in Trades 30 55 6 30 55 6
Avg Bars in Winners 11 17 3 11 17 3
Avg Bars in Losers 91 258 13 91 258 13
Bars Traded 24720 22068 2652 24720 22068 2652
Profit Streak 13.9009 18.2343 13.9009 13.9009 18.2343 13.9009
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 536791 482591 -296589 -366779 -226332 -576260
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579629600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758973040620,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.45406,
            "nb": 0.94528,
            "nc": 0.17738
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            431674.6891347623,
            386561.2811141826,
            45113.4080205811,
            80935.5958904212,
            1041390.6833105192,
            -960455.0874201001
        ],
        [
            431.674689,
            386.561281,
            45.113408,
            80.935596,
            1041.390683,
            -960.455087
        ],
        [
            0.207287,
            0.185624,
            0.021663,
            0.028478,
            0.116987,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -253212,
            -218440,
            -146183,
            -21686013,
            -21815687,
            -7841325
        ],
        [
            1.279493,
            1.397443,
            1.078888,
            1.001195,
            1.023067,
            0.957514
        ],
        [
            799,
            399,
            400,
            799,
            399,
            400
        ],
        [
            601,
            336,
            265,
            601,
            336,
            265
        ],
        [
            198,
            63,
            135,
            198,
            63,
            135
        ],
        [
            75.219024,
            84.210526,
            66.25,
            75.219024,
            84.210526,
            66.25
        ],
        [
            0.42153,
            0.262021,
            0.549622,
            0.329844,
            0.191825,
            0.48779
        ],
        [
            27019,
            27019,
            13616,
            1584099,
            1584099,
            1253022
        ],
        [
            -70954,
            -70954,
            -47119,
            -8035098,
            -8035098,
            -3592344
        ],
        [
            30,
            55,
            6,
            30,
            55,
            6
        ],
        [
            11,
            17,
            3,
            11,
            17,
            3
        ],
        [
            91,
            258,
            13,
            91,
            258,
            13
        ],
        [
            24720,
            22068,
            2652,
            24720,
            22068,
            2652
        ],
        [
            13.900933,
            18.234266,
            13.900933,
            13.900933,
            18.234266,
            13.900933
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536791,
            482591,
            -296589,
            -366779,
            -226332,
            -576260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579629600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758973040620,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.45406,
            "nb": 0.94528,
            "nc": 0.17738
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)