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Trade: ENJ/USDT/120/SINWMA/DCM/1620

Strategy
ENJ/USDT/120/SINWMA/DCM/1620
Pair
ENJ_USDT
Interval
2h
Score
310871
Daily Profit
0.204064
Profit Factor
1.221453
Profitability
41.975309
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 06:39
Expiration Time
2025-12-23 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 425131.8422 403179.1405 21952.7017 -17934.2771 -78394.5199 60460.2428
Total P&L (%) 425.1318 403.1791 21.9527 -17.9343 -78.3945 60.4602
Avg Daily Profit (%) 0.2041 0.1935 0.0105 -0.0095 -0.0735 0.0227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165392 -92127 -248221 -209000 -172508 -90084
Profit Factor 1.2215 1.4245 1.0226 0.9845 0.8784 1.1184
Total Trades 648 324 324 648 324 324
Winning Trades 272 131 141 272 131 141
Losing Trades 376 193 183 376 193 183
Profitability (%) 41.9753 40.4321 43.5185 41.9753 40.4321 43.5185
Ratio Avg Win / Avg Loss 1.6885 2.0987 1.3272 1.3609 1.2942 1.4516
Largest Winning Trade 224034 224034 54792 64814 64814 32678
Largest Losing Trade -33374 -33374 -30550 -41514 -41514 -21392
Avg Bars in Trades 38 38 38 38 38 38
Avg Bars in Winners 55 55 56 55 55 56
Avg Bars in Losers 25 26 23 25 26 23
Bars Traded 24771 12430 12341 24771 12430 12341
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 310871 249815 -381356 -578846 -581693 -254825
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579910400000,
    "first_datapoint_time": 1580608800000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759981183525,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "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": [
        [
            425131.8421886709,
            403179.1404767878,
            21952.701711883,
            -17934.2771001754,
            -78394.5199190905,
            60460.242818915
        ],
        [
            425.131842,
            403.17914,
            21.952702,
            -17.934277,
            -78.39452,
            60.460243
        ],
        [
            0.204064,
            0.193526,
            0.010537,
            -0.009487,
            -0.07352,
            0.022701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165392,
            -92127,
            -248221,
            -209000,
            -172508,
            -90084
        ],
        [
            1.221453,
            1.424492,
            1.022633,
            0.984478,
            0.878427,
            1.118416
        ],
        [
            648,
            324,
            324,
            648,
            324,
            324
        ],
        [
            272,
            131,
            141,
            272,
            131,
            141
        ],
        [
            376,
            193,
            183,
            376,
            193,
            183
        ],
        [
            41.975309,
            40.432099,
            43.518519,
            41.975309,
            40.432099,
            43.518519
        ],
        [
            1.68848,
            2.098679,
            1.327247,
            1.360896,
            1.294171,
            1.451562
        ],
        [
            224034,
            224034,
            54792,
            64814,
            64814,
            32678
        ],
        [
            -33374,
            -33374,
            -30550,
            -41514,
            -41514,
            -21392
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            55,
            55,
            56,
            55,
            55,
            56
        ],
        [
            25,
            26,
            23,
            25,
            26,
            23
        ],
        [
            24771,
            12430,
            12341,
            24771,
            12430,
            12341
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310871,
            249815,
            -381356,
            -578846,
            -581693,
            -254825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579910400000,
    "first_datapoint_time": 1580608800000,
    "last_datapoint_time": 1759975200000,
    "evaluation_time": 1759981183525,
    "expiration_time": 1766455200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "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)