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Trade: ENJ/USDT/240/SINWMA/SSF/8475

Strategy
ENJ/USDT/240/SINWMA/SSF/8475
Pair
ENJ_USDT
Interval
4h
Score
362699
Daily Profit
0.366198
Profit Factor
2.030963
Profitability
40.740741
Streak
0.000000
Best Strategy
Training Data Length
2350.830000
Evaluation Time
2025-09-26 04:17
Expiration Time
2025-12-04 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 860868.5726 655006.1399 205862.4327 4374587.8117 -3096214.8135 7470802.6252
Total P&L (%) 860.8686 655.0061 205.8624 4374.5878 -3096.2148 7470.8026
Avg Daily Profit (%) 0.3662 0.2786 0.0876 0.1618 0 0.1842
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119725 -88496 -109987 -10674452 -9009814 -5216585
Profit Factor 2.031 2.5146 1.5114 1.1781 0.7885 1.753
Total Trades 135 68 67 135 68 67
Winning Trades 55 24 31 55 24 31
Losing Trades 80 44 36 80 44 36
Profitability (%) 40.7407 35.2941 46.2687 40.7407 35.2941 46.2687
Ratio Avg Win / Avg Loss 2.9541 4.6101 1.7552 1.7137 1.4455 2.0357
Largest Winning Trade 259730 259730 66812 4999753 4999753 3745520
Largest Losing Trade -35863 -27992 -35863 -2802872 -2616350 -2802872
Avg Bars in Trades 103 90 116 103 90 116
Avg Bars in Winners 177 156 193 177 156 193
Avg Bars in Losers 52 53 50 52 53 50
Bars Traded 13924 6121 7803 13924 6121 7803
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 362699 -101673 -191968 -19000 -694288 -107182

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14105,
    "evaluation_days": 2350.83,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1557446400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849478185,
    "expiration_time": 1764808560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            860868.5726074857,
            655006.1399341065,
            205862.4326733788,
            4374587.8117328845,
            -3096214.813465806,
            7470802.625198693
        ],
        [
            860.868573,
            655.00614,
            205.862433,
            4374.587812,
            -3096.214813,
            7470.802625
        ],
        [
            0.366198,
            0.278628,
            0.08757,
            0.161818,
            0,
            0.184227
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119725,
            -88496,
            -109987,
            -10674452,
            -9009814,
            -5216585
        ],
        [
            2.030963,
            2.514618,
            1.511386,
            1.178134,
            0.788453,
            1.752975
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            80,
            44,
            36,
            80,
            44,
            36
        ],
        [
            40.740741,
            35.294118,
            46.268657,
            40.740741,
            35.294118,
            46.268657
        ],
        [
            2.954128,
            4.610133,
            1.755158,
            1.71365,
            1.445498,
            2.035713
        ],
        [
            259730,
            259730,
            66812,
            4999753,
            4999753,
            3745520
        ],
        [
            -35863,
            -27992,
            -35863,
            -2802872,
            -2616350,
            -2802872
        ],
        [
            103,
            90,
            116,
            103,
            90,
            116
        ],
        [
            177,
            156,
            193,
            177,
            156,
            193
        ],
        [
            52,
            53,
            50,
            52,
            53,
            50
        ],
        [
            13924,
            6121,
            7803,
            13924,
            6121,
            7803
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
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            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362699,
            -101673,
            -191968,
            -19000,
            -694288,
            -107182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14105,
    "evaluation_days": 2350.83,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1557446400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849478185,
    "expiration_time": 1764808560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}

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)