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Trade: ENJ/USDT/240/SSF/ZLMA/3910

Strategy
ENJ/USDT/240/SSF/ZLMA/3910
Pair
ENJ_USDT
Interval
4h
Score
418446
Daily Profit
0.686442
Profit Factor
2.606467
Profitability
34.848485
Streak
0.000000
Best Strategy
Training Data Length
2350.830000
Evaluation Time
2025-09-26 22:01
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 1613708.5699 1509537.5991 104170.9708 393649.9174 -560795.2614 954445.1787
Total P&L (%) 1613.7086 1509.5376 104.171 393.6499 -560.7953 954.4452
Avg Daily Profit (%) 0.6864 0.6421 0.0443 0.0679 0 0.1003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158423 -108891 -141561 -2112479 -1770836 -839632
Profit Factor 2.6065 3.8487 1.2195 1.0682 0.8365 1.4081
Total Trades 132 66 66 132 66 66
Winning Trades 46 17 29 46 17 29
Losing Trades 86 49 37 86 49 37
Profitability (%) 34.8485 25.7576 43.9394 34.8485 25.7576 43.9394
Ratio Avg Win / Avg Loss 4.873 11.0934 1.5559 1.9971 2.4111 1.7965
Largest Winning Trade 1394756 1394756 62677 906280 906280 720513
Largest Losing Trade -51617 -28642 -51617 -460368 -460368 -434054
Avg Bars in Trades 105 93 117 105 93 117
Avg Bars in Winners 200 207 196 200 207 196
Avg Bars in Losers 54 54 55 54 54 55
Bars Traded 13936 6179 7757 13936 6179 7757
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 418446 -132166 -259835 -252117 -728934 -183678

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": 1556424000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913275697,
    "expiration_time": 1764808560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "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": [
        [
            1613708.5699149233,
            1509537.5991448523,
            104170.9707700704,
            393649.9173734848,
            -560795.2613727627,
            954445.1787462477
        ],
        [
            1613.70857,
            1509.537599,
            104.170971,
            393.649917,
            -560.795261,
            954.445179
        ],
        [
            0.686442,
            0.64213,
            0.044312,
            0.067942,
            0,
            0.100253
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158423,
            -108891,
            -141561,
            -2112479,
            -1770836,
            -839632
        ],
        [
            2.606467,
            3.848736,
            1.219487,
            1.068235,
            0.836519,
            1.408104
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            46,
            17,
            29,
            46,
            17,
            29
        ],
        [
            86,
            49,
            37,
            86,
            49,
            37
        ],
        [
            34.848485,
            25.757576,
            43.939394,
            34.848485,
            25.757576,
            43.939394
        ],
        [
            4.87296,
            11.093416,
            1.555898,
            1.997134,
            2.411142,
            1.796546
        ],
        [
            1394756,
            1394756,
            62677,
            906280,
            906280,
            720513
        ],
        [
            -51617,
            -28642,
            -51617,
            -460368,
            -460368,
            -434054
        ],
        [
            105,
            93,
            117,
            105,
            93,
            117
        ],
        [
            200,
            207,
            196,
            200,
            207,
            196
        ],
        [
            54,
            54,
            55,
            54,
            54,
            55
        ],
        [
            13936,
            6179,
            7757,
            13936,
            6179,
            7757
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418446,
            -132166,
            -259835,
            -252117,
            -728934,
            -183678
        ]
    ]
}
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": 1556424000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913275697,
    "expiration_time": 1764808560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "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)