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Trade: ENJ/USDT/360/MIDPRICE/ALMA/4895

Strategy
ENJ/USDT/360/MIDPRICE/ALMA/4895
Pair
ENJ_USDT
Interval
6h
Score
411038
Daily Profit
0.177172
Profit Factor
1.630998
Profitability
61.702128
Streak
0.000000
Best Strategy
Training Data Length
2351.500000
Evaluation Time
2025-09-26 02:02
Expiration Time
2025-12-04 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1042045.5616 82630.7749 -1124676.3365 -1200515.8773 6323249.9061 -7523765.7834
Total P&L (%) -1042.0456 82.6308 -1124.6763 -1200.5159 6323.2499 -7523.7658
Avg Daily Profit (%) -0.4431 0.0351 -0.4783 0 0.1772 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1325660 -138162 -1345839 -12614797 -3185327 -12071178
Profit Factor 0.4616 1.2817 0.3151 0.9629 1.631 0.6628
Total Trades 93 47 46 93 47 46
Winning Trades 48 23 25 53 29 24
Losing Trades 45 24 21 40 18 22
Profitability (%) 51.6129 48.9362 54.3478 56.9892 61.7021 52.1739
Ratio Avg Win / Avg Loss 0.4328 1.3374 0.2647 0.7267 1.0123 0.6076
Largest Winning Trade 47962 42554 47962 6186727 6186727 4765140
Largest Losing Trade -1294165 -51577 -1294165 -8019803 -3149114 -8019803
Avg Bars in Trades 97 61 133 97 61 133
Avg Bars in Winners 74 41 104 93 62 132
Avg Bars in Losers 121 79 168 101 59 135
Bars Traded 9030 2868 6162 9030 2868 6162
Profit Streak 49.7103 91.2103 0 0 0 99.2103
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579756 -145755 -580140 -579623 411038 -579862

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560578400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841372820,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "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": [
        [
            -1042045.5615958988,
            82630.7748768236,
            -1124676.336472723,
            -1200515.8773023032,
            6323249.906055153,
            -7523765.783357458
        ],
        [
            -1042.045562,
            82.630775,
            -1124.676336,
            -1200.515877,
            6323.249906,
            -7523.765783
        ],
        [
            -0.443141,
            0.03514,
            -0.47828,
            0,
            0.177172,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1325660,
            -138162,
            -1345839,
            -12614797,
            -3185327,
            -12071178
        ],
        [
            0.461636,
            1.28165,
            0.315139,
            0.962871,
            1.630998,
            0.662801
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            48,
            23,
            25,
            53,
            29,
            24
        ],
        [
            45,
            24,
            21,
            40,
            18,
            22
        ],
        [
            51.612903,
            48.93617,
            54.347826,
            56.989247,
            61.702128,
            52.173913
        ],
        [
            0.432783,
            1.337374,
            0.264716,
            0.726695,
            1.012344,
            0.607567
        ],
        [
            47962,
            42554,
            47962,
            6186727,
            6186727,
            4765140
        ],
        [
            -1294165,
            -51577,
            -1294165,
            -8019803,
            -3149114,
            -8019803
        ],
        [
            97,
            61,
            133,
            97,
            61,
            133
        ],
        [
            74,
            41,
            104,
            93,
            62,
            132
        ],
        [
            121,
            79,
            168,
            101,
            59,
            135
        ],
        [
            9030,
            2868,
            6162,
            9030,
            2868,
            6162
        ],
        [
            49.710333,
            91.210333,
            0,
            0,
            0,
            99.210334
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579756,
            -145755,
            -580140,
            -579623,
            411038,
            -579862
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9406,
    "evaluation_days": 2351.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560578400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841372820,
    "expiration_time": 1764810288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "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)