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Trade: ENJ/USDT/360/PWMA/MIDPOINT/3105

Strategy
ENJ/USDT/360/PWMA/MIDPOINT/3105
Pair
ENJ_USDT
Interval
6h
Score
308149
Daily Profit
0.231295
Profit Factor
1.513478
Profitability
40.104167
Streak
13.869458
Best Strategy
Training Data Length
2362.250000
Evaluation Time
2025-10-05 11:52
Expiration Time
2025-12-15 04:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546377.4777 448007.2849 98370.1928 259722.6639 -107532.3277 367254.9916
Total P&L (%) 546.3775 448.0073 98.3702 259.7227 -107.5323 367.255
Avg Daily Profit (%) 0.2313 0.1897 0.0416 0.0542 0 0.0653
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119815 -81961 -198239 -475172 -496285 -312056
Profit Factor 1.5135 1.9069 1.1726 1.0788 0.9364 1.2288
Total Trades 192 96 96 192 96 96
Winning Trades 77 33 44 77 33 44
Losing Trades 115 63 52 115 63 52
Profitability (%) 40.1042 34.375 45.8333 40.1042 34.375 45.8333
Ratio Avg Win / Avg Loss 2.2604 3.6405 1.3857 1.6112 1.7876 1.4522
Largest Winning Trade 166890 166890 55689 269668 269668 195757
Largest Losing Trade -66785 -28811 -66785 -198070 -198070 -148895
Avg Bars in Trades 48 44 52 48 44 52
Avg Bars in Winners 78 78 78 78 78 78
Avg Bars in Losers 28 27 30 28 27 30
Bars Traded 9332 4309 5023 9332 4309 5023
Profit Streak 13.8695 0 26.1195 13.8695 0 26.1195
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308149 172039 -169381 -255480 -584374 -107486
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9449,
    "evaluation_days": 2362.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557468000000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759654321193,
    "expiration_time": 1765766952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 27,
            "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": [
        [
            546377.4776928327,
            448007.2848688212,
            98370.1928240117,
            259722.6639072743,
            -107532.3276932277,
            367254.9916005017
        ],
        [
            546.377478,
            448.007285,
            98.370193,
            259.722664,
            -107.532328,
            367.254992
        ],
        [
            0.231295,
            0.189653,
            0.041643,
            0.054207,
            0,
            0.065286
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119815,
            -81961,
            -198239,
            -475172,
            -496285,
            -312056
        ],
        [
            1.513478,
            1.906942,
            1.17255,
            1.078828,
            0.93636,
            1.228802
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            77,
            33,
            44,
            77,
            33,
            44
        ],
        [
            115,
            63,
            52,
            115,
            63,
            52
        ],
        [
            40.104167,
            34.375,
            45.833333,
            40.104167,
            34.375,
            45.833333
        ],
        [
            2.260389,
            3.640525,
            1.385741,
            1.611236,
            1.787596,
            1.452221
        ],
        [
            166890,
            166890,
            55689,
            269668,
            269668,
            195757
        ],
        [
            -66785,
            -28811,
            -66785,
            -198070,
            -198070,
            -148895
        ],
        [
            48,
            44,
            52,
            48,
            44,
            52
        ],
        [
            78,
            78,
            78,
            78,
            78,
            78
        ],
        [
            28,
            27,
            30,
            28,
            27,
            30
        ],
        [
            9332,
            4309,
            5023,
            9332,
            4309,
            5023
        ],
        [
            13.869458,
            0,
            26.119458,
            13.869458,
            0,
            26.119458
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308149,
            172039,
            -169381,
            -255480,
            -584374,
            -107486
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9449,
    "evaluation_days": 2362.25,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557468000000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759654321193,
    "expiration_time": 1765766952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 27,
            "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)