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Trade: ENJ/USDT/360/SSF/SWMA/4971

Strategy
ENJ/USDT/360/SSF/SWMA/4971
Pair
ENJ_USDT
Interval
6h
Score
614972
Daily Profit
0.550278
Profit Factor
4.907820
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
2361.750000
Evaluation Time
2025-10-05 00:48
Expiration Time
2025-12-14 16:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1417428.6949 1299619.6147 117809.0802 448888.8237 -326819.7715 775708.5952
Total P&L (%) 1417.4287 1299.6196 117.8091 448.8888 -326.8198 775.7086
Avg Daily Profit (%) 0.6002 0.5503 0.0499 0.0721 0 0.0919
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129259 -76212 -101396 -582150 -1026395 -290528
Profit Factor 3.4357 4.9078 1.4724 1.157 0.8269 1.7983
Total Trades 69 35 34 69 35 34
Winning Trades 33 16 17 33 16 17
Losing Trades 36 19 17 36 19 17
Profitability (%) 47.8261 45.7143 50 47.8261 45.7143 50
Ratio Avg Win / Avg Loss 3.7481 5.828 1.4724 1.2622 0.9819 1.7983
Largest Winning Trade 1278985 1278985 71713 389547 389547 343516
Largest Losing Trade -63626 -34196 -63626 -351714 -351714 -235700
Avg Bars in Trades 133 118 149 133 118 149
Avg Bars in Winners 185 162 206 185 162 206
Avg Bars in Losers 86 81 92 86 81 92
Bars Traded 9238 4147 5091 9238 4147 5091
Profit Streak 0 0 85.4086 0 0 85.4086
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89094 614972 -124618 -251602 -582454 -65881
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9447,
    "evaluation_days": 2361.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557036000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759614498717,
    "expiration_time": 1765722456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 70,
            "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": [
        [
            1417428.6949116797,
            1299619.614708661,
            117809.0802030188,
            448888.82372879,
            -326819.7714625393,
            775708.5951913296
        ],
        [
            1417.428695,
            1299.619615,
            117.80908,
            448.888824,
            -326.819771,
            775.708595
        ],
        [
            0.60016,
            0.550278,
            0.049882,
            0.072122,
            0,
            0.091917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129259,
            -76212,
            -101396,
            -582150,
            -1026395,
            -290528
        ],
        [
            3.435734,
            4.90782,
            1.472442,
            1.156992,
            0.826857,
            1.798268
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            47.826087,
            45.714286,
            50,
            47.826087,
            45.714286,
            50
        ],
        [
            3.748074,
            5.828036,
            1.472442,
            1.262173,
            0.981892,
            1.798268
        ],
        [
            1278985,
            1278985,
            71713,
            389547,
            389547,
            343516
        ],
        [
            -63626,
            -34196,
            -63626,
            -351714,
            -351714,
            -235700
        ],
        [
            133,
            118,
            149,
            133,
            118,
            149
        ],
        [
            185,
            162,
            206,
            185,
            162,
            206
        ],
        [
            86,
            81,
            92,
            86,
            81,
            92
        ],
        [
            9238,
            4147,
            5091,
            9238,
            4147,
            5091
        ],
        [
            0,
            0,
            85.40855,
            0,
            0,
            85.40855
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89094,
            614972,
            -124618,
            -251602,
            -582454,
            -65881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9447,
    "evaluation_days": 2361.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557036000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759614498717,
    "expiration_time": 1765722456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 70,
            "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)