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Trade: ENJ/USDT/720/FWMA/MIDPOINT/1044

Strategy
ENJ/USDT/720/FWMA/MIDPOINT/1044
Pair
ENJ_USDT
Interval
12h
Score
556070
Daily Profit
0.317147
Profit Factor
3.590190
Profitability
45.454545
Streak
102.704493
Best Strategy
Training Data Length
2362.000000
Evaluation Time
2025-10-04 19:54
Expiration Time
2025-12-14 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 678233.454 749101.5621 -70868.108 -84441.9348 604274.0495 -688715.9843
Total P&L (%) 678.2335 749.1016 -70.8681 -84.4419 604.274 -688.716
Avg Daily Profit (%) 0.2871 0.3171 -0.03 -0.0787 0.0827 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -331297 -220686 -180500 -850590 -179040 -716142
Profit Factor 2.0259 3.5902 0.8095 0.93 3.7734 0.3028
Total Trades 87 44 43 87 44 43
Winning Trades 40 20 20 40 20 20
Losing Trades 47 24 23 47 24 23
Profitability (%) 45.977 45.4545 46.5116 45.977 45.4545 46.5116
Ratio Avg Win / Avg Loss 2.3804 4.3082 0.9309 1.0927 4.528 0.3482
Largest Winning Trade 837997 837997 57041 463389 463389 131003
Largest Losing Trade -72265 -50624 -72265 -402771 -78255 -402771
Avg Bars in Trades 49 49 50 49 49 50
Avg Bars in Winners 70 63 78 70 63 78
Avg Bars in Losers 31 38 25 31 38 25
Bars Traded 4337 2187 2150 4337 2187 2150
Profit Streak 89.7045 102.7045 89.7045 89.7045 102.7045 89.7045
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458914 556070 -581123 -578996 -75613 -581123
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4724,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759596868236,
    "expiration_time": 1765701504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 74,
            "offset": 128
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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": [
        [
            678233.4540433921,
            749101.5620914763,
            -70868.108048084,
            -84441.9348496776,
            604274.0494509835,
            -688715.9843006609
        ],
        [
            678.233454,
            749.101562,
            -70.868108,
            -84.441935,
            604.274049,
            -688.715984
        ],
        [
            0.287144,
            0.317147,
            -0.030003,
            -0.078741,
            0.082676,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -331297,
            -220686,
            -180500,
            -850590,
            -179040,
            -716142
        ],
        [
            2.025882,
            3.59019,
            0.809451,
            0.929967,
            3.773368,
            0.302821
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            45.977011,
            45.454545,
            46.511628,
            45.977011,
            45.454545,
            46.511628
        ],
        [
            2.380411,
            4.308228,
            0.930869,
            1.092711,
            4.528042,
            0.348245
        ],
        [
            837997,
            837997,
            57041,
            463389,
            463389,
            131003
        ],
        [
            -72265,
            -50624,
            -72265,
            -402771,
            -78255,
            -402771
        ],
        [
            49,
            49,
            50,
            49,
            49,
            50
        ],
        [
            70,
            63,
            78,
            70,
            63,
            78
        ],
        [
            31,
            38,
            25,
            31,
            38,
            25
        ],
        [
            4337,
            2187,
            2150,
            4337,
            2187,
            2150
        ],
        [
            89.704493,
            102.704493,
            89.704493,
            89.704493,
            102.704493,
            89.704493
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458914,
            556070,
            -581123,
            -578996,
            -75613,
            -581123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4724,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759596868236,
    "expiration_time": 1765701504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 74,
            "offset": 128
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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)