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Trade: ENJ/USDT/720/HILO/DCM/5232

Strategy
ENJ/USDT/720/HILO/DCM/5232
Pair
ENJ_USDT
Interval
12h
Score
453236
Daily Profit
0.152797
Profit Factor
1.957725
Profitability
55.263158
Streak
120.052419
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 16:15
Expiration Time
2025-12-04 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317634.7322 359378.4832 -41743.751 -73455.162 79470.0219 -152925.184
Total P&L (%) 317.6347 359.3785 -41.7438 -73.4552 79.47 -152.9252
Avg Daily Profit (%) 0.135 0.1528 -0.0177 -0.0564 0.0249 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115069 -126813 -174675 -95460 -96802 -194758
Profit Factor 1.4587 1.9577 0.8684 0.8336 1.4159 0.3889
Total Trades 77 38 39 77 38 39
Winning Trades 42 21 21 42 21 21
Losing Trades 35 17 18 35 17 18
Profitability (%) 54.5455 55.2632 53.8462 54.5455 55.2632 53.8462
Ratio Avg Win / Avg Loss 1.2156 1.5848 0.7444 0.6946 1.1462 0.3333
Largest Winning Trade 244899 244899 29616 77642 77642 11234
Largest Losing Trade -66213 -65827 -66213 -72612 -35951 -72612
Avg Bars in Trades 53 76 31 53 76 31
Avg Bars in Winners 40 49 30 40 49 30
Avg Bars in Losers 70 109 32 70 109 32
Bars Traded 4145 2916 1228 4145 2916 1228
Profit Streak 120.0524 120.0524 122.5524 120.0524 120.0524 122.5524
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55953 453236 -578907 -625044 -157201 -578907

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892529037,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 168,
            "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": [
        [
            317634.7322311631,
            359378.4832416998,
            -41743.7510105367,
            -73455.1620146791,
            79470.0219361839,
            -152925.1839508629
        ],
        [
            317.634732,
            359.378483,
            -41.743751,
            -73.455162,
            79.470022,
            -152.925184
        ],
        [
            0.135049,
            0.152797,
            -0.017748,
            -0.056376,
            0.024869,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115069,
            -126813,
            -174675,
            -95460,
            -96802,
            -194758
        ],
        [
            1.45866,
            1.957725,
            0.868435,
            0.833552,
            1.415894,
            0.388854
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            54.545455,
            55.263158,
            53.846154,
            54.545455,
            55.263158,
            53.846154
        ],
        [
            1.21555,
            1.584825,
            0.744373,
            0.694626,
            1.1462,
            0.333303
        ],
        [
            244899,
            244899,
            29616,
            77642,
            77642,
            11234
        ],
        [
            -66213,
            -65827,
            -66213,
            -72612,
            -35951,
            -72612
        ],
        [
            53,
            76,
            31,
            53,
            76,
            31
        ],
        [
            40,
            49,
            30,
            40,
            49,
            30
        ],
        [
            70,
            109,
            32,
            70,
            109,
            32
        ],
        [
            4145,
            2916,
            1228,
            4145,
            2916,
            1228
        ],
        [
            120.052419,
            120.052419,
            122.552419,
            120.052419,
            120.052419,
            122.552419
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55953,
            453236,
            -578907,
            -625044,
            -157201,
            -578907
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892529037,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 168,
            "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)