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Trade: ENJ/USDT/720/LINREG/HWMA/6022

Strategy
ENJ/USDT/720/LINREG/HWMA/6022
Pair
ENJ_USDT
Interval
12h
Score
544632
Daily Profit
0.783186
Profit Factor
3.629580
Profitability
37.037037
Streak
0.000000
Best Strategy
Training Data Length
2359.000000
Evaluation Time
2025-10-01 23:02
Expiration Time
2025-12-11 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1847534.8478 1681544.6096 165990.2381 5281341.8324 -6877788.1301 12159129.9625
Total P&L (%) 1847.5348 1681.5446 165.9902 5281.3418 -6877.7881 12159.13
Avg Daily Profit (%) 0.7832 0.7128 0.0704 0.1691 0 0.2041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92066 -104060 -59323 -14179143 -14183984 -5928320
Profit Factor 3.6296 4.7422 1.6554 1.0994 0.8158 1.7706
Total Trades 135 68 67 135 68 67
Winning Trades 50 20 30 50 20 30
Losing Trades 85 48 37 85 48 37
Profitability (%) 37.037 29.4118 44.7761 37.037 29.4118 44.7761
Ratio Avg Win / Avg Loss 6.1703 11.3813 2.0417 1.869 1.9579 2.1837
Largest Winning Trade 1468686 1468686 65158 5726734 5726734 4843526
Largest Losing Trade -27149 -27149 -20728 -4799821 -4799821 -2080068
Avg Bars in Trades 32 35 30 32 35 30
Avg Bars in Winners 59 77 47 59 77 47
Avg Bars in Losers 17 17 16 17 17 16
Bars Traded 4434 2415 2019 4434 2415 2019
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544632 -99801 -214840 -106953 -697828 -107559
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4718,
    "evaluation_days": 2359,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1565438400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759348942280,
    "expiration_time": 1765434528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.4435,
            "nc": 0.1
        }
    }
}
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": [
        [
            1847534.8477668383,
            1681544.6096400558,
            165990.2381267822,
            5281341.832398813,
            -6877788.130081099,
            12159129.962479906
        ],
        [
            1847.534848,
            1681.54461,
            165.990238,
            5281.341832,
            -6877.78813,
            12159.129962
        ],
        [
            0.783186,
            0.712821,
            0.070365,
            0.169092,
            0,
            0.204059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92066,
            -104060,
            -59323,
            -14179143,
            -14183984,
            -5928320
        ],
        [
            3.62958,
            4.742226,
            1.655431,
            1.09943,
            0.81579,
            1.770566
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            50,
            20,
            30,
            50,
            20,
            30
        ],
        [
            85,
            48,
            37,
            85,
            48,
            37
        ],
        [
            37.037037,
            29.411765,
            44.776119,
            37.037037,
            29.411765,
            44.776119
        ],
        [
            6.170286,
            11.381342,
            2.041699,
            1.869031,
            1.957897,
            2.183698
        ],
        [
            1468686,
            1468686,
            65158,
            5726734,
            5726734,
            4843526
        ],
        [
            -27149,
            -27149,
            -20728,
            -4799821,
            -4799821,
            -2080068
        ],
        [
            32,
            35,
            30,
            32,
            35,
            30
        ],
        [
            59,
            77,
            47,
            59,
            77,
            47
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            4434,
            2415,
            2019,
            4434,
            2415,
            2019
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544632,
            -99801,
            -214840,
            -106953,
            -697828,
            -107559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4718,
    "evaluation_days": 2359,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1565438400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759348942280,
    "expiration_time": 1765434528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.4435,
            "nc": 0.1
        }
    }
}

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)