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Trade: ENJ/USDT/720/PWMA/OHLC4/9096

Strategy
ENJ/USDT/720/PWMA/OHLC4/9096
Pair
ENJ_USDT
Interval
12h
Score
410666
Daily Profit
0.632632
Profit Factor
3.907586
Profitability
30.588235
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 09:54
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 1487951.5091 1371387.6435 116563.8656 1369860.83 -277130.2032 1646991.0332
Total P&L (%) 1487.9515 1371.3876 116.5639 1369.8608 -277.1302 1646.991
Avg Daily Profit (%) 0.6326 0.5831 0.0496 0.1143 0 0.1217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146286 -63261 -147317 -1240986 -1091938 -242466
Profit Factor 3.9076 6.1072 1.4792 1.4606 0.8624 2.7162
Total Trades 85 43 42 85 43 42
Winning Trades 26 10 16 26 10 16
Losing Trades 59 33 26 59 33 26
Profitability (%) 30.5882 23.2558 38.0952 30.5882 23.2558 38.0952
Ratio Avg Win / Avg Loss 8.8672 20.1536 2.4038 3.3143 2.8461 4.4138
Largest Winning Trade 1340536 1340536 58998 929957 565708 929957
Largest Losing Trade -25899 -22394 -25899 -547995 -547995 -165307
Avg Bars in Trades 51 43 60 51 43 60
Avg Bars in Winners 117 114 120 117 114 120
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 4401 1858 2543 4401 1858 2543
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 410666 -17611 -129023 -45080 -615451 -29536

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869682249,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            1487951.5091313992,
            1371387.6435279998,
            116563.8656033993,
            1369860.8299873567,
            -277130.2031629619,
            1646991.0331503188
        ],
        [
            1487.951509,
            1371.387644,
            116.563866,
            1369.86083,
            -277.130203,
            1646.991033
        ],
        [
            0.632632,
            0.583073,
            0.049559,
            0.114341,
            0,
            0.121693
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146286,
            -63261,
            -147317,
            -1240986,
            -1091938,
            -242466
        ],
        [
            3.907586,
            6.107162,
            1.479242,
            1.460559,
            0.862444,
            2.716188
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            26,
            10,
            16,
            26,
            10,
            16
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            30.588235,
            23.255814,
            38.095238,
            30.588235,
            23.255814,
            38.095238
        ],
        [
            8.867214,
            20.153634,
            2.403768,
            3.314344,
            2.846064,
            4.413806
        ],
        [
            1340536,
            1340536,
            58998,
            929957,
            565708,
            929957
        ],
        [
            -25899,
            -22394,
            -25899,
            -547995,
            -547995,
            -165307
        ],
        [
            51,
            43,
            60,
            51,
            43,
            60
        ],
        [
            117,
            114,
            120,
            117,
            114,
            120
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            4401,
            1858,
            2543,
            4401,
            1858,
            2543
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410666,
            -17611,
            -129023,
            -45080,
            -615451,
            -29536
        ]
    ]
}
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": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869682249,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)