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Trade: ENJ/USDT/720/SINWMA/FWMA/6655

Strategy
ENJ/USDT/720/SINWMA/FWMA/6655
Pair
ENJ_USDT
Interval
12h
Score
447873
Daily Profit
0.690743
Profit Factor
3.332554
Profitability
33.333333
Streak
0.000000
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 1624627.5487 1439427.2028 185200.3459 3498456.8121 -1905020.4712 5403477.2832
Total P&L (%) 1624.6275 1439.4272 185.2003 3498.4568 -1905.0205 5403.4773
Avg Daily Profit (%) 0.6907 0.612 0.0787 0.1525 0 0.1706
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125000 -85377 -89063 -6072973 -5365567 -2743393
Profit Factor 3.3326 4.99 1.5516 1.1773 0.8356 1.6636
Total Trades 120 60 60 120 60 60
Winning Trades 40 15 25 40 15 25
Losing Trades 80 45 35 80 45 35
Profitability (%) 33.3333 25 41.6667 33.3333 25 41.6667
Ratio Avg Win / Avg Loss 6.6651 14.9701 2.1723 2.3546 2.5068 2.3291
Largest Winning Trade 1278319 1278319 65347 3556785 2546381 3556785
Largest Losing Trade -34226 -32334 -34226 -2337593 -2337593 -1227539
Avg Bars in Trades 38 32 44 38 32 44
Avg Bars in Winners 85 81 87 85 81 87
Avg Bars in Losers 14 15 13 14 15 13
Bars Traded 4602 1929 2672 4602 1929 2672
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 447873 -179926 -257783 -22895 -777273 -161761

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892524753,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "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": [
        [
            1624627.5486813297,
            1439427.2028004644,
            185200.3458808651,
            3498456.8120708563,
            -1905020.4711718354,
            5403477.283242691
        ],
        [
            1624.627549,
            1439.427203,
            185.200346,
            3498.456812,
            -1905.020471,
            5403.477283
        ],
        [
            0.690743,
            0.612001,
            0.078742,
            0.152458,
            0,
            0.170552
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125000,
            -85377,
            -89063,
            -6072973,
            -5365567,
            -2743393
        ],
        [
            3.332554,
            4.990024,
            1.55161,
            1.17732,
            0.835596,
            1.663637
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            40,
            15,
            25,
            40,
            15,
            25
        ],
        [
            80,
            45,
            35,
            80,
            45,
            35
        ],
        [
            33.333333,
            25,
            41.666667,
            33.333333,
            25,
            41.666667
        ],
        [
            6.665107,
            14.970073,
            2.172254,
            2.35464,
            2.506788,
            2.329092
        ],
        [
            1278319,
            1278319,
            65347,
            3556785,
            2546381,
            3556785
        ],
        [
            -34226,
            -32334,
            -34226,
            -2337593,
            -2337593,
            -1227539
        ],
        [
            38,
            32,
            44,
            38,
            32,
            44
        ],
        [
            85,
            81,
            87,
            85,
            81,
            87
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            4602,
            1929,
            2672,
            4602,
            1929,
            2672
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447873,
            -179926,
            -257783,
            -22895,
            -777273,
            -161761
        ]
    ]
}
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": 1558310400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892524753,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 12,
            "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)