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Trade: ENJ/USDT/720/SSF/HILO/1278

Strategy
ENJ/USDT/720/SSF/HILO/1278
Pair
ENJ_USDT
Interval
12h
Score
697184
Daily Profit
0.550325
Profit Factor
5.802636
Profitability
48.484848
Streak
50.131709
Best Strategy
Training Data Length
2366.000000
Evaluation Time
2025-10-08 18:09
Expiration Time
2025-12-18 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1390901.2598 1302068.9788 88832.281 73597.7357 -77023.2011 150620.9367
Total P&L (%) 1390.9013 1302.069 88.8323 73.5977 -77.0232 150.6209
Avg Daily Profit (%) 0.5879 0.5503 0.0375 0.0233 -0.0621 0.0388
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225946 -49971 -195322 -142170 -103443 -80835
Profit Factor 3.377 5.8026 1.2829 1.134 0.7486 1.62
Total Trades 66 33 33 66 33 33
Winning Trades 33 16 17 33 16 17
Losing Trades 33 17 16 33 17 16
Profitability (%) 50 48.4848 51.5152 50 48.4848 51.5152
Ratio Avg Win / Avg Loss 3.377 6.1653 1.2074 1.134 0.7954 1.5247
Largest Winning Trade 1259515 1259515 67896 102353 33756 102353
Largest Losing Trade -90783 -34249 -90783 -61625 -61625 -52188
Avg Bars in Trades 69 55 83 69 55 83
Avg Bars in Winners 96 74 118 96 74 118
Avg Bars in Losers 41 37 45 41 37 45
Bars Traded 4566 1826 2740 4566 1826 2740
Profit Streak 22.6317 50.1317 0 22.6317 50.1317 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110141 697184 -142595 -362817 -580827 -137781
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4732,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556452800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759936179659,
    "expiration_time": 1766057472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1390901.2598300693,
            1302068.9788065953,
            88832.2810234744,
            73597.7356613618,
            -77023.2010886211,
            150620.9367499829
        ],
        [
            1390.90126,
            1302.068979,
            88.832281,
            73.597736,
            -77.023201,
            150.620937
        ],
        [
            0.58787,
            0.550325,
            0.037545,
            0.023315,
            -0.06214,
            0.03884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225946,
            -49971,
            -195322,
            -142170,
            -103443,
            -80835
        ],
        [
            3.376975,
            5.802636,
            1.282869,
            1.133983,
            0.748589,
            1.61999
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            50,
            48.484848,
            51.515152,
            50,
            48.484848,
            51.515152
        ],
        [
            3.376975,
            6.165301,
            1.207406,
            1.133983,
            0.795376,
            1.524696
        ],
        [
            1259515,
            1259515,
            67896,
            102353,
            33756,
            102353
        ],
        [
            -90783,
            -34249,
            -90783,
            -61625,
            -61625,
            -52188
        ],
        [
            69,
            55,
            83,
            69,
            55,
            83
        ],
        [
            96,
            74,
            118,
            96,
            74,
            118
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            4566,
            1826,
            2740,
            4566,
            1826,
            2740
        ],
        [
            22.631709,
            50.131709,
            0,
            22.631709,
            50.131709,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110141,
            697184,
            -142595,
            -362817,
            -580827,
            -137781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4732,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556452800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759936179659,
    "expiration_time": 1766057472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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)