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Trade: ENJ/USDT/720/SWMA/DCM/4374

Strategy
ENJ/USDT/720/SWMA/DCM/4374
Pair
ENJ_USDT
Interval
12h
Score
309081
Daily Profit
0.256183
Profit Factor
1.395437
Profitability
40.356083
Streak
0.000000
Best Strategy
Training Data Length
2356.000000
Evaluation Time
2025-09-28 19:40
Expiration Time
2025-12-08 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603566.8202 544715.2235 58851.5968 47034.8304 27960.1794 19074.651
Total P&L (%) 603.5668 544.7152 58.8516 47.0348 27.9602 19.0747
Avg Daily Profit (%) 0.2562 0.2312 0.025 0.0164 0.0105 0.0074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129282 -94917 -179925 -447295 -400521 -251718
Profit Factor 1.3954 1.6662 1.083 1.0195 1.0222 1.0166
Total Trades 337 169 168 337 169 168
Winning Trades 136 60 76 136 60 76
Losing Trades 201 109 92 201 109 92
Profitability (%) 40.3561 35.503 45.2381 40.3561 35.503 45.2381
Ratio Avg Win / Avg Loss 2.0624 3.0269 1.3111 1.5068 1.857 1.2306
Largest Winning Trade 359455 359455 48156 354740 354740 98090
Largest Losing Trade -35043 -24888 -35043 -151021 -96807 -151021
Avg Bars in Trades 13 13 14 13 13 14
Avg Bars in Winners 21 21 21 21 21 21
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 4652 2227 2425 4652 2227 2425
Profit Streak 0 0 19.6945 0 0 19.6945
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309081 231488 -290116 -372242 -382191 -393398
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556323200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077606302,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "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": [
        [
            603566.8202374609,
            544715.2234569632,
            58851.5967804975,
            47034.8304169196,
            27960.1794231282,
            19074.6509937915
        ],
        [
            603.56682,
            544.715223,
            58.851597,
            47.03483,
            27.960179,
            19.074651
        ],
        [
            0.256183,
            0.231203,
            0.024979,
            0.016364,
            0.010465,
            0.00741
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129282,
            -94917,
            -179925,
            -447295,
            -400521,
            -251718
        ],
        [
            1.395437,
            1.666202,
            1.083043,
            1.019517,
            1.022182,
            1.016594
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            136,
            60,
            76,
            136,
            60,
            76
        ],
        [
            201,
            109,
            92,
            201,
            109,
            92
        ],
        [
            40.356083,
            35.502959,
            45.238095,
            40.356083,
            35.502959,
            45.238095
        ],
        [
            2.062373,
            3.026933,
            1.311052,
            1.506786,
            1.856964,
            1.230614
        ],
        [
            359455,
            359455,
            48156,
            354740,
            354740,
            98090
        ],
        [
            -35043,
            -24888,
            -35043,
            -151021,
            -96807,
            -151021
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            4652,
            2227,
            2425,
            4652,
            2227,
            2425
        ],
        [
            0,
            0,
            19.694517,
            0,
            0,
            19.694517
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309081,
            231488,
            -290116,
            -372242,
            -382191,
            -393398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556323200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077606302,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "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)