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Trade: ENJ/USDT/720/SWMA/SSF/1105

Strategy
ENJ/USDT/720/SWMA/SSF/1105
Pair
ENJ_USDT
Interval
12h
Score
525400
Daily Profit
0.578267
Profit Factor
3.338217
Profitability
41.489362
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-10-02 16:13
Expiration Time
2025-12-12 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1364710.5985 1190428.7657 174281.8328 2316114.6323 -1431665.7062 3747780.3385
Total P&L (%) 1364.7106 1190.4288 174.2818 2316.1146 -1431.6657 3747.7803
Avg Daily Profit (%) 0.5783 0.5044 0.0738 0.135 0 0.1548
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101592 -73527 -126526 -2692876 -3221864 -1002620
Profit Factor 3.3382 4.718 1.6615 1.2169 0.8028 2.0966
Total Trades 94 47 47 94 47 47
Winning Trades 39 19 20 39 19 20
Losing Trades 55 28 27 55 28 27
Profitability (%) 41.4894 40.4255 42.5532 41.4894 40.4255 42.5532
Ratio Avg Win / Avg Loss 4.7077 6.9528 2.243 1.7162 1.1831 2.8304
Largest Winning Trade 1089200 1089200 67910 1291378 1194249 1291378
Largest Losing Trade -41122 -29265 -41122 -1200692 -1200692 -601628
Avg Bars in Trades 48 41 56 48 41 56
Avg Bars in Winners 72 58 85 72 58 85
Avg Bars in Losers 32 29 35 32 29 35
Bars Traded 4602 1941 2661 4602 1941 2661
Profit Streak 0 0 80.0511 0 0 80.0511
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 525400 525076 -93452 -14710 -582753 337714
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559001600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410816501,
    "expiration_time": 1765523520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 22,
            "offset": 9,
            "poles": 2
        }
    }
}
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": [
        [
            1364710.5984703968,
            1190428.7656951246,
            174281.8327752717,
            2316114.6322939014,
            -1431665.706165991,
            3747780.338459891
        ],
        [
            1364.710598,
            1190.428766,
            174.281833,
            2316.114632,
            -1431.665706,
            3747.780338
        ],
        [
            0.578267,
            0.504419,
            0.073848,
            0.135038,
            0,
            0.154784
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101592,
            -73527,
            -126526,
            -2692876,
            -3221864,
            -1002620
        ],
        [
            3.338217,
            4.717969,
            1.661482,
            1.216912,
            0.802803,
            2.096612
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            41.489362,
            40.425532,
            42.553191,
            41.489362,
            40.425532,
            42.553191
        ],
        [
            4.707742,
            6.952797,
            2.243,
            1.716157,
            1.183079,
            2.830426
        ],
        [
            1089200,
            1089200,
            67910,
            1291378,
            1194249,
            1291378
        ],
        [
            -41122,
            -29265,
            -41122,
            -1200692,
            -1200692,
            -601628
        ],
        [
            48,
            41,
            56,
            48,
            41,
            56
        ],
        [
            72,
            58,
            85,
            72,
            58,
            85
        ],
        [
            32,
            29,
            35,
            32,
            29,
            35
        ],
        [
            4602,
            1941,
            2661,
            4602,
            1941,
            2661
        ],
        [
            0,
            0,
            80.051117,
            0,
            0,
            80.051117
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525400,
            525076,
            -93452,
            -14710,
            -582753,
            337714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559001600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410816501,
    "expiration_time": 1765523520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 22,
            "offset": 9,
            "poles": 2
        }
    }
}

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)