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Trade: ENJ/USDT/720/WMA/DCM/1102

Strategy
ENJ/USDT/720/WMA/DCM/1102
Pair
ENJ_USDT
Interval
12h
Score
437587
Daily Profit
0.606686
Profit Factor
5.106964
Profitability
31.428571
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 1445620.7383 1426926.1502 18694.5881 35571.8387 -101182.4774 136754.3161
Total P&L (%) 1445.6207 1426.9262 18.6946 35.5718 -101.1825 136.7543
Avg Daily Profit (%) 0.6146 0.6067 0.0079 0.0129 0 0.0367
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151883 -105113 -122492 -276961 -323221 -190873
Profit Factor 3.1855 5.107 1.0595 1.0321 0.8428 1.2935
Total Trades 69 35 34 69 35 34
Winning Trades 25 11 14 25 11 14
Losing Trades 44 24 20 44 24 20
Profitability (%) 36.2319 31.4286 41.1765 36.2319 31.4286 41.1765
Ratio Avg Win / Avg Loss 5.6065 11.1425 1.5136 1.8164 1.8389 1.8479
Largest Winning Trade 1501631 1501631 54858 241315 241315 137886
Largest Losing Trade -41837 -35819 -41837 -100163 -100163 -81010
Avg Bars in Trades 64 56 72 64 56 72
Avg Bars in Winners 110 101 116 110 101 116
Avg Bars in Losers 37 35 40 37 35 40
Bars Traded 4418 1965 2453 4418 1965 2453
Profit Streak 0 0 76.5524 0 0 76.5524
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93962 437587 -346788 -473955 -585232 -145675
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561204800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892530536,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 29,
            "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": [
        [
            1445620.7382831709,
            1426926.1501977085,
            18694.5880854627,
            35571.8387254662,
            -101182.4774199207,
            136754.3161453869
        ],
        [
            1445.620738,
            1426.92615,
            18.694588,
            35.571839,
            -101.182477,
            136.754316
        ],
        [
            0.614635,
            0.606686,
            0.007948,
            0.01294,
            0,
            0.03665
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151883,
            -105113,
            -122492,
            -276961,
            -323221,
            -190873
        ],
        [
            3.185491,
            5.106964,
            1.059533,
            1.032056,
            0.842818,
            1.293504
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            36.231884,
            31.428571,
            41.176471,
            36.231884,
            31.428571,
            41.176471
        ],
        [
            5.606464,
            11.142467,
            1.513618,
            1.816419,
            1.838876,
            1.847862
        ],
        [
            1501631,
            1501631,
            54858,
            241315,
            241315,
            137886
        ],
        [
            -41837,
            -35819,
            -41837,
            -100163,
            -100163,
            -81010
        ],
        [
            64,
            56,
            72,
            64,
            56,
            72
        ],
        [
            110,
            101,
            116,
            110,
            101,
            116
        ],
        [
            37,
            35,
            40,
            37,
            35,
            40
        ],
        [
            4418,
            1965,
            2453,
            4418,
            1965,
            2453
        ],
        [
            0,
            0,
            76.552437,
            0,
            0,
            76.552437
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93962,
            437587,
            -346788,
            -473955,
            -585232,
            -145675
        ]
    ]
}
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": 1561204800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892530536,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 29,
            "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)