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Trade: ENJ/USDT/720/WMA/HILO/1926

Strategy
ENJ/USDT/720/WMA/HILO/1926
Pair
ENJ_USDT
Interval
12h
Score
485532
Daily Profit
0.332037
Profit Factor
1.996724
Profitability
49.333333
Streak
0.000000
Best Strategy
Training Data Length
2362.500000
Evaluation Time
2025-10-05 09:48
Expiration Time
2025-12-14 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 784437.5746 625568.6329 158868.9418 1403496.4225 -984625.3019 2388121.7244
Total P&L (%) 784.4376 625.5686 158.8689 1403.4964 -984.6253 2388.1217
Avg Daily Profit (%) 0.332 0.2648 0.0672 0.1148 0 0.1361
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98344 -73670 -123069 -2003630 -2312847 -779437
Profit Factor 1.9967 2.6798 1.3832 1.1425 0.8247 1.5645
Total Trades 150 75 75 150 75 75
Winning Trades 74 31 43 74 31 43
Losing Trades 76 44 32 76 44 32
Profitability (%) 49.3333 41.3333 57.3333 49.3333 41.3333 57.3333
Ratio Avg Win / Avg Loss 2.0507 3.8035 1.0293 1.1734 1.1706 1.1643
Largest Winning Trade 268964 268964 68523 907797 784240 907797
Largest Losing Trade -58694 -32972 -58694 -1073956 -1073956 -615995
Avg Bars in Trades 30 22 39 30 22 39
Avg Bars in Winners 42 35 47 42 35 47
Avg Bars in Losers 19 12 28 19 12 28
Bars Traded 4594 1655 2939 4594 1655 2939
Profit Streak 0 0 20.284 0 0 20.284
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485532 -46347 -157728 -102565 -639162 -64344
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4725,
    "evaluation_days": 2362.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559217600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646939139,
    "expiration_time": 1765746000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "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": [
        [
            784437.5746278575,
            625568.6328696412,
            158868.9417582162,
            1403496.422499315,
            -984625.3018649542,
            2388121.72436427
        ],
        [
            784.437575,
            625.568633,
            158.868942,
            1403.496422,
            -984.625302,
            2388.121724
        ],
        [
            0.332037,
            0.264791,
            0.067246,
            0.114791,
            0,
            0.13614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98344,
            -73670,
            -123069,
            -2003630,
            -2312847,
            -779437
        ],
        [
            1.996724,
            2.679771,
            1.383183,
            1.142518,
            0.824712,
            1.564483
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            74,
            31,
            43,
            74,
            31,
            43
        ],
        [
            76,
            44,
            32,
            76,
            44,
            32
        ],
        [
            49.333333,
            41.333333,
            57.333333,
            49.333333,
            41.333333,
            57.333333
        ],
        [
            2.050689,
            3.803546,
            1.029346,
            1.173397,
            1.170559,
            1.164266
        ],
        [
            268964,
            268964,
            68523,
            907797,
            784240,
            907797
        ],
        [
            -58694,
            -32972,
            -58694,
            -1073956,
            -1073956,
            -615995
        ],
        [
            30,
            22,
            39,
            30,
            22,
            39
        ],
        [
            42,
            35,
            47,
            42,
            35,
            47
        ],
        [
            19,
            12,
            28,
            19,
            12,
            28
        ],
        [
            4594,
            1655,
            2939,
            4594,
            1655,
            2939
        ],
        [
            0,
            0,
            20.284018,
            0,
            0,
            20.284018
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485532,
            -46347,
            -157728,
            -102565,
            -639162,
            -64344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4725,
    "evaluation_days": 2362.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559217600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646939139,
    "expiration_time": 1765746000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "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)