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Trade: ENJ/USDT/720/WMA/HWMA/9650

Strategy
ENJ/USDT/720/WMA/HWMA/9650
Pair
ENJ_USDT
Interval
12h
Score
364740
Daily Profit
0.325991
Profit Factor
1.696698
Profitability
39.336493
Streak
17.638355
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-26 06:19
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 766731.1599 609568.0834 157163.0765 1225680.6012 267752.1759 957928.4253
Total P&L (%) 766.7312 609.5681 157.1631 1225.6806 267.7522 957.9284
Avg Daily Profit (%) 0.326 0.2592 0.0668 0.1099 0.0554 0.1003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100273 -71018 -178256 -946551 -623627 -387835
Profit Factor 1.6967 2.0952 1.2889 1.2632 1.0983 1.4952
Total Trades 211 106 105 211 106 105
Winning Trades 83 36 47 83 36 47
Losing Trades 128 70 58 128 70 58
Profitability (%) 39.3365 33.9623 44.7619 39.3365 33.9623 44.7619
Ratio Avg Win / Avg Loss 2.6166 4.0739 1.5906 1.948 2.1357 1.8451
Largest Winning Trade 276605 276605 57833 578669 578669 387254
Largest Losing Trade -54395 -28301 -54395 -263617 -263617 -203574
Avg Bars in Trades 22 20 23 22 20 23
Avg Bars in Winners 36 36 36 36 36 36
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 4647 2219 2428 4647 2219 2428
Profit Streak 17.6384 31.6384 0 17.6384 31.6384 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 364740 246121 -104618 -47022 -235900 -58243

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556366400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856753925,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28457,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            766731.1599455915,
            609568.0834037111,
            157163.0765418802,
            1225680.6012265645,
            267752.1758818848,
            957928.42534468
        ],
        [
            766.73116,
            609.568083,
            157.163077,
            1225.680601,
            267.752176,
            957.928425
        ],
        [
            0.325991,
            0.25917,
            0.066821,
            0.109946,
            0.055383,
            0.100344
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100273,
            -71018,
            -178256,
            -946551,
            -623627,
            -387835
        ],
        [
            1.696698,
            2.095165,
            1.288944,
            1.263172,
            1.098335,
            1.495185
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            83,
            36,
            47,
            83,
            36,
            47
        ],
        [
            128,
            70,
            58,
            128,
            70,
            58
        ],
        [
            39.336493,
            33.962264,
            44.761905,
            39.336493,
            33.962264,
            44.761905
        ],
        [
            2.616594,
            4.073932,
            1.590611,
            1.948024,
            2.135651,
            1.845122
        ],
        [
            276605,
            276605,
            57833,
            578669,
            578669,
            387254
        ],
        [
            -54395,
            -28301,
            -54395,
            -263617,
            -263617,
            -203574
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            4647,
            2219,
            2428,
            4647,
            2219,
            2428
        ],
        [
            17.638355,
            31.638356,
            0,
            17.638356,
            31.638356,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364740,
            246121,
            -104618,
            -47022,
            -235900,
            -58243
        ]
    ]
}
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": 1556366400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856753925,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.28457,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)