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Trade: ENJ/USDT/720/ZLMA/HWMA/4000

Strategy
ENJ/USDT/720/ZLMA/HWMA/4000
Pair
ENJ_USDT
Interval
12h
Score
328055
Daily Profit
0.253495
Profit Factor
1.616027
Profitability
41.406250
Streak
57.313803
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-10-02 10:31
Expiration Time
2025-12-11 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598120.8027 520585.5972 77535.2055 125429.932 -5204.9053 130634.8373
Total P&L (%) 598.1208 520.5856 77.5352 125.4299 -5.2049 130.6348
Avg Daily Profit (%) 0.2535 0.2206 0.0329 0.0345 -0.0023 0.0354
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116705 -83687 -141563 -495039 -465581 -322129
Profit Factor 1.616 2.012 1.1698 1.0514 0.9963 1.1259
Total Trades 128 64 64 128 64 64
Winning Trades 53 26 27 53 26 27
Losing Trades 75 38 37 75 38 37
Profitability (%) 41.4063 40.625 42.1875 41.4063 40.625 42.1875
Ratio Avg Win / Avg Loss 2.2868 2.9406 1.6031 1.4878 1.4561 1.5429
Largest Winning Trade 289299 289299 41995 370678 370678 212829
Largest Losing Trade -59499 -46299 -59499 -227169 -227169 -194470
Avg Bars in Trades 35 36 35 35 36 35
Avg Bars in Winners 48 44 52 48 44 52
Avg Bars in Losers 26 31 22 26 31 22
Bars Traded 4593 2336 2257 4593 2336 2257
Profit Streak 57.3138 103.3138 0 57.3138 103.3138 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 328055 -130505 -324075 -313338 -721654 -369032
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4719,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557964800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390312610,
    "expiration_time": 1765479024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.01232,
            "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": [
        [
            598120.8027070847,
            520585.5971750825,
            77535.2055320024,
            125429.9320470027,
            -5204.9052767438,
            130634.8373237463
        ],
        [
            598.120803,
            520.585597,
            77.535206,
            125.429932,
            -5.204905,
            130.634837
        ],
        [
            0.253495,
            0.220634,
            0.032861,
            0.034456,
            -0.002265,
            0.035423
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116705,
            -83687,
            -141563,
            -495039,
            -465581,
            -322129
        ],
        [
            1.616027,
            2.011974,
            1.169844,
            1.051359,
            0.996294,
            1.125869
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            41.40625,
            40.625,
            42.1875,
            41.40625,
            40.625,
            42.1875
        ],
        [
            2.28683,
            2.940577,
            1.60312,
            1.487772,
            1.456122,
            1.542857
        ],
        [
            289299,
            289299,
            41995,
            370678,
            370678,
            212829
        ],
        [
            -59499,
            -46299,
            -59499,
            -227169,
            -227169,
            -194470
        ],
        [
            35,
            36,
            35,
            35,
            36,
            35
        ],
        [
            48,
            44,
            52,
            48,
            44,
            52
        ],
        [
            26,
            31,
            22,
            26,
            31,
            22
        ],
        [
            4593,
            2336,
            2257,
            4593,
            2336,
            2257
        ],
        [
            57.313803,
            103.313803,
            0,
            57.313803,
            103.313803,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            328055,
            -130505,
            -324075,
            -313338,
            -721654,
            -369032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4719,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557964800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390312610,
    "expiration_time": 1765479024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.01232,
            "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)