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Trade: ENJ/USDT/720/ZLMA/SINWMA/6183

Strategy
ENJ/USDT/720/ZLMA/SINWMA/6183
Pair
ENJ_USDT
Interval
12h
Score
344052
Daily Profit
0.285409
Profit Factor
1.522478
Profitability
41.007194
Streak
0.000000
Best Strategy
Training Data Length
2356.000000
Evaluation Time
2025-09-28 17:43
Expiration Time
2025-12-08 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 672422.6942 540241.3193 132181.3749 584981.0115 -337034.8263 922015.8378
Total P&L (%) 672.4227 540.2413 132.1814 584.981 -337.0348 922.0158
Avg Daily Profit (%) 0.2854 0.2293 0.0561 0.0817 0 0.0987
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121827 -92157 -126365 -954943 -1024390 -223592
Profit Factor 1.5225 1.7248 1.244 1.1268 0.8926 1.6247
Total Trades 278 139 139 278 139 139
Winning Trades 114 50 64 114 50 64
Losing Trades 164 89 75 164 89 75
Profitability (%) 41.0072 35.9712 46.0432 41.0072 35.9712 46.0432
Ratio Avg Win / Avg Loss 2.1902 3.0702 1.4578 1.621 1.5888 1.904
Largest Winning Trade 223035 223035 45723 676758 676758 385715
Largest Losing Trade -47075 -33595 -47075 -349720 -349720 -131741
Avg Bars in Trades 16 17 15 16 17 15
Avg Bars in Winners 23 26 21 23 26 21
Avg Bars in Losers 11 13 10 11 13 10
Bars Traded 4607 2499 2107 4607 2499 2107
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344052 222974 -119705 -165138 -583363 -59152
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557748800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759070608144,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 5,
            "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": [
        [
            672422.6941812887,
            540241.3192681535,
            132181.3749131354,
            584981.0115074265,
            -337034.8262696618,
            922015.8377770883
        ],
        [
            672.422694,
            540.241319,
            132.181375,
            584.981012,
            -337.034826,
            922.015838
        ],
        [
            0.285409,
            0.229304,
            0.056104,
            0.081707,
            0,
            0.098706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121827,
            -92157,
            -126365,
            -954943,
            -1024390,
            -223592
        ],
        [
            1.522478,
            1.724837,
            1.24403,
            1.126809,
            0.89257,
            1.624744
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            114,
            50,
            64,
            114,
            50,
            64
        ],
        [
            164,
            89,
            75,
            164,
            89,
            75
        ],
        [
            41.007194,
            35.971223,
            46.043165,
            41.007194,
            35.971223,
            46.043165
        ],
        [
            2.190231,
            3.070209,
            1.457848,
            1.621024,
            1.588774,
            1.903997
        ],
        [
            223035,
            223035,
            45723,
            676758,
            676758,
            385715
        ],
        [
            -47075,
            -33595,
            -47075,
            -349720,
            -349720,
            -131741
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            23,
            26,
            21,
            23,
            26,
            21
        ],
        [
            11,
            13,
            10,
            11,
            13,
            10
        ],
        [
            4607,
            2499,
            2107,
            4607,
            2499,
            2107
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344052,
            222974,
            -119705,
            -165138,
            -583363,
            -59152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557748800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759070608144,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 5,
            "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)