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Trade: ENJ/USDT/120/MIDPRICE/SINWMA/3189

Strategy
ENJ/USDT/120/MIDPRICE/SINWMA/3189
Pair
ENJ_USDT
Interval
2h
Score
436738
Daily Profit
0.306579
Profit Factor
1.296564
Profitability
41.761364
Streak
10.467914
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 18:13
Expiration Time
2025-12-14 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 638705.8018 531619.7699 107086.0319 657391.3946 527291.7489 130099.6457
Total P&L (%) 638.7058 531.6198 107.086 657.3914 527.2917 130.0996
Avg Daily Profit (%) 0.3066 0.2552 0.0514 0.0972 0.0882 0.04
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155767 -129105 -134689 -3966761 -3416276 -1802310
Profit Factor 1.2966 1.4895 1.1003 1.0194 1.0305 1.0078
Total Trades 704 352 352 704 352 352
Winning Trades 294 142 152 294 142 152
Losing Trades 410 210 200 410 210 200
Profitability (%) 41.7614 40.3409 43.1818 41.7614 40.3409 43.1818
Ratio Avg Win / Avg Loss 1.8081 2.2028 1.4478 1.4216 1.524 1.3261
Largest Winning Trade 112302 112302 45493 1519014 1519014 775866
Largest Losing Trade -42003 -28968 -42003 -1052831 -1052831 -1024039
Avg Bars in Trades 35 34 36 35 34 36
Avg Bars in Winners 46 47 45 46 47 45
Avg Bars in Losers 27 25 29 27 25 29
Bars Traded 24904 12012 12892 24904 12012 12892
Profit Streak 10.4679 10.4679 12.0512 10.4679 10.4679 12.0512
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436738 325562 -234744 -259971 -262499 -351687
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579176000000,
    "first_datapoint_time": 1579665600000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759245227779,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 15,
            "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": [
        [
            638705.8018045883,
            531619.7699312392,
            107086.031873348,
            657391.3945783727,
            527291.7489186062,
            130099.6456597639
        ],
        [
            638.705802,
            531.61977,
            107.086032,
            657.391395,
            527.291749,
            130.099646
        ],
        [
            0.306579,
            0.255178,
            0.051401,
            0.097233,
            0.088179,
            0.040008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155767,
            -129105,
            -134689,
            -3966761,
            -3416276,
            -1802310
        ],
        [
            1.296564,
            1.489486,
            1.100305,
            1.019357,
            1.030503,
            1.007802
        ],
        [
            704,
            352,
            352,
            704,
            352,
            352
        ],
        [
            294,
            142,
            152,
            294,
            142,
            152
        ],
        [
            410,
            210,
            200,
            410,
            210,
            200
        ],
        [
            41.761364,
            40.340909,
            43.181818,
            41.761364,
            40.340909,
            43.181818
        ],
        [
            1.808134,
            2.202761,
            1.44777,
            1.421553,
            1.523984,
            1.326056
        ],
        [
            112302,
            112302,
            45493,
            1519014,
            1519014,
            775866
        ],
        [
            -42003,
            -28968,
            -42003,
            -1052831,
            -1052831,
            -1024039
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            24904,
            12012,
            12892,
            24904,
            12012,
            12892
        ],
        [
            10.467914,
            10.467914,
            12.051247,
            10.467914,
            10.467914,
            12.051247
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436738,
            325562,
            -234744,
            -259971,
            -262499,
            -351687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579176000000,
    "first_datapoint_time": 1579665600000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759245227779,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 15,
            "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)