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Trade: ENJ/USDT/120/SSF/LINREG/5697

Strategy
ENJ/USDT/120/SSF/LINREG/5697
Pair
ENJ_USDT
Interval
2h
Score
440830
Daily Profit
0.338473
Profit Factor
1.810503
Profitability
43.750000
Streak
26.931190
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-06 13:20
Expiration Time
2025-12-20 09:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 705011.4008 532432.2503 172579.1505 2313247.6235 -908578.0444 3221825.6678
Total P&L (%) 705.0114 532.4323 172.5792 2313.2476 -908.578 3221.8257
Avg Daily Profit (%) 0.3385 0.2556 0.0829 0.153 0 0.1683
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71147 -95976 -123753 -3918553 -4676452 -2264533
Profit Factor 1.8105 2.2366 1.3929 1.1372 0.9072 1.4555
Total Trades 192 96 96 192 96 96
Winning Trades 84 39 45 84 39 45
Losing Trades 108 57 51 108 57 51
Profitability (%) 43.75 40.625 46.875 43.75 40.625 46.875
Ratio Avg Win / Avg Loss 2.3278 3.2688 1.5786 1.4621 1.3259 1.6496
Largest Winning Trade 269349 269349 57936 2267026 2267026 1200860
Largest Losing Trade -41192 -23264 -41192 -1276046 -1276046 -833256
Avg Bars in Trades 129 120 137 129 120 137
Avg Bars in Winners 194 191 196 194 191 196
Avg Bars in Losers 78 71 85 78 71 85
Bars Traded 24812 11570 13242 24812 11570 13242
Profit Streak 26.9312 39.3479 26.9312 26.9312 39.3479 26.9312
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440830 337427 -81543 -62370 -582508 321855
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579708800000,
    "first_datapoint_time": 1580356800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746054823,
    "expiration_time": 1766216304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 73,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 91,
            "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": [
        [
            705011.4008123466,
            532432.2503336591,
            172579.1504786878,
            2313247.623465388,
            -908578.0443821473,
            3221825.6678475346
        ],
        [
            705.011401,
            532.43225,
            172.57915,
            2313.247623,
            -908.578044,
            3221.825668
        ],
        [
            0.338473,
            0.255618,
            0.082854,
            0.152958,
            0,
            0.168324
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71147,
            -95976,
            -123753,
            -3918553,
            -4676452,
            -2264533
        ],
        [
            1.810503,
            2.236578,
            1.392873,
            1.137211,
            0.907161,
            1.455545
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            108,
            57,
            51,
            108,
            57,
            51
        ],
        [
            43.75,
            40.625,
            46.875,
            43.75,
            40.625,
            46.875
        ],
        [
            2.32779,
            3.268844,
            1.578589,
            1.462128,
            1.325851,
            1.649617
        ],
        [
            269349,
            269349,
            57936,
            2267026,
            2267026,
            1200860
        ],
        [
            -41192,
            -23264,
            -41192,
            -1276046,
            -1276046,
            -833256
        ],
        [
            129,
            120,
            137,
            129,
            120,
            137
        ],
        [
            194,
            191,
            196,
            194,
            191,
            196
        ],
        [
            78,
            71,
            85,
            78,
            71,
            85
        ],
        [
            24812,
            11570,
            13242,
            24812,
            11570,
            13242
        ],
        [
            26.93119,
            39.347857,
            26.93119,
            26.93119,
            39.347857,
            26.93119
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440830,
            337427,
            -81543,
            -62370,
            -582508,
            321855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579708800000,
    "first_datapoint_time": 1580356800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746054823,
    "expiration_time": 1766216304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 73,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 91,
            "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)