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Trade: ENJ/USDT/120/SSF/WMA/3931

Strategy
ENJ/USDT/120/SSF/WMA/3931
Pair
ENJ_USDT
Interval
2h
Score
364398
Daily Profit
0.379801
Profit Factor
1.520512
Profitability
37.708831
Streak
14.146492
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 22:30
Expiration Time
2025-12-18 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 791251.4144 623145.4084 168106.0061 1877719.196 -611428.4623 2489147.6583
Total P&L (%) 791.2514 623.1454 168.106 1877.7192 -611.4285 2489.1477
Avg Daily Profit (%) 0.3798 0.2991 0.0807 0.1434 0 0.1563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145933 -120157 -118237 -2190706 -2555865 -1083441
Profit Factor 1.5205 1.8113 1.2235 1.101 0.9415 1.3059
Total Trades 419 209 210 419 209 210
Winning Trades 158 74 84 158 74 84
Losing Trades 261 135 126 261 135 126
Profitability (%) 37.7088 35.4067 40 37.7088 35.4067 40
Ratio Avg Win / Avg Loss 2.5117 3.3043 1.8353 1.8188 1.7176 1.9588
Largest Winning Trade 326626 326626 51490 983903 983903 603740
Largest Losing Trade -24314 -19221 -24314 -524585 -524585 -312553
Avg Bars in Trades 58 57 60 58 57 60
Avg Bars in Winners 97 100 94 97 100 94
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 24704 12096 12608 24704 12096 12608
Profit Streak 14.1465 0 16.3132 14.1465 0 16.3132
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364398 258629 -87260 -111539 -583136 220516
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579536000000,
    "first_datapoint_time": 1579852800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759606256893,
    "expiration_time": 1766080800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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": [
        [
            791251.4144222108,
            623145.4083589604,
            168106.0060632507,
            1877719.1959728333,
            -611428.4623020389,
            2489147.6582748727
        ],
        [
            791.251414,
            623.145408,
            168.106006,
            1877.719196,
            -611.428462,
            2489.147658
        ],
        [
            0.379801,
            0.29911,
            0.080691,
            0.14336,
            0,
            0.15631
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145933,
            -120157,
            -118237,
            -2190706,
            -2555865,
            -1083441
        ],
        [
            1.520512,
            1.811257,
            1.22354,
            1.101013,
            0.941493,
            1.305853
        ],
        [
            419,
            209,
            210,
            419,
            209,
            210
        ],
        [
            158,
            74,
            84,
            158,
            74,
            84
        ],
        [
            261,
            135,
            126,
            261,
            135,
            126
        ],
        [
            37.708831,
            35.406699,
            40,
            37.708831,
            35.406699,
            40
        ],
        [
            2.511732,
            3.30432,
            1.83531,
            1.818762,
            1.717589,
            1.958779
        ],
        [
            326626,
            326626,
            51490,
            983903,
            983903,
            603740
        ],
        [
            -24314,
            -19221,
            -24314,
            -524585,
            -524585,
            -312553
        ],
        [
            58,
            57,
            60,
            58,
            57,
            60
        ],
        [
            97,
            100,
            94,
            97,
            100,
            94
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            24704,
            12096,
            12608,
            24704,
            12096,
            12608
        ],
        [
            14.146492,
            0,
            16.313158,
            14.146492,
            0,
            16.313158
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364398,
            258629,
            -87260,
            -111539,
            -583136,
            220516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579536000000,
    "first_datapoint_time": 1579852800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759606256893,
    "expiration_time": 1766080800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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)