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Trade: ENJ/USDT/240/MIDPRICE/SINWMA/1955

Strategy
ENJ/USDT/240/MIDPRICE/SINWMA/1955
Pair
ENJ_USDT
Interval
4h
Score
326770
Daily Profit
0.179959
Profit Factor
1.642506
Profitability
45.512821
Streak
0.000000
Best Strategy
Training Data Length
2350.830000
Evaluation Time
2025-09-26 11:34
Expiration Time
2025-12-04 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 479333.9575 423053.45 56280.5075 -23082.5734 -20046.911 -3035.6624
Total P&L (%) 479.334 423.0535 56.2805 -23.0826 -20.0469 -3.0357
Avg Daily Profit (%) 0.2039 0.18 0.0239 -0.0112 -0.0095 -0.0013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187407 -87545 -330858 -202587 -80604 -185467
Profit Factor 1.3132 1.6425 1.0645 0.9692 0.938 0.9929
Total Trades 311 156 155 311 156 155
Winning Trades 146 71 75 146 71 75
Losing Trades 165 85 80 165 85 80
Profitability (%) 46.9453 45.5128 48.3871 46.9453 45.5128 48.3871
Ratio Avg Win / Avg Loss 1.4841 1.9664 1.1355 1.0954 1.123 1.0591
Largest Winning Trade 76337 76337 57334 43660 16923 43660
Largest Losing Trade -78099 -23823 -78099 -93845 -31602 -93845
Avg Bars in Trades 44 36 53 44 36 53
Avg Bars in Winners 57 42 71 57 42 71
Avg Bars in Losers 33 30 37 33 30 37
Bars Traded 13947 5639 8309 13947 5639 8309
Profit Streak 0 0 7.0242 0 0 7.0242
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 297266 326770 -311019 -578672 -580594 -578798

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14105,
    "evaluation_days": 2350.83,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1556899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875687990,
    "expiration_time": 1764808560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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": [
        [
            479333.957493574,
            423053.4500063308,
            56280.5074872427,
            -23082.5733576177,
            -20046.9109699781,
            -3035.6623876395
        ],
        [
            479.333957,
            423.05345,
            56.280507,
            -23.082573,
            -20.046911,
            -3.035662
        ],
        [
            0.2039,
            0.179959,
            0.023941,
            -0.011163,
            -0.009517,
            -0.001311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187407,
            -87545,
            -330858,
            -202587,
            -80604,
            -185467
        ],
        [
            1.313194,
            1.642506,
            1.06454,
            0.969248,
            0.938037,
            0.992892
        ],
        [
            311,
            156,
            155,
            311,
            156,
            155
        ],
        [
            146,
            71,
            75,
            146,
            71,
            75
        ],
        [
            165,
            85,
            80,
            165,
            85,
            80
        ],
        [
            46.945338,
            45.512821,
            48.387097,
            46.945338,
            45.512821,
            48.387097
        ],
        [
            1.484089,
            1.96638,
            1.135509,
            1.095383,
            1.123002,
            1.059085
        ],
        [
            76337,
            76337,
            57334,
            43660,
            16923,
            43660
        ],
        [
            -78099,
            -23823,
            -78099,
            -93845,
            -31602,
            -93845
        ],
        [
            44,
            36,
            53,
            44,
            36,
            53
        ],
        [
            57,
            42,
            71,
            57,
            42,
            71
        ],
        [
            33,
            30,
            37,
            33,
            30,
            37
        ],
        [
            13947,
            5639,
            8309,
            13947,
            5639,
            8309
        ],
        [
            0,
            0,
            7.024166,
            0,
            0,
            7.024167
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            297266,
            326770,
            -311019,
            -578672,
            -580594,
            -578798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14105,
    "evaluation_days": 2350.83,
    "actual_first_datapoint_time": 1555560000000,
    "first_datapoint_time": 1556899200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875687990,
    "expiration_time": 1764808560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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)