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Trade: ENJ/USDT/360/PWMA/MIDPRICE/8516

Strategy
ENJ/USDT/360/PWMA/MIDPRICE/8516
Pair
ENJ_USDT
Interval
6h
Score
501518
Daily Profit
0.588365
Profit Factor
2.804403
Profitability
42.156863
Streak
0.000000
Best Strategy
Training Data Length
2363.750000
Evaluation Time
2025-10-06 23:22
Expiration Time
2025-12-16 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1390748.395 1365735.7307 25012.6643 15880.5231 -145674.2776 161554.8007
Total P&L (%) 1390.7484 1365.7357 25.0127 15.8805 -145.6743 161.5548
Avg Daily Profit (%) 0.5884 0.5778 0.0106 0.0062 0 0.0407
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138679 -142115 -116742 -657400 -689240 -262248
Profit Factor 2.8044 4.5281 1.0652 1.0072 0.8895 1.1826
Total Trades 102 51 51 102 51 51
Winning Trades 43 20 23 43 20 23
Losing Trades 59 31 28 59 31 28
Profitability (%) 42.1569 39.2157 45.098 42.1569 39.2157 45.098
Ratio Avg Win / Avg Loss 3.8479 7.0186 1.2968 1.382 1.3787 1.4397
Largest Winning Trade 1442025 1442025 64282 471838 471838 235007
Largest Losing Trade -41837 -37430 -41837 -243268 -243268 -116580
Avg Bars in Trades 89 86 92 89 86 92
Avg Bars in Winners 137 129 144 137 129 144
Avg Bars in Losers 54 59 50 54 59 50
Bars Traded 9153 4421 4732 9153 4421 4732
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 501518 -165533 -513024 -409503 -763360 -340184
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559973600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759782148935,
    "expiration_time": 1765900440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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": [
        [
            1390748.3950376436,
            1365735.7307468809,
            25012.6642907634,
            15880.5231086773,
            -145674.2776052562,
            161554.8007139337
        ],
        [
            1390.748395,
            1365.735731,
            25.012664,
            15.880523,
            -145.674278,
            161.554801
        ],
        [
            0.588365,
            0.577783,
            0.010582,
            0.006236,
            0,
            0.040684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138679,
            -142115,
            -116742,
            -657400,
            -689240,
            -262248
        ],
        [
            2.804403,
            4.528148,
            1.065196,
            1.007208,
            0.88951,
            1.182605
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            42.156863,
            39.215686,
            45.098039,
            42.156863,
            39.215686,
            45.098039
        ],
        [
            3.847902,
            7.018629,
            1.29676,
            1.381983,
            1.378741,
            1.439693
        ],
        [
            1442025,
            1442025,
            64282,
            471838,
            471838,
            235007
        ],
        [
            -41837,
            -37430,
            -41837,
            -243268,
            -243268,
            -116580
        ],
        [
            89,
            86,
            92,
            89,
            86,
            92
        ],
        [
            137,
            129,
            144,
            137,
            129,
            144
        ],
        [
            54,
            59,
            50,
            54,
            59,
            50
        ],
        [
            9153,
            4421,
            4732,
            9153,
            4421,
            4732
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501518,
            -165533,
            -513024,
            -409503,
            -763360,
            -340184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559973600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759782148935,
    "expiration_time": 1765900440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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)