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Trade: ENJ/USDT/360/SINWMA/DCM/5651

Strategy
ENJ/USDT/360/SINWMA/DCM/5651
Pair
ENJ_USDT
Interval
6h
Score
691655
Daily Profit
0.729222
Profit Factor
2.936504
Profitability
50.259067
Streak
0.000000
Best Strategy
Training Data Length
2358.000000
Evaluation Time
2025-10-01 06:22
Expiration Time
2025-12-10 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1719505.8886 1540545.4975 178960.3911 1532820.7322 284335.5275 1248485.2047
Total P&L (%) 1719.5059 1540.5455 178.9604 1532.8207 284.3355 1248.4852
Avg Daily Profit (%) 0.7292 0.6533 0.0759 0.1185 0.0571 0.1104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139173 -61673 -148685 -2328392 -1083649 -1259407
Profit Factor 2.9365 4.5845 1.3906 1.3293 1.1256 1.5221
Total Trades 193 97 96 193 97 96
Winning Trades 97 49 48 97 49 48
Losing Trades 96 48 48 96 48 48
Profitability (%) 50.2591 50.5155 50 50.2591 50.5155 50
Ratio Avg Win / Avg Loss 2.9062 4.4909 1.3906 1.3156 1.1026 1.5221
Largest Winning Trade 1442025 1442025 56646 1043100 1043100 873531
Largest Losing Trade -60135 -51697 -60135 -612231 -333338 -612231
Avg Bars in Trades 47 53 42 47 53 42
Avg Bars in Winners 60 63 57 60 63 57
Avg Bars in Losers 35 42 27 35 42 27
Bars Traded 9262 5175 4087 9262 5175 4087
Profit Streak 0 0 38.1405 0 0 38.1405
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 691655 690264 -90727 -33063 -199245 -42403
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9432,
    "evaluation_days": 2358,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558375200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288936299,
    "expiration_time": 1765388736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "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": [
        [
            1719505.8886238274,
            1540545.4975047384,
            178960.39111909,
            1532820.7322069067,
            284335.527501401,
            1248485.2047055052
        ],
        [
            1719.505889,
            1540.545498,
            178.960391,
            1532.820732,
            284.335528,
            1248.485205
        ],
        [
            0.729222,
            0.653327,
            0.075895,
            0.118514,
            0.057113,
            0.11039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139173,
            -61673,
            -148685,
            -2328392,
            -1083649,
            -1259407
        ],
        [
            2.936504,
            4.584491,
            1.390604,
            1.329297,
            1.125605,
            1.522139
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            50.259067,
            50.515464,
            50,
            50.259067,
            50.515464,
            50
        ],
        [
            2.90623,
            4.49093,
            1.390604,
            1.315593,
            1.102633,
            1.522139
        ],
        [
            1442025,
            1442025,
            56646,
            1043100,
            1043100,
            873531
        ],
        [
            -60135,
            -51697,
            -60135,
            -612231,
            -333338,
            -612231
        ],
        [
            47,
            53,
            42,
            47,
            53,
            42
        ],
        [
            60,
            63,
            57,
            60,
            63,
            57
        ],
        [
            35,
            42,
            27,
            35,
            42,
            27
        ],
        [
            9262,
            5175,
            4087,
            9262,
            5175,
            4087
        ],
        [
            0,
            0,
            38.140466,
            0,
            0,
            38.140466
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            691655,
            690264,
            -90727,
            -33063,
            -199245,
            -42403
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9432,
    "evaluation_days": 2358,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1558375200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288936299,
    "expiration_time": 1765388736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "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)