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Trade: ENJ/USDT/360/SINWMA/DCM/9241

Strategy
ENJ/USDT/360/SINWMA/DCM/9241
Pair
ENJ_USDT
Interval
6h
Score
307862
Daily Profit
0.155970
Profit Factor
1.407878
Profitability
48.000000
Streak
0.000000
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-12 09:07
Expiration Time
2025-12-22 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340598.0869 369492.9464 -28894.8595 -84967.9643 357415.9327 -442383.897
Total P&L (%) 340.5981 369.4929 -28.8949 -84.968 357.4159 -442.3839
Avg Daily Profit (%) 0.1438 0.156 -0.0122 -0.08 0.0642 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216923 -202326 -143978 -513390 -366899 -503373
Profit Factor 1.2088 1.4079 0.9602 0.9626 1.3252 0.6228
Total Trades 300 150 150 300 150 150
Winning Trades 147 72 75 147 72 75
Losing Trades 153 78 75 153 78 75
Profitability (%) 49 48 50 49 48 50
Ratio Avg Win / Avg Loss 1.2581 1.5252 0.9602 1.0019 1.4357 0.6228
Largest Winning Trade 189364 189364 38287 324616 324616 41069
Largest Losing Trade -72743 -40641 -72743 -381032 -99431 -381032
Avg Bars in Trades 31 39 23 31 39 23
Avg Bars in Winners 35 42 27 35 42 27
Avg Bars in Losers 27 35 18 27 35 18
Bars Traded 9340 5873 3466 9340 5873 3466
Profit Streak 0 0 93.755 0 0 93.755
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -402 307862 -578910 -577931 -107514 -578910
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9476,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556992800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249232094,
    "expiration_time": 1766367648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 68,
            "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": [
        [
            340598.0868870775,
            369492.9464325228,
            -28894.8595454455,
            -84967.964290607,
            357415.9326646441,
            -442383.8969552511
        ],
        [
            340.598087,
            369.492946,
            -28.89486,
            -84.967964,
            357.415933,
            -442.383897
        ],
        [
            0.143773,
            0.15597,
            -0.012197,
            -0.079959,
            0.064201,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216923,
            -202326,
            -143978,
            -513390,
            -366899,
            -503373
        ],
        [
            1.20877,
            1.407878,
            0.960176,
            0.962598,
            1.325218,
            0.622778
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            147,
            72,
            75,
            147,
            72,
            75
        ],
        [
            153,
            78,
            75,
            153,
            78,
            75
        ],
        [
            49,
            48,
            50,
            49,
            48,
            50
        ],
        [
            1.258108,
            1.525201,
            0.960176,
            1.001888,
            1.435652,
            0.622778
        ],
        [
            189364,
            189364,
            38287,
            324616,
            324616,
            41069
        ],
        [
            -72743,
            -40641,
            -72743,
            -381032,
            -99431,
            -381032
        ],
        [
            31,
            39,
            23,
            31,
            39,
            23
        ],
        [
            35,
            42,
            27,
            35,
            42,
            27
        ],
        [
            27,
            35,
            18,
            27,
            35,
            18
        ],
        [
            9340,
            5873,
            3466,
            9340,
            5873,
            3466
        ],
        [
            0,
            0,
            93.755001,
            0,
            0,
            93.755001
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -402,
            307862,
            -578910,
            -577931,
            -107514,
            -578910
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9476,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556992800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249232094,
    "expiration_time": 1766367648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 68,
            "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)