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Trade: ENJ/USDT/720/DCM/HWMA/3322

Strategy
ENJ/USDT/720/DCM/HWMA/3322
Pair
ENJ_USDT
Interval
12h
Score
308791
Daily Profit
0.220765
Profit Factor
1.739486
Profitability
41.747573
Streak
0.000000
Best Strategy
Training Data Length
2362.000000
Evaluation Time
2025-10-04 19:54
Expiration Time
2025-12-14 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521446.9557 427704.6662 93742.2895 676925.2217 -317281.2966 994206.5183
Total P&L (%) 521.447 427.7047 93.7423 676.9252 -317.2813 994.2065
Avg Daily Profit (%) 0.2208 0.1811 0.0397 0.0868 0 0.1013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88881 -89150 -130207 -910053 -852403 -299816
Profit Factor 1.7395 2.1626 1.278 1.2232 0.8408 1.9567
Total Trades 103 52 51 103 52 51
Winning Trades 43 20 23 43 20 23
Losing Trades 60 32 28 60 32 28
Profitability (%) 41.7476 38.4615 45.098 41.7476 38.4615 45.098
Ratio Avg Win / Avg Loss 2.4272 3.4601 1.5558 1.7068 1.3453 2.382
Largest Winning Trade 103770 103770 61928 628983 459381 628983
Largest Losing Trade -36477 -23571 -36477 -262824 -262824 -205689
Avg Bars in Trades 42 32 53 42 32 53
Avg Bars in Winners 67 45 86 67 45 86
Avg Bars in Losers 25 24 26 25 24 26
Bars Traded 4427 1703 2724 4427 1703 2724
Profit Streak 0 0 83.7046 0 0 83.7046
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308791 -172969 -319828 -78817 -763653 -234543
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4724,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559606400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759596875815,
    "expiration_time": 1765701504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12812,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            521446.9556756642,
            427704.666215183,
            93742.2894604813,
            676925.2216715639,
            -317281.2966293618,
            994206.5183009258
        ],
        [
            521.446956,
            427.704666,
            93.742289,
            676.925222,
            -317.281297,
            994.206518
        ],
        [
            0.220765,
            0.181077,
            0.039688,
            0.086836,
            0,
            0.101347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88881,
            -89150,
            -130207,
            -910053,
            -852403,
            -299816
        ],
        [
            1.739486,
            2.162563,
            1.277961,
            1.22321,
            0.840839,
            1.956673
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            41.747573,
            38.461538,
            45.098039,
            41.747573,
            38.461538,
            45.098039
        ],
        [
            2.42719,
            3.460101,
            1.555779,
            1.706804,
            1.345342,
            2.382037
        ],
        [
            103770,
            103770,
            61928,
            628983,
            459381,
            628983
        ],
        [
            -36477,
            -23571,
            -36477,
            -262824,
            -262824,
            -205689
        ],
        [
            42,
            32,
            53,
            42,
            32,
            53
        ],
        [
            67,
            45,
            86,
            67,
            45,
            86
        ],
        [
            25,
            24,
            26,
            25,
            24,
            26
        ],
        [
            4427,
            1703,
            2724,
            4427,
            1703,
            2724
        ],
        [
            0,
            0,
            83.704581,
            0,
            0,
            83.704581
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308791,
            -172969,
            -319828,
            -78817,
            -763653,
            -234543
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4724,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1559606400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759596875815,
    "expiration_time": 1765701504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12812,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)