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Trade: ENJ/USDT/720/FWMA/FWMA/2767

Strategy
ENJ/USDT/720/FWMA/FWMA/2767
Pair
ENJ_USDT
Interval
12h
Score
426488
Daily Profit
0.608727
Profit Factor
2.940203
Profitability
35.374150
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-25 22:40
Expiration Time
2025-12-04 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1431725.2092 1360766.9483 70958.2609 322963.9894 -942823.9983 1265787.9877
Total P&L (%) 1431.7252 1360.7669 70.9583 322.964 -942.824 1265.788
Avg Daily Profit (%) 0.6087 0.5786 0.0302 0.0613 0 0.1112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155585 -144349 -94962 -2223525 -2257947 -837120
Profit Factor 2.9402 4.3531 1.2137 1.0565 0.7346 1.5842
Total Trades 147 74 73 147 74 73
Winning Trades 52 21 31 52 21 31
Losing Trades 95 53 42 95 53 42
Profitability (%) 35.3742 28.3784 42.4658 35.3742 28.3784 42.4658
Ratio Avg Win / Avg Loss 5.3715 10.9864 1.6443 1.9301 1.8539 2.1463
Largest Winning Trade 1361372 1361372 54656 788392 788392 567324
Largest Losing Trade -42002 -35414 -42002 -785784 -785784 -254980
Avg Bars in Trades 30 26 34 30 26 34
Avg Bars in Winners 61 59 64 61 59 64
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 4423 1933 2490 4423 1933 2490
Profit Streak 0 0 9.8197 0 0 9.8197
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426488 -60511 -225696 -273622 -657105 -114953

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562932800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829219681,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 52,
            "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": [
        [
            1431725.2092280933,
            1360766.9482869187,
            70958.2609411746,
            322963.9894057234,
            -942823.9982814526,
            1265787.9876871763
        ],
        [
            1431.725209,
            1360.766948,
            70.958261,
            322.963989,
            -942.823998,
            1265.787988
        ],
        [
            0.608727,
            0.578557,
            0.030169,
            0.061333,
            0,
            0.111215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155585,
            -144349,
            -94962,
            -2223525,
            -2257947,
            -837120
        ],
        [
            2.940203,
            4.353096,
            1.213665,
            1.056474,
            0.734568,
            1.584193
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            95,
            53,
            42,
            95,
            53,
            42
        ],
        [
            35.37415,
            28.378378,
            42.465753,
            35.37415,
            28.378378,
            42.465753
        ],
        [
            5.371526,
            10.986386,
            1.64432,
            1.930098,
            1.853909,
            2.146325
        ],
        [
            1361372,
            1361372,
            54656,
            788392,
            788392,
            567324
        ],
        [
            -42002,
            -35414,
            -42002,
            -785784,
            -785784,
            -254980
        ],
        [
            30,
            26,
            34,
            30,
            26,
            34
        ],
        [
            61,
            59,
            64,
            61,
            59,
            64
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            4423,
            1933,
            2490,
            4423,
            1933,
            2490
        ],
        [
            0,
            0,
            9.819672,
            0,
            0,
            9.819672
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426488,
            -60511,
            -225696,
            -273622,
            -657105,
            -114953
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1562932800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829219681,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 52,
            "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)