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Trade: ENJ/USDT/720/HWMA/WMA/1371

Strategy
ENJ/USDT/720/HWMA/WMA/1371
Pair
ENJ_USDT
Interval
12h
Score
455106
Daily Profit
0.156543
Profit Factor
2.192124
Profitability
55.813953
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-25 18:25
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 -1162608.1116 3149.9164 -1165758.028 -300120.4605 3860726.3383 -4160846.7987
Total P&L (%) -1162.6081 3.1499 -1165.758 -300.1205 3860.7263 -4160.8468
Avg Daily Profit (%) -0.4943 0.0013 -0.4956 0 0.1565 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1446365 -226336 -1290315 -7432584 -1527177 -6116928
Profit Factor 0.3671 1.0089 0.2143 0.9733 2.1921 0.4797
Total Trades 87 43 44 87 43 44
Winning Trades 65 30 35 41 24 17
Losing Trades 22 13 9 46 19 27
Profitability (%) 74.7126 69.7674 79.5455 47.1264 55.814 38.6364
Ratio Avg Win / Avg Loss 0.1243 0.4372 0.0551 1.092 1.7354 0.7619
Largest Winning Trade 31249 31249 23349 2369787 2369787 1796887
Largest Losing Trade -1215389 -59646 -1215389 -4752419 -1347213 -4752419
Avg Bars in Trades 49 60 39 49 60 39
Avg Bars in Winners 19 21 18 70 82 53
Avg Bars in Losers 136 149 117 30 32 30
Bars Traded 4299 2581 1718 4299 2581 1718
Profit Streak 46.1429 46.1429 279.6429 0 0 0
Trades During Streak 7 3 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575464 -565157 -575409 -579996 455106 -585138

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1564531200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813946029,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27902,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "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": [
        [
            -1162608.111594834,
            3149.9163876864,
            -1165758.0279825202,
            -300120.4604633867,
            3860726.3382531907,
            -4160846.798716576
        ],
        [
            -1162.608112,
            3.149916,
            -1165.758028,
            -300.12046,
            3860.726338,
            -4160.846799
        ],
        [
            -0.494306,
            0.001339,
            -0.495645,
            0,
            0.156543,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1446365,
            -226336,
            -1290315,
            -7432584,
            -1527177,
            -6116928
        ],
        [
            0.367143,
            1.008912,
            0.214261,
            0.97329,
            2.192124,
            0.479743
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            65,
            30,
            35,
            41,
            24,
            17
        ],
        [
            22,
            13,
            9,
            46,
            19,
            27
        ],
        [
            74.712644,
            69.767442,
            79.545455,
            47.126437,
            55.813953,
            38.636364
        ],
        [
            0.124264,
            0.437195,
            0.055096,
            1.091984,
            1.735432,
            0.761945
        ],
        [
            31249,
            31249,
            23349,
            2369787,
            2369787,
            1796887
        ],
        [
            -1215389,
            -59646,
            -1215389,
            -4752419,
            -1347213,
            -4752419
        ],
        [
            49,
            60,
            39,
            49,
            60,
            39
        ],
        [
            19,
            21,
            18,
            70,
            82,
            53
        ],
        [
            136,
            149,
            117,
            30,
            32,
            30
        ],
        [
            4299,
            2581,
            1718,
            4299,
            2581,
            1718
        ],
        [
            46.142894,
            46.142894,
            279.642894,
            0,
            0,
            0
        ],
        [
            7,
            3,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575464,
            -565157,
            -575409,
            -579996,
            455106,
            -585138
        ]
    ]
}
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": 1564531200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813946029,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27902,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "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)