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Trade: ENJ/USDT/720/MIDPRICE/HWMA/9654

Strategy
ENJ/USDT/720/MIDPRICE/HWMA/9654
Pair
ENJ_USDT
Interval
12h
Score
309236
Daily Profit
0.309537
Profit Factor
3.277571
Profitability
32.653061
Streak
0.000000
Best Strategy
Training Data Length
2362.500000
Evaluation Time
2025-10-05 12:15
Expiration Time
2025-12-14 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 832274.2451 731281.0987 100993.1464 1270407.7603 20529.7356 1249878.0246
Total P&L (%) 832.2742 731.2811 100.9931 1270.4078 20.5297 1249.878
Avg Daily Profit (%) 0.3523 0.3095 0.0427 0.1109 0.0079 0.1102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124988 -54783 -124279 -776827 -590822 -379688
Profit Factor 2.2544 3.2776 1.2949 1.3576 1.0103 1.7997
Total Trades 97 49 48 97 49 48
Winning Trades 34 16 18 34 16 18
Losing Trades 63 33 30 63 33 30
Profitability (%) 35.0515 32.6531 37.5 35.0515 32.6531 37.5
Ratio Avg Win / Avg Loss 4.1773 6.76 2.1582 2.5155 2.0838 2.9995
Largest Winning Trade 510780 510780 69382 879551 548065 879551
Largest Losing Trade -41837 -22181 -41837 -320118 -251702 -320118
Avg Bars in Trades 44 31 58 44 31 58
Avg Bars in Winners 89 63 113 89 63 113
Avg Bars in Losers 20 16 24 20 16 24
Bars Traded 4341 1543 2798 4341 1543 2798
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 290723 309236 -139417 -48580 -403521 -46782
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4725,
    "evaluation_days": 2362.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560254400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655704477,
    "expiration_time": 1765746000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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": [
        [
            832274.2451022761,
            731281.0986890881,
            100993.1464131882,
            1270407.7602662456,
            20529.7356311269,
            1249878.0246351191
        ],
        [
            832.274245,
            731.281099,
            100.993146,
            1270.40776,
            20.529736,
            1249.878025
        ],
        [
            0.352285,
            0.309537,
            0.042748,
            0.110863,
            0.007904,
            0.110224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124988,
            -54783,
            -124279,
            -776827,
            -590822,
            -379688
        ],
        [
            2.25439,
            3.277571,
            1.294948,
            1.357566,
            1.010316,
            1.799709
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            35.051546,
            32.653061,
            37.5,
            35.051546,
            32.653061,
            37.5
        ],
        [
            4.177252,
            6.759991,
            2.158247,
            2.51549,
            2.083777,
            2.999515
        ],
        [
            510780,
            510780,
            69382,
            879551,
            548065,
            879551
        ],
        [
            -41837,
            -22181,
            -41837,
            -320118,
            -251702,
            -320118
        ],
        [
            44,
            31,
            58,
            44,
            31,
            58
        ],
        [
            89,
            63,
            113,
            89,
            63,
            113
        ],
        [
            20,
            16,
            24,
            20,
            16,
            24
        ],
        [
            4341,
            1543,
            2798,
            4341,
            1543,
            2798
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            290723,
            309236,
            -139417,
            -48580,
            -403521,
            -46782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4725,
    "evaluation_days": 2362.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560254400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655704477,
    "expiration_time": 1765746000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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)