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Trade: ENJ/USDT/720/MIDPRICE/SSF/2891

Strategy
ENJ/USDT/720/MIDPRICE/SSF/2891
Pair
ENJ_USDT
Interval
12h
Score
310693
Daily Profit
0.156688
Profit Factor
1.279554
Profitability
59.574468
Streak
288.720301
Best Strategy
Training Data Length
2364.000000
Evaluation Time
2025-10-06 20:17
Expiration Time
2025-12-16 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -185041.2977 143630.1976 -328671.4953 1402743.0256 -2546822.6219 3949565.6475
Total P&L (%) -185.0413 143.6302 -328.6715 1402.743 -2546.8226 3949.5656
Avg Daily Profit (%) -0.0783 0.0608 -0.139 0.1147 0 0.1567
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -617710 -113880 -581981 -9446564 -5997840 -4491661
Profit Factor 0.8327 1.6954 0.6347 1.062 0.7 1.2796
Total Trades 95 48 47 95 48 47
Winning Trades 56 29 27 56 28 28
Losing Trades 39 19 20 39 20 19
Profitability (%) 58.9474 60.4167 57.4468 58.9474 58.3333 59.5745
Ratio Avg Win / Avg Loss 0.5799 1.1108 0.4702 0.7396 0.5 0.8683
Largest Winning Trade 53666 50687 53666 7049692 1337238 7049692
Largest Losing Trade -327715 -35007 -327715 -3316360 -2749710 -3316360
Avg Bars in Trades 48 18 78 48 18 78
Avg Bars in Winners 43 12 76 44 12 76
Avg Bars in Losers 55 28 81 53 26 82
Bars Traded 4589 893 3696 4589 893 3696
Profit Streak 231.7203 231.7203 288.7203 231.7203 231.7203 288.7203
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577985 -107005 -578383 -190638 -578358 310693
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560600000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759771034046,
    "expiration_time": 1765879488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 209,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -185041.2976509184,
            143630.1976125378,
            -328671.4952634563,
            1402743.025644427,
            -2546822.621866895,
            3949565.647511328
        ],
        [
            -185.041298,
            143.630198,
            -328.671495,
            1402.743026,
            -2546.822622,
            3949.565648
        ],
        [
            -0.078275,
            0.060757,
            -0.139032,
            0.114697,
            0,
            0.156688
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -617710,
            -113880,
            -581981,
            -9446564,
            -5997840,
            -4491661
        ],
        [
            0.832736,
            1.695407,
            0.634706,
            1.062021,
            0.69999,
            1.279554
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            56,
            29,
            27,
            56,
            28,
            28
        ],
        [
            39,
            19,
            20,
            39,
            20,
            19
        ],
        [
            58.947368,
            60.416667,
            57.446809,
            58.947368,
            58.333333,
            59.574468
        ],
        [
            0.579941,
            1.110784,
            0.470153,
            0.739622,
            0.499993,
            0.868269
        ],
        [
            53666,
            50687,
            53666,
            7049692,
            1337238,
            7049692
        ],
        [
            -327715,
            -35007,
            -327715,
            -3316360,
            -2749710,
            -3316360
        ],
        [
            48,
            18,
            78,
            48,
            18,
            78
        ],
        [
            43,
            12,
            76,
            44,
            12,
            76
        ],
        [
            55,
            28,
            81,
            53,
            26,
            82
        ],
        [
            4589,
            893,
            3696,
            4589,
            893,
            3696
        ],
        [
            231.720301,
            231.720301,
            288.720301,
            231.720301,
            231.720301,
            288.720301
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577985,
            -107005,
            -578383,
            -190638,
            -578358,
            310693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560600000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759771034046,
    "expiration_time": 1765879488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 209,
            "offset": 0,
            "poles": 2
        }
    }
}

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)