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Trade: ENJ/USDT/720/SINWMA/HILO/1884

Strategy
ENJ/USDT/720/SINWMA/HILO/1884
Pair
ENJ_USDT
Interval
12h
Score
530452
Daily Profit
0.548552
Profit Factor
5.882669
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
2367.000000
Evaluation Time
2025-10-10 03:07
Expiration Time
2025-12-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1408668.9269 1298421.9707 110246.9562 -12446.4666 -70160.5159 57714.0494
Total P&L (%) 1408.6689 1298.422 110.247 -12.4465 -70.1605 57.714
Avg Daily Profit (%) 0.5951 0.5486 0.0466 -0.0056 -0.0511 0.0193
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222505 -79838 -176575 -141496 -67160 -85221
Profit Factor 3.3779 5.8827 1.3377 0.9655 0.605 1.3155
Total Trades 73 37 36 73 37 36
Winning Trades 36 14 22 36 14 22
Losing Trades 37 23 14 37 23 14
Profitability (%) 49.3151 37.8378 61.1111 49.3151 37.8378 61.1111
Ratio Avg Win / Avg Loss 3.4717 9.6644 0.8513 0.9923 0.994 0.8371
Largest Winning Trade 1259515 1259515 64083 56987 23820 56987
Largest Losing Trade -96800 -30459 -96800 -58963 -39994 -58963
Avg Bars in Trades 62 47 78 62 47 78
Avg Bars in Winners 94 76 106 94 76 106
Avg Bars in Losers 32 30 34 32 30 34
Bars Traded 4586 1761 2825 4586 1761 2825
Profit Streak 0 0 86.0053 0 0 86.0053
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58669 530452 -129254 -657321 -585502 -166645
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4734,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560427200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760054854517,
    "expiration_time": 1766146464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1408668.9268967186,
            1298421.9706796866,
            110246.9562170327,
            -12446.4665531215,
            -70160.5159174886,
            57714.0493643671
        ],
        [
            1408.668927,
            1298.421971,
            110.246956,
            -12.446467,
            -70.160516,
            57.714049
        ],
        [
            0.595128,
            0.548552,
            0.046577,
            -0.005615,
            -0.051079,
            0.01925
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222505,
            -79838,
            -176575,
            -141496,
            -67160,
            -85221
        ],
        [
            3.377918,
            5.882669,
            1.337693,
            0.965482,
            0.605018,
            1.315456
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            49.315068,
            37.837838,
            61.111111,
            49.315068,
            37.837838,
            61.111111
        ],
        [
            3.471749,
            9.664385,
            0.851259,
            0.992301,
            0.993958,
            0.837109
        ],
        [
            1259515,
            1259515,
            64083,
            56987,
            23820,
            56987
        ],
        [
            -96800,
            -30459,
            -96800,
            -58963,
            -39994,
            -58963
        ],
        [
            62,
            47,
            78,
            62,
            47,
            78
        ],
        [
            94,
            76,
            106,
            94,
            76,
            106
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            4586,
            1761,
            2825,
            4586,
            1761,
            2825
        ],
        [
            0,
            0,
            86.005261,
            0,
            0,
            86.005261
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58669,
            530452,
            -129254,
            -657321,
            -585502,
            -166645
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4734,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1560427200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760054854517,
    "expiration_time": 1766146464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)