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Trade: ENJ/USDT/720/SINWMA/HILO/8122

Strategy
ENJ/USDT/720/SINWMA/HILO/8122
Pair
ENJ_USDT
Interval
12h
Score
657650
Daily Profit
0.556924
Profit Factor
6.007939
Profitability
45.000000
Streak
17.494740
Best Strategy
Training Data Length
2366.000000
Evaluation Time
2025-10-09 02:52
Expiration Time
2025-12-18 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1338463.5915 1317681.4742 20782.1174 -32574.2427 -51782.4263 19208.1837
Total P&L (%) 1338.4636 1317.6815 20.7821 -32.5742 -51.7824 19.2082
Avg Daily Profit (%) 0.5657 0.5569 0.0088 -0.0167 -0.0308 0.0074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208185 -71338 -169635 -93308 -56675 -66258
Profit Factor 3.0843 6.0079 1.0548 0.9095 0.6837 1.0979
Total Trades 79 40 39 79 40 39
Winning Trades 37 18 19 37 18 19
Losing Trades 42 22 20 42 22 20
Profitability (%) 46.8354 45 48.7179 46.8354 45 48.7179
Ratio Avg Win / Avg Loss 3.5011 7.343 1.1103 1.0324 0.8356 1.1557
Largest Winning Trade 1313568 1313568 66043 57904 33302 57904
Largest Losing Trade -90783 -31265 -90783 -41962 -19984 -41962
Avg Bars in Trades 55 43 68 55 43 68
Avg Bars in Winners 80 62 98 80 62 98
Avg Bars in Losers 34 27 41 34 27 41
Bars Traded 4408 1721 2687 4408 1721 2687
Profit Streak 17.4947 17.4947 54.9947 17.4947 17.4947 54.9947
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14385 657650 -346689 -610552 -582126 -302125
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4732,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561075200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967545532,
    "expiration_time": 1766057472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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": [
        [
            1338463.5915454559,
            1317681.4741556107,
            20782.1173898454,
            -32574.2426524656,
            -51782.4263235419,
            19208.1836710764
        ],
        [
            1338.463592,
            1317.681474,
            20.782117,
            -32.574243,
            -51.782426,
            19.208184
        ],
        [
            0.565707,
            0.556924,
            0.008784,
            -0.016657,
            -0.030826,
            0.007426
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208185,
            -71338,
            -169635,
            -93308,
            -56675,
            -66258
        ],
        [
            3.084304,
            6.007939,
            1.054828,
            0.909468,
            0.683652,
            1.097941
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            46.835443,
            45,
            48.717949,
            46.835443,
            45,
            48.717949
        ],
        [
            3.501102,
            7.343036,
            1.110345,
            1.032369,
            0.835575,
            1.155727
        ],
        [
            1313568,
            1313568,
            66043,
            57904,
            33302,
            57904
        ],
        [
            -90783,
            -31265,
            -90783,
            -41962,
            -19984,
            -41962
        ],
        [
            55,
            43,
            68,
            55,
            43,
            68
        ],
        [
            80,
            62,
            98,
            80,
            62,
            98
        ],
        [
            34,
            27,
            41,
            34,
            27,
            41
        ],
        [
            4408,
            1721,
            2687,
            4408,
            1721,
            2687
        ],
        [
            17.49474,
            17.49474,
            54.99474,
            17.49474,
            17.49474,
            54.99474
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14385,
            657650,
            -346689,
            -610552,
            -582126,
            -302125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4732,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1561075200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967545532,
    "expiration_time": 1766057472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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)