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Trade: ENJ/USDT/720/SINWMA/LINREG/6136

Strategy
ENJ/USDT/720/SINWMA/LINREG/6136
Pair
ENJ_USDT
Interval
12h
Score
421681
Daily Profit
0.389077
Profit Factor
2.200772
Profitability
43.809524
Streak
0.000000
Best Strategy
Training Data Length
2356.000000
Evaluation Time
2025-09-28 19:40
Expiration Time
2025-12-08 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916665.6549 761887.7106 154777.9443 1290465.9153 -822481.8988 2112947.814
Total P&L (%) 916.6657 761.8877 154.7779 1290.4659 -822.4819 2112.9478
Avg Daily Profit (%) 0.3891 0.3234 0.0657 0.1118 0 0.1315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118042 -106674 -109387 -1919805 -1813686 -763321
Profit Factor 2.2008 2.7943 1.4569 1.1778 0.8283 1.8562
Total Trades 105 53 52 105 53 52
Winning Trades 46 16 30 46 16 30
Losing Trades 59 37 22 59 37 22
Profitability (%) 43.8095 30.1887 57.6923 43.8095 30.1887 57.6923
Ratio Avg Win / Avg Loss 2.8227 6.4618 1.0684 1.5107 1.9154 1.3612
Largest Winning Trade 502004 502004 61779 912772 912772 871768
Largest Losing Trade -38471 -29374 -38471 -505506 -480196 -505506
Avg Bars in Trades 44 38 49 44 38 49
Avg Bars in Winners 71 77 68 71 77 68
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 4638 2047 2591 4638 2047 2591
Profit Streak 0 0 139.1945 0 0 139.1945
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421681 -173612 -282267 -69302 -766037 -192696
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557360000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077608748,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 43,
            "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": [
        [
            916665.6549407301,
            761887.7106001668,
            154777.9443405634,
            1290465.9152743209,
            -822481.8987671944,
            2112947.814041515
        ],
        [
            916.665655,
            761.887711,
            154.777944,
            1290.465915,
            -822.481899,
            2112.947814
        ],
        [
            0.389077,
            0.323382,
            0.065695,
            0.111787,
            0,
            0.131534
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118042,
            -106674,
            -109387,
            -1919805,
            -1813686,
            -763321
        ],
        [
            2.200772,
            2.794311,
            1.456863,
            1.177802,
            0.828291,
            1.856166
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            46,
            16,
            30,
            46,
            16,
            30
        ],
        [
            59,
            37,
            22,
            59,
            37,
            22
        ],
        [
            43.809524,
            30.188679,
            57.692308,
            43.809524,
            30.188679,
            57.692308
        ],
        [
            2.822729,
            6.461844,
            1.068366,
            1.510659,
            1.915423,
            1.361188
        ],
        [
            502004,
            502004,
            61779,
            912772,
            912772,
            871768
        ],
        [
            -38471,
            -29374,
            -38471,
            -505506,
            -480196,
            -505506
        ],
        [
            44,
            38,
            49,
            44,
            38,
            49
        ],
        [
            71,
            77,
            68,
            71,
            77,
            68
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            4638,
            2047,
            2591,
            4638,
            2047,
            2591
        ],
        [
            0,
            0,
            139.194546,
            0,
            0,
            139.194546
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421681,
            -173612,
            -282267,
            -69302,
            -766037,
            -192696
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1557360000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759077608748,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 43,
            "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)