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Trade: ENJ/USDT/720/SSF/HILO/3457

Strategy
ENJ/USDT/720/SSF/HILO/3457
Pair
ENJ_USDT
Interval
12h
Score
543507
Daily Profit
0.482072
Profit Factor
2.704784
Profitability
48.000000
Streak
0.000000
Best Strategy
Training Data Length
2352.000000
Evaluation Time
2025-09-25 22:40
Expiration Time
2025-12-04 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1133833.9176 1021062.5083 112771.4094 2661.633 -65309.7005 67971.3335
Total P&L (%) 1133.8339 1021.0625 112.7714 2.6616 -65.3097 67.9713
Avg Daily Profit (%) 0.4821 0.4341 0.0479 0.0011 -0.045 0.0221
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -249823 -83037 -240769 -133075 -61951 -93381
Profit Factor 2.7048 4.604 1.2954 1.0075 0.6269 1.3752
Total Trades 100 50 50 100 50 50
Winning Trades 48 22 26 48 22 26
Losing Trades 52 28 24 52 28 24
Profitability (%) 48 44 52 48 44 52
Ratio Avg Win / Avg Loss 2.9302 5.8596 1.1957 1.0914 0.7979 1.2695
Largest Winning Trade 916593 916593 68377 56023 26162 56023
Largest Losing Trade -96800 -32586 -96800 -41175 -30102 -41175
Avg Bars in Trades 46 36 55 46 36 55
Avg Bars in Winners 63 44 80 63 44 80
Avg Bars in Losers 30 30 29 30 30 29
Bars Traded 4640 1848 2791 4640 1848 2791
Profit Streak 0 0 41.8197 0 0 41.8197
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 543507 -164845 -307630 -569914 -763166 -341802

Evaluation Data

{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556452800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829217968,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 2
        }
    },
    "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": [
        [
            1133833.917638596,
            1021062.5082557141,
            112771.4093828817,
            2661.63304814,
            -65309.70045687,
            67971.33350501
        ],
        [
            1133.833918,
            1021.062508,
            112.771409,
            2.661633,
            -65.3097,
            67.971334
        ],
        [
            0.482072,
            0.434125,
            0.047947,
            0.001117,
            -0.045003,
            0.022053
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -249823,
            -83037,
            -240769,
            -133075,
            -61951,
            -93381
        ],
        [
            2.704784,
            4.603972,
            1.295388,
            1.007472,
            0.626938,
            1.375239
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            48,
            44,
            52,
            48,
            44,
            52
        ],
        [
            2.930183,
            5.859601,
            1.195743,
            1.091428,
            0.797921,
            1.269451
        ],
        [
            916593,
            916593,
            68377,
            56023,
            26162,
            56023
        ],
        [
            -96800,
            -32586,
            -96800,
            -41175,
            -30102,
            -41175
        ],
        [
            46,
            36,
            55,
            46,
            36,
            55
        ],
        [
            63,
            44,
            80,
            63,
            44,
            80
        ],
        [
            30,
            30,
            29,
            30,
            30,
            29
        ],
        [
            4640,
            1848,
            2791,
            4640,
            1848,
            2791
        ],
        [
            0,
            0,
            41.819652,
            0,
            0,
            41.819652
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543507,
            -164845,
            -307630,
            -569914,
            -763166,
            -341802
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4704,
    "evaluation_days": 2352,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1556452800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829217968,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 2
        }
    },
    "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)