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Trade: ENJ/USDT/720/SSF/HILO/6602

Strategy
ENJ/USDT/720/SSF/HILO/6602
Pair
ENJ_USDT
Interval
12h
Score
572414
Daily Profit
0.499483
Profit Factor
2.878155
Profitability
48.888889
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 1174784.4074 1056825.3058 117959.1016 -6307.5331 -78151.2302 71843.6971
Total P&L (%) 1174.7844 1056.8253 117.9591 -6.3075 -78.1512 71.8437
Avg Daily Profit (%) 0.4995 0.4493 0.0502 -0.0028 -0.0646 0.023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248718 -81308 -222179 -142747 -77987 -84068
Profit Factor 2.8782 4.4301 1.3717 0.9815 0.5953 1.4885
Total Trades 90 45 45 90 45 45
Winning Trades 44 20 24 44 20 24
Losing Trades 46 25 21 46 25 21
Profitability (%) 48.8889 44.4444 53.3333 48.8889 44.4444 53.3333
Ratio Avg Win / Avg Loss 3.009 5.5376 1.2002 1.0261 0.7441 1.3024
Largest Winning Trade 978413 978413 65714 55950 28597 55950
Largest Losing Trade -96800 -31880 -96800 -63463 -42244 -63463
Avg Bars in Trades 51 40 61 51 40 61
Avg Bars in Winners 71 59 81 71 59 81
Avg Bars in Losers 31 25 39 31 25 39
Bars Traded 4595 1818 2777 4595 1818 2777
Profit Streak 0 0 41.8196 0 0 41.8196
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 572414 556246 -123928 -579303 -582872 -159389

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": 1758829214205,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "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": [
        [
            1174784.4074313561,
            1056825.3057899142,
            117959.1016414421,
            -6307.5330928168,
            -78151.230172306,
            71843.6970794892
        ],
        [
            1174.784407,
            1056.825306,
            117.959102,
            -6.307533,
            -78.15123,
            71.843697
        ],
        [
            0.499483,
            0.44933,
            0.050153,
            -0.00277,
            -0.064649,
            0.023022
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248718,
            -81308,
            -222179,
            -142747,
            -77987,
            -84068
        ],
        [
            2.878155,
            4.430058,
            1.371651,
            0.981459,
            0.595303,
            1.488453
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            48.888889,
            44.444444,
            53.333333,
            48.888889,
            44.444444,
            53.333333
        ],
        [
            3.00898,
            5.537573,
            1.200195,
            1.026071,
            0.744129,
            1.302396
        ],
        [
            978413,
            978413,
            65714,
            55950,
            28597,
            55950
        ],
        [
            -96800,
            -31880,
            -96800,
            -63463,
            -42244,
            -63463
        ],
        [
            51,
            40,
            61,
            51,
            40,
            61
        ],
        [
            71,
            59,
            81,
            71,
            59,
            81
        ],
        [
            31,
            25,
            39,
            31,
            25,
            39
        ],
        [
            4595,
            1818,
            2777,
            4595,
            1818,
            2777
        ],
        [
            0,
            0,
            41.819609,
            0,
            0,
            41.819609
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            572414,
            556246,
            -123928,
            -579303,
            -582872,
            -159389
        ]
    ]
}
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": 1758829214205,
    "expiration_time": 1764811584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "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)