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Trade: ENJ/USDT/720/SSF/KCB/1349

Strategy
ENJ/USDT/720/SSF/KCB/1349
Pair
ENJ_USDT
Interval
12h
Score
487628
Daily Profit
0.716568
Profit Factor
3.359921
Profitability
35.576923
Streak
0.000000
Best Strategy
Training Data Length
2356.000000
Evaluation Time
2025-09-29 01:26
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 1688235.1303 1526344.4475 161890.6828 2162474.1231 -986329.5487 3148803.6717
Total P&L (%) 1688.2351 1526.3444 161.8907 2162.4741 -986.3295 3148.8037
Avg Daily Profit (%) 0.7166 0.6479 0.0687 0.1325 0 0.1479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103891 -83209 -76105 -3134758 -2828442 -1331520
Profit Factor 3.3599 5.2119 1.4586 1.2228 0.8317 1.8186
Total Trades 104 52 52 104 52 52
Winning Trades 37 14 23 37 14 23
Losing Trades 67 38 29 67 38 29
Profitability (%) 35.5769 26.9231 44.2308 35.5769 26.9231 44.2308
Ratio Avg Win / Avg Loss 6.0842 14.1467 1.8391 2.2142 2.2574 2.2931
Largest Winning Trade 1390233 1390233 63189 2000104 1350283 2000104
Largest Losing Trade -35043 -33711 -35043 -1230267 -1230267 -954391
Avg Bars in Trades 44 38 51 44 38 51
Avg Bars in Winners 94 89 96 94 89 96
Avg Bars in Losers 17 19 15 17 19 15
Bars Traded 4658 1993 2665 4658 1993 2665
Profit Streak 0 0 143.435 0 0 143.435
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487628 -181856 -280360 -20365 -779672 -173138
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4712,
    "evaluation_days": 2356,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1555804800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759098385674,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            1688235.1303061324,
            1526344.4475272663,
            161890.6827788658,
            2162474.123056536,
            -986329.5486818001,
            3148803.6717383363
        ],
        [
            1688.23513,
            1526.344448,
            161.890683,
            2162.474123,
            -986.329549,
            3148.803672
        ],
        [
            0.716568,
            0.647854,
            0.068714,
            0.132475,
            0,
            0.147854
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103891,
            -83209,
            -76105,
            -3134758,
            -2828442,
            -1331520
        ],
        [
            3.359921,
            5.211928,
            1.458625,
            1.222789,
            0.831685,
            1.818641
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            35.576923,
            26.923077,
            44.230769,
            35.576923,
            26.923077,
            44.230769
        ],
        [
            6.084181,
            14.146662,
            1.839135,
            2.214239,
            2.257429,
            2.293069
        ],
        [
            1390233,
            1390233,
            63189,
            2000104,
            1350283,
            2000104
        ],
        [
            -35043,
            -33711,
            -35043,
            -1230267,
            -1230267,
            -954391
        ],
        [
            44,
            38,
            51,
            44,
            38,
            51
        ],
        [
            94,
            89,
            96,
            94,
            89,
            96
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            4658,
            1993,
            2665,
            4658,
            1993,
            2665
        ],
        [
            0,
            0,
            143.435019,
            0,
            0,
            143.435019
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487628,
            -181856,
            -280360,
            -20365,
            -779672,
            -173138
        ]
    ]
}
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": 1555804800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759098385674,
    "expiration_time": 1765167552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)