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Trade: ENJ/USDT/720/SSF/MIDPRICE/5166

Strategy
ENJ/USDT/720/SSF/MIDPRICE/5166
Pair
ENJ_USDT
Interval
12h
Score
705742
Daily Profit
0.321612
Profit Factor
7.024494
Profitability
55.172414
Streak
214.816523
Best Strategy
Training Data Length
2357.500000
Evaluation Time
2025-09-30 10:35
Expiration Time
2025-12-09 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 882756.7003 758199.6638 124557.0365 253716.1216 901908.217 -648192.0953
Total P&L (%) 882.7567 758.1997 124.557 253.7161 901.9082 -648.1921
Avg Daily Profit (%) 0.3744 0.3216 0.0528 0.0536 0.0978 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93086 -81878 -112712 -1084874 -148651 -1084874
Profit Factor 3.597 7.0245 1.5819 1.1662 5.3884 0.5094
Total Trades 58 29 29 58 29 29
Winning Trades 35 16 19 35 16 19
Losing Trades 23 13 10 23 13 10
Profitability (%) 60.3448 55.1724 65.5172 60.3448 55.1724 65.5172
Ratio Avg Win / Avg Loss 2.3637 5.7074 0.8326 0.7663 4.378 0.2681
Largest Winning Trade 674789 674789 49983 753767 753767 201083
Largest Losing Trade -93086 -24167 -93086 -1084874 -55980 -1084874
Avg Bars in Trades 73 78 68 73 78 68
Avg Bars in Winners 86 90 83 86 90 83
Avg Bars in Losers 54 64 40 54 64 40
Bars Traded 4271 2285 1986 4271 2285 1986
Profit Streak 21.8165 214.8165 21.8165 21.8165 214.8165 21.8165
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160816 705742 -119715 -337845 -51912 -578271
Evaluation Data
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4715,
    "evaluation_days": 2357.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759217747553,
    "expiration_time": 1765301040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "offset": 189,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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": [
        [
            882756.7002656795,
            758199.6637800089,
            124557.0364856708,
            253716.1216361817,
            901908.2169848798,
            -648192.0953486983
        ],
        [
            882.7567,
            758.199664,
            124.557036,
            253.716122,
            901.908217,
            -648.192095
        ],
        [
            0.374446,
            0.321612,
            0.052834,
            0.053602,
            0.097799,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93086,
            -81878,
            -112712,
            -1084874,
            -148651,
            -1084874
        ],
        [
            3.596988,
            7.024494,
            1.581872,
            1.166179,
            5.388355,
            0.509407
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            60.344828,
            55.172414,
            65.517241,
            60.344828,
            55.172414,
            65.517241
        ],
        [
            2.363735,
            5.707402,
            0.832564,
            0.766346,
            4.378038,
            0.268109
        ],
        [
            674789,
            674789,
            49983,
            753767,
            753767,
            201083
        ],
        [
            -93086,
            -24167,
            -93086,
            -1084874,
            -55980,
            -1084874
        ],
        [
            73,
            78,
            68,
            73,
            78,
            68
        ],
        [
            86,
            90,
            83,
            86,
            90,
            83
        ],
        [
            54,
            64,
            40,
            54,
            64,
            40
        ],
        [
            4271,
            2285,
            1986,
            4271,
            2285,
            1986
        ],
        [
            21.816523,
            214.816523,
            21.816523,
            21.816523,
            214.816523,
            21.816523
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160816,
            705742,
            -119715,
            -337845,
            -51912,
            -578271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENJ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4715,
    "evaluation_days": 2357.5,
    "actual_first_datapoint_time": 1555545600000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759217747553,
    "expiration_time": 1765301040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 14,
            "offset": 189,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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)