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Trade: ENS/USDT/15/T3/SMA/1996

Strategy
ENS/USDT/15/T3/SMA/1996
Pair
ENS_USDT
Interval
15m
Score
341346
Daily Profit
0.210640
Profit Factor
1.591578
Profitability
51.351351
Streak
26.325231
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 17:48
Expiration Time
2025-12-21 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90492.3077 35637.5266 54854.7811 86956.4818 32728.2502 54228.2316
Total P&L (%) 90.4923 35.6375 54.8548 86.9565 32.7283 54.2282
Avg Daily Profit (%) 0.3475 0.1368 0.2106 0.2406 0.1088 0.1665
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43889 -57165 -37701 -58854 -52785 -63031
Profit Factor 1.4752 1.3647 1.5916 1.3539 1.2696 1.4363
Total Trades 75 38 37 75 38 37
Winning Trades 34 15 19 34 15 19
Losing Trades 41 23 18 41 23 18
Profitability (%) 45.3333 39.4737 51.3514 45.3333 39.4737 51.3514
Ratio Avg Win / Avg Loss 1.7789 2.0925 1.5078 1.6327 1.9467 1.3607
Largest Winning Trade 31388 31388 16666 29534 29534 19845
Largest Losing Trade -26842 -14390 -26842 -44599 -21177 -44599
Avg Bars in Trades 325 351 299 325 351 299
Avg Bars in Winners 404 444 372 404 444 372
Avg Bars in Losers 260 290 222 260 290 222
Bars Traded 24412 13342 11070 24412 13342 11070
Profit Streak 17.4815 17.4815 26.3252 17.4815 17.4815 26.3252
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52273 -16273 341346 -53928 -54532 252100
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737348300000,
    "first_datapoint_time": 1737565200000,
    "last_datapoint_time": 1759847400000,
    "evaluation_time": 1759848499935,
    "expiration_time": 1766327400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 242,
            "offset": 0,
            "a": 0.9181
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "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": [
        [
            90492.3076941684,
            35637.5265990407,
            54854.7810951277,
            86956.4818144321,
            32728.2502341446,
            54228.2315802876
        ],
        [
            90.492308,
            35.637527,
            54.854781,
            86.956482,
            32.72825,
            54.228232
        ],
        [
            0.347486,
            0.136846,
            0.21064,
            0.240557,
            0.108781,
            0.166509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43889,
            -57165,
            -37701,
            -58854,
            -52785,
            -63031
        ],
        [
            1.47515,
            1.364675,
            1.591578,
            1.353923,
            1.269596,
            1.436282
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            45.333333,
            39.473684,
            51.351351,
            45.333333,
            39.473684,
            51.351351
        ],
        [
            1.778857,
            2.092502,
            1.507811,
            1.632672,
            1.946715,
            1.360689
        ],
        [
            31388,
            31388,
            16666,
            29534,
            29534,
            19845
        ],
        [
            -26842,
            -14390,
            -26842,
            -44599,
            -21177,
            -44599
        ],
        [
            325,
            351,
            299,
            325,
            351,
            299
        ],
        [
            404,
            444,
            372,
            404,
            444,
            372
        ],
        [
            260,
            290,
            222,
            260,
            290,
            222
        ],
        [
            24412,
            13342,
            11070,
            24412,
            13342,
            11070
        ],
        [
            17.481481,
            17.481481,
            26.325231,
            17.481481,
            17.481481,
            26.325231
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52273,
            -16273,
            341346,
            -53928,
            -54532,
            252100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737348300000,
    "first_datapoint_time": 1737565200000,
    "last_datapoint_time": 1759847400000,
    "evaluation_time": 1759848499935,
    "expiration_time": 1766327400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 242,
            "offset": 0,
            "a": 0.9181
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "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)