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Trade: ENS/USDT/360/PWMA/SINWMA/9686

Strategy
ENS/USDT/360/PWMA/SINWMA/9686
Pair
ENS_USDT
Interval
6h
Score
345676
Daily Profit
0.212977
Profit Factor
1.477764
Profitability
53.043478
Streak
0.000000
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-25 20:00
Expiration Time
2025-11-06 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301256.1715 219841.5737 81414.5978 109500.7767 202514.7148 -93013.9381
Total P&L (%) 301.2562 219.8416 81.4146 109.5008 202.5147 -93.0139
Avg Daily Profit (%) 0.213 0.1554 0.0576 0.0523 0.0783 -0.188
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94493 -69662 -90862 -291746 -178933 -327819
Profit Factor 1.4778 1.6681 1.27 1.0714 1.2753 0.8835
Total Trades 115 58 57 115 58 57
Winning Trades 61 27 34 61 27 34
Losing Trades 54 31 23 54 31 23
Profitability (%) 53.0435 46.5517 59.6491 53.0435 46.5517 59.6491
Ratio Avg Win / Avg Loss 1.3082 1.9152 0.8591 0.9484 1.4643 0.5977
Largest Winning Trade 73014 73014 39192 86017 86017 73574
Largest Losing Trade -70887 -39621 -70887 -194952 -67739 -194952
Avg Bars in Trades 47 54 41 47 54 41
Avg Bars in Winners 45 52 40 45 52 40
Avg Bars in Losers 50 55 42 50 55 42
Bars Traded 5508 3149 2359 5508 3149 2359
Profit Streak 0 0 45.4585 0 0 45.4585
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345676 -170996 -296077 -266042 -269884 -759026

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639440000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819613348,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "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": [
        [
            301256.1714893716,
            219841.5737015065,
            81414.5977878653,
            109500.7766788066,
            202514.7147838828,
            -93013.9381050761
        ],
        [
            301.256171,
            219.841574,
            81.414598,
            109.500777,
            202.514715,
            -93.013938
        ],
        [
            0.212977,
            0.15542,
            0.057557,
            0.052298,
            0.078289,
            -0.187964
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94493,
            -69662,
            -90862,
            -291746,
            -178933,
            -327819
        ],
        [
            1.477764,
            1.668076,
            1.270043,
            1.071388,
            1.275336,
            0.883494
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            53.043478,
            46.551724,
            59.649123,
            53.043478,
            46.551724,
            59.649123
        ],
        [
            1.308184,
            1.915199,
            0.859146,
            0.948442,
            1.464274,
            0.597658
        ],
        [
            73014,
            73014,
            39192,
            86017,
            86017,
            73574
        ],
        [
            -70887,
            -39621,
            -70887,
            -194952,
            -67739,
            -194952
        ],
        [
            47,
            54,
            41,
            47,
            54,
            41
        ],
        [
            45,
            52,
            40,
            45,
            52,
            40
        ],
        [
            50,
            55,
            42,
            50,
            55,
            42
        ],
        [
            5508,
            3149,
            2359,
            5508,
            3149,
            2359
        ],
        [
            0,
            0,
            45.458488,
            0,
            0,
            45.458488
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345676,
            -170996,
            -296077,
            -266042,
            -269884,
            -759026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639440000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819613348,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "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)