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Trade: ENS/USDT/360/WMA/DCM/8432

Strategy
ENS/USDT/360/WMA/DCM/8432
Pair
ENS_USDT
Interval
6h
Score
317162
Daily Profit
0.189079
Profit Factor
1.351726
Profitability
46.979866
Streak
21.127441
Best Strategy
Training Data Length
1429.000000
Evaluation Time
2025-10-09 06:03
Expiration Time
2025-11-20 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270194.3889 221714.8307 48479.5582 48844.3338 26782.4049 22061.9289
Total P&L (%) 270.1944 221.7148 48.4796 48.8443 26.7824 22.0619
Avg Daily Profit (%) 0.1891 0.1552 0.0339 0.0278 0.0166 0.014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107029 -99366 -64072 -175855 -122788 -85588
Profit Factor 1.3517 1.498 1.1501 1.0715 1.0679 1.0763
Total Trades 149 74 75 149 74 75
Winning Trades 70 31 39 70 31 39
Losing Trades 79 43 36 79 43 36
Profitability (%) 46.9799 41.8919 52 46.9799 41.8919 52
Ratio Avg Win / Avg Loss 1.5255 2.0779 1.0616 1.2092 1.4813 0.9935
Largest Winning Trade 81704 81704 30574 77674 77674 49646
Largest Losing Trade -45179 -45179 -40817 -63733 -63733 -45834
Avg Bars in Trades 36 48 24 36 48 24
Avg Bars in Winners 37 49 27 37 49 27
Avg Bars in Losers 35 47 21 35 47 21
Bars Traded 5440 3576 1863 5440 3576 1863
Profit Streak 21.1274 0 86.6274 21.1274 0 86.6274
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317162 -57968 -259537 -299281 -387481 -373073
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5716,
    "evaluation_days": 1429,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638381600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759979010886,
    "expiration_time": 1763671968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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": [
        [
            270194.3889021676,
            221714.8306710185,
            48479.5582311491,
            48844.3338087272,
            26782.4048689593,
            22061.9289397679
        ],
        [
            270.194389,
            221.714831,
            48.479558,
            48.844334,
            26.782405,
            22.061929
        ],
        [
            0.189079,
            0.155154,
            0.033926,
            0.027837,
            0.016608,
            0.013952
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107029,
            -99366,
            -64072,
            -175855,
            -122788,
            -85588
        ],
        [
            1.351726,
            1.498044,
            1.15008,
            1.071455,
            1.067924,
            1.076269
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            46.979866,
            41.891892,
            52,
            46.979866,
            41.891892,
            52
        ],
        [
            1.525519,
            2.077933,
            1.061612,
            1.209214,
            1.481313,
            0.993479
        ],
        [
            81704,
            81704,
            30574,
            77674,
            77674,
            49646
        ],
        [
            -45179,
            -45179,
            -40817,
            -63733,
            -63733,
            -45834
        ],
        [
            36,
            48,
            24,
            36,
            48,
            24
        ],
        [
            37,
            49,
            27,
            37,
            49,
            27
        ],
        [
            35,
            47,
            21,
            35,
            47,
            21
        ],
        [
            5440,
            3576,
            1863,
            5440,
            3576,
            1863
        ],
        [
            21.127441,
            0,
            86.627441,
            21.127441,
            0,
            86.627441
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317162,
            -57968,
            -259537,
            -299281,
            -387481,
            -373073
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5716,
    "evaluation_days": 1429,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638381600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759979010886,
    "expiration_time": 1763671968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "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)