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Trade: ENS/USDT/480/JMA/SUPERTREND/5961

Strategy
ENS/USDT/480/JMA/SUPERTREND/5961
Pair
ENS_USDT
Interval
8h
Score
309834
Daily Profit
0.160910
Profit Factor
1.362518
Profitability
50.000000
Streak
16.867288
Best Strategy
Training Data Length
1429.000000
Evaluation Time
2025-10-08 23:48
Expiration Time
2025-11-20 14:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229941.0664 217442.2239 12498.8425 -15316.8809 9917.763 -25234.644
Total P&L (%) 229.9411 217.4422 12.4988 -15.3169 9.9178 -25.2346
Avg Daily Profit (%) 0.1609 0.1522 0.0087 -0.0116 0.0066 -0.0203
Buy And Hold Return (%) 28.138 28.138 28.138 28.138 28.138 28.138
Max Trade Drawdown -123837 -69851 -112170 -86137 -44374 -66950
Profit Factor 1.3625 1.7646 1.0357 0.9408 1.0797 0.8118
Total Trades 106 53 53 106 53 53
Winning Trades 53 24 29 53 24 29
Losing Trades 53 29 24 53 29 24
Profitability (%) 50 45.283 54.717 50 45.283 54.717
Ratio Avg Win / Avg Loss 1.3625 2.1322 0.8572 0.9408 1.3046 0.6719
Largest Winning Trade 94631 94631 27747 15003 15003 12477
Largest Losing Trade -61290 -47190 -61290 -40827 -40827 -25319
Avg Bars in Trades 37 47 28 37 47 28
Avg Bars in Winners 37 41 34 37 41 34
Avg Bars in Losers 38 51 21 38 51 21
Bars Traded 4020 2497 1523 4020 2497 1523
Profit Streak 16.8673 0 89.8673 16.8673 0 89.8673
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309834 -171331 -707583 -579924 -664537 -758540
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4287,
    "evaluation_days": 1429,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1643299200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956533657,
    "expiration_time": 1763643168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 70,
            "offset": 0,
            "multiplier": 4.36066
        }
    }
}
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": [
        [
            229941.0663777959,
            217442.2239009163,
            12498.8424768798,
            -15316.8809150843,
            9917.76304888,
            -25234.6439639643
        ],
        [
            229.941066,
            217.442224,
            12.498842,
            -15.316881,
            9.917763,
            -25.234644
        ],
        [
            0.16091,
            0.152164,
            0.008747,
            -0.011634,
            0.006618,
            -0.020349
        ],
        [
            28.138013,
            28.138013,
            28.138013,
            28.138013,
            28.138013,
            28.138013
        ],
        [
            -123837,
            -69851,
            -112170,
            -86137,
            -44374,
            -66950
        ],
        [
            1.362518,
            1.764563,
            1.035722,
            0.940768,
            1.079672,
            0.811833
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            50,
            45.283019,
            54.716981,
            50,
            45.283019,
            54.716981
        ],
        [
            1.362518,
            2.13218,
            0.85715,
            0.940768,
            1.304604,
            0.671862
        ],
        [
            94631,
            94631,
            27747,
            15003,
            15003,
            12477
        ],
        [
            -61290,
            -47190,
            -61290,
            -40827,
            -40827,
            -25319
        ],
        [
            37,
            47,
            28,
            37,
            47,
            28
        ],
        [
            37,
            41,
            34,
            37,
            41,
            34
        ],
        [
            38,
            51,
            21,
            38,
            51,
            21
        ],
        [
            4020,
            2497,
            1523,
            4020,
            2497,
            1523
        ],
        [
            16.867288,
            0,
            89.867288,
            16.867288,
            0,
            89.867288
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309834,
            -171331,
            -707583,
            -579924,
            -664537,
            -758540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4287,
    "evaluation_days": 1429,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1643299200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956533657,
    "expiration_time": 1763643168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 70,
            "offset": 0,
            "multiplier": 4.36066
        }
    }
}

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)