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Trade: ENS/USDT/480/LINREG/WMA/9905

Strategy
ENS/USDT/480/LINREG/WMA/9905
Pair
ENS_USDT
Interval
8h
Score
306679
Daily Profit
0.161007
Profit Factor
1.377713
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1417.670000
Evaluation Time
2025-09-27 14:09
Expiration Time
2025-11-08 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228254.1612 174072.9373 54181.2239 -38207.2536 324217.249 -362424.5026
Total P&L (%) 228.2542 174.0729 54.1812 -38.2073 324.2172 -362.4245
Avg Daily Profit (%) 0.161 0.1228 0.0382 -0.034 0.102 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122215 -63816 -88610 -695020 -90864 -651971
Profit Factor 1.3777 1.5514 1.1877 0.9743 1.6508 0.6326
Total Trades 90 45 45 90 45 45
Winning Trades 48 24 24 48 24 24
Losing Trades 42 21 21 42 21 21
Profitability (%) 53.3333 53.3333 53.3333 53.3333 53.3333 53.3333
Ratio Avg Win / Avg Loss 1.2055 1.3575 1.0393 0.8525 1.4445 0.5535
Largest Winning Trade 74917 74917 32647 138501 138501 98186
Largest Losing Trade -87113 -37345 -87113 -650787 -55704 -650787
Avg Bars in Trades 46 49 42 46 49 42
Avg Bars in Winners 43 45 40 43 45 40
Avg Bars in Losers 49 54 44 49 54 44
Bars Traded 4157 2245 1912 4157 2245 1912
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306679 -26970 -156422 -580105 -54312 -580279
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4253,
    "evaluation_days": 1417.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638720000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758971394255,
    "expiration_time": 1762634592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "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": [
        [
            228254.1611700882,
            174072.9372801196,
            54181.2238899689,
            -38207.2536272491,
            324217.2489979495,
            -362424.5026251985
        ],
        [
            228.254161,
            174.072937,
            54.181224,
            -38.207254,
            324.217249,
            -362.424503
        ],
        [
            0.161007,
            0.122788,
            0.038219,
            -0.03395,
            0.101985,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122215,
            -63816,
            -88610,
            -695020,
            -90864,
            -651971
        ],
        [
            1.377713,
            1.551384,
            1.187735,
            0.974264,
            1.65081,
            0.632571
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            53.333333,
            53.333333,
            53.333333,
            53.333333,
            53.333333,
            53.333333
        ],
        [
            1.205499,
            1.357461,
            1.039268,
            0.852481,
            1.444458,
            0.5535
        ],
        [
            74917,
            74917,
            32647,
            138501,
            138501,
            98186
        ],
        [
            -87113,
            -37345,
            -87113,
            -650787,
            -55704,
            -650787
        ],
        [
            46,
            49,
            42,
            46,
            49,
            42
        ],
        [
            43,
            45,
            40,
            43,
            45,
            40
        ],
        [
            49,
            54,
            44,
            49,
            54,
            44
        ],
        [
            4157,
            2245,
            1912,
            4157,
            2245,
            1912
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306679,
            -26970,
            -156422,
            -580105,
            -54312,
            -580279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4253,
    "evaluation_days": 1417.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638720000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758971394255,
    "expiration_time": 1762634592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "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)