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Trade: ENS/USDT/60/MIDPRICE/PWMA/6842

Strategy
ENS/USDT/60/MIDPRICE/PWMA/6842
Pair
ENS_USDT
Interval
1h
Score
310928
Daily Profit
0.166169
Profit Factor
1.547225
Profitability
58.267717
Streak
24.467533
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 11:13
Expiration Time
2025-12-14 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 125688.2247 173093.1724 -47404.9477 -137442.4612 109252.9518 -246695.413
Total P&L (%) 125.6882 173.0932 -47.4049 -137.4425 109.253 -246.6954
Avg Daily Profit (%) 0.1207 0.1662 -0.0455 0 0.0709 0
Buy And Hold Return (%) 42.6733 42.6733 42.6733 42.6733 42.6733 42.6733
Max Trade Drawdown -125983 -52243 -126403 -294195 -63684 -304939
Profit Factor 1.1507 1.5472 0.9084 0.8451 1.4039 0.6
Total Trades 254 127 127 254 127 127
Winning Trades 154 74 80 136 70 66
Losing Trades 100 53 47 118 57 61
Profitability (%) 60.6299 58.2677 62.9921 53.5433 55.1181 51.9685
Ratio Avg Win / Avg Loss 0.7472 1.1081 0.5337 0.7332 1.1432 0.5545
Largest Winning Trade 44276 44276 19682 53655 37166 53655
Largest Losing Trade -119101 -29702 -119101 -217745 -39180 -217745
Avg Bars in Trades 96 96 95 96 96 95
Avg Bars in Winners 67 67 67 77 80 74
Avg Bars in Losers 141 137 144 117 117 118
Bars Traded 24462 12292 12170 24462 12292 12170
Profit Streak 14.3842 24.4675 14.3842 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87733 310928 -578718 -578989 -100597 -580739
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669219200000,
    "first_datapoint_time": 1670065200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759219994854,
    "expiration_time": 1765699200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "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": [
        [
            125688.2247182414,
            173093.1724065844,
            -47404.9476883432,
            -137442.4612084877,
            109252.9517516854,
            -246695.4129601733
        ],
        [
            125.688225,
            173.093172,
            -47.404948,
            -137.442461,
            109.252952,
            -246.695413
        ],
        [
            0.12066,
            0.166169,
            -0.045509,
            0,
            0.070909,
            0
        ],
        [
            42.673338,
            42.673338,
            42.673338,
            42.673338,
            42.673338,
            42.673338
        ],
        [
            -125983,
            -52243,
            -126403,
            -294195,
            -63684,
            -304939
        ],
        [
            1.150695,
            1.547225,
            0.908439,
            0.845077,
            1.403897,
            0.599956
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            154,
            74,
            80,
            136,
            70,
            66
        ],
        [
            100,
            53,
            47,
            118,
            57,
            61
        ],
        [
            60.629921,
            58.267717,
            62.992126,
            53.543307,
            55.11811,
            51.968504
        ],
        [
            0.747205,
            1.108148,
            0.533708,
            0.733229,
            1.143173,
            0.554505
        ],
        [
            44276,
            44276,
            19682,
            53655,
            37166,
            53655
        ],
        [
            -119101,
            -29702,
            -119101,
            -217745,
            -39180,
            -217745
        ],
        [
            96,
            96,
            95,
            96,
            96,
            95
        ],
        [
            67,
            67,
            67,
            77,
            80,
            74
        ],
        [
            141,
            137,
            144,
            117,
            117,
            118
        ],
        [
            24462,
            12292,
            12170,
            24462,
            12292,
            12170
        ],
        [
            14.3842,
            24.467533,
            14.3842,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87733,
            310928,
            -578718,
            -578989,
            -100597,
            -580739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669219200000,
    "first_datapoint_time": 1670065200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759219994854,
    "expiration_time": 1765699200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "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)