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Trade: ENS/USDT/720/ALMA/WMA/7116

Strategy
ENS/USDT/720/ALMA/WMA/7116
Pair
ENS_USDT
Interval
12h
Score
423815
Daily Profit
0.169859
Profit Factor
2.126928
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1418.500000
Evaluation Time
2025-09-28 14:21
Expiration Time
2025-11-09 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276851.6003 240944.3419 35907.2584 13886.3061 146673.2774 -132786.9713
Total P&L (%) 276.8516 240.9443 35.9073 13.8863 146.6733 -132.787
Avg Daily Profit (%) 0.1952 0.1699 0.0253 0.0092 0.0637 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98559 -55899 -95004 -354064 -59632 -343768
Profit Factor 1.6162 2.1269 1.1525 1.0203 1.6138 0.7021
Total Trades 68 34 34 68 34 34
Winning Trades 38 18 20 38 18 20
Losing Trades 30 16 14 30 16 14
Profitability (%) 55.8824 52.9412 58.8235 55.8824 52.9412 58.8235
Ratio Avg Win / Avg Loss 1.276 1.8906 0.8067 0.8055 1.4345 0.4915
Largest Winning Trade 81133 81133 37318 109064 70433 109064
Largest Losing Trade -82996 -46777 -82996 -300032 -52842 -300032
Avg Bars in Trades 37 41 33 37 41 33
Avg Bars in Winners 38 37 40 38 37 40
Avg Bars in Losers 35 45 24 35 45 24
Bars Traded 2541 1399 1142 2541 1399 1142
Profit Streak 0 0 304.4733 0 0 304.4733
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -103208 423815 -213553 -538077 -105602 -578241
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2837,
    "evaluation_days": 1418.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642420800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759058496592,
    "expiration_time": 1762694352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "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": [
        [
            276851.6003069179,
            240944.3418741804,
            35907.2584327374,
            13886.3061343272,
            146673.2774425157,
            -132786.9713081883
        ],
        [
            276.8516,
            240.944342,
            35.907258,
            13.886306,
            146.673277,
            -132.786971
        ],
        [
            0.195172,
            0.169859,
            0.025314,
            0.009167,
            0.063672,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98559,
            -55899,
            -95004,
            -354064,
            -59632,
            -343768
        ],
        [
            1.616224,
            2.126928,
            1.152495,
            1.02028,
            1.613834,
            0.702124
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            55.882353,
            52.941176,
            58.823529,
            55.882353,
            52.941176,
            58.823529
        ],
        [
            1.275966,
            1.890602,
            0.806747,
            0.805484,
            1.434519,
            0.491487
        ],
        [
            81133,
            81133,
            37318,
            109064,
            70433,
            109064
        ],
        [
            -82996,
            -46777,
            -82996,
            -300032,
            -52842,
            -300032
        ],
        [
            37,
            41,
            33,
            37,
            41,
            33
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            35,
            45,
            24,
            35,
            45,
            24
        ],
        [
            2541,
            1399,
            1142,
            2541,
            1399,
            1142
        ],
        [
            0,
            0,
            304.47334,
            0,
            0,
            304.47334
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -103208,
            423815,
            -213553,
            -538077,
            -105602,
            -578241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2837,
    "evaluation_days": 1418.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642420800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759058496592,
    "expiration_time": 1762694352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "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)