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Trade: ENS/USDT/720/DEMA/HWMA/8081

Strategy
ENS/USDT/720/DEMA/HWMA/8081
Pair
ENS_USDT
Interval
12h
Score
346521
Daily Profit
0.159900
Profit Factor
1.305431
Profitability
56.485356
Streak
0.000000
Best Strategy
Training Data Length
1430.000000
Evaluation Time
2025-10-10 04:37
Expiration Time
2025-11-21 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308041.597 244710.8529 63330.7441 -18526.6182 882311.8427 -900838.4608
Total P&L (%) 308.0416 244.7109 63.3307 -18.5266 882.3118 -900.8385
Avg Daily Profit (%) 0.2154 0.1711 0.0443 -0.0143 0.1599 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197364 -97924 -186006 -1542399 -755146 -1638926
Profit Factor 1.1885 1.3255 1.0718 0.9974 1.3054 0.7919
Total Trades 478 239 239 478 239 239
Winning Trades 264 135 129 264 135 129
Losing Trades 214 104 110 214 104 110
Profitability (%) 55.2301 56.4854 53.9749 55.2301 56.4854 53.9749
Ratio Avg Win / Avg Loss 0.9634 1.0211 0.9139 0.8085 1.0057 0.6753
Largest Winning Trade 48829 48829 45883 328422 188213 328422
Largest Losing Trade -80443 -25927 -80443 -649170 -295583 -649170
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 2830 1415 1415 2830 1415 1415
Profit Streak 0 0 22.068 0 0 22.068
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3601 339390 -274464 -577324 346521 -577823
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2860,
    "evaluation_days": 1430,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1637625600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060273880,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.69325,
            "nc": 0.94212
        }
    }
}
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": [
        [
            308041.59697795,
            244710.8528877363,
            63330.7440902145,
            -18526.6181755677,
            882311.8426529125,
            -900838.4608284784
        ],
        [
            308.041597,
            244.710853,
            63.330744,
            -18.526618,
            882.311843,
            -900.838461
        ],
        [
            0.215414,
            0.171126,
            0.044287,
            -0.014327,
            0.1599,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197364,
            -97924,
            -186006,
            -1542399,
            -755146,
            -1638926
        ],
        [
            1.188533,
            1.3255,
            1.071797,
            0.997433,
            1.305431,
            0.791936
        ],
        [
            478,
            239,
            239,
            478,
            239,
            239
        ],
        [
            264,
            135,
            129,
            264,
            135,
            129
        ],
        [
            214,
            104,
            110,
            214,
            104,
            110
        ],
        [
            55.230126,
            56.485356,
            53.974895,
            55.230126,
            56.485356,
            53.974895
        ],
        [
            0.963432,
            1.021126,
            0.913935,
            0.808526,
            1.005666,
            0.675294
        ],
        [
            48829,
            48829,
            45883,
            328422,
            188213,
            328422
        ],
        [
            -80443,
            -25927,
            -80443,
            -649170,
            -295583,
            -649170
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            2830,
            1415,
            1415,
            2830,
            1415,
            1415
        ],
        [
            0,
            0,
            22.067984,
            0,
            0,
            22.067985
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3601,
            339390,
            -274464,
            -577324,
            346521,
            -577823
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2860,
    "evaluation_days": 1430,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1637625600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060273880,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.69325,
            "nc": 0.94212
        }
    }
}

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)