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Trade: ENS/USDT/720/HILO/HMA/4430

Strategy
ENS/USDT/720/HILO/HMA/4430
Pair
ENS_USDT
Interval
12h
Score
338195
Daily Profit
0.150916
Profit Factor
1.305629
Profitability
45.751634
Streak
88.069069
Best Strategy
Training Data Length
1430.000000
Evaluation Time
2025-10-10 04:39
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 215809.7106 201122.3094 14687.4012 -31249.4351 1431.636 -32681.0711
Total P&L (%) 215.8097 201.1223 14.6874 -31.2494 1.4316 -32.6811
Avg Daily Profit (%) 0.1509 0.1406 0.0103 -0.0262 0.001 -0.0277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203855 -104496 -114018 -121171 -41124 -86938
Profit Factor 1.3056 1.6553 1.0368 0.8702 1.0162 0.7855
Total Trades 153 77 76 153 77 76
Winning Trades 70 33 37 70 33 37
Losing Trades 83 44 39 83 44 39
Profitability (%) 45.7516 42.8571 48.6842 45.7516 42.8571 48.6842
Ratio Avg Win / Avg Loss 1.5481 2.2071 1.0928 1.0319 1.3549 0.828
Largest Winning Trade 127045 127045 34911 32647 14478 32647
Largest Losing Trade -76035 -32904 -76035 -61670 -22779 -61670
Avg Bars in Trades 17 19 15 17 19 15
Avg Bars in Winners 23 27 19 23 27 19
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 2732 1527 1205 2732 1527 1205
Profit Streak 88.0691 102.0691 88.0691 88.0691 102.0691 88.0691
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338195 -45207 -427447 -578147 -603041 -629107
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2860,
    "evaluation_days": 1430,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640390400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060367550,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 83,
            "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": [
        [
            215809.7105914677,
            201122.3093970555,
            14687.4011944122,
            -31249.4350559589,
            1431.6360480683,
            -32681.0711040271
        ],
        [
            215.809711,
            201.122309,
            14.687401,
            -31.249435,
            1.431636,
            -32.681071
        ],
        [
            0.150916,
            0.140645,
            0.010271,
            -0.026198,
            0.000994,
            -0.02767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203855,
            -104496,
            -114018,
            -121171,
            -41124,
            -86938
        ],
        [
            1.305629,
            1.655349,
            1.03679,
            0.870236,
            1.016189,
            0.785534
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            45.751634,
            42.857143,
            48.684211,
            45.751634,
            42.857143,
            48.684211
        ],
        [
            1.548103,
            2.207133,
            1.092833,
            1.031852,
            1.354918,
            0.827995
        ],
        [
            127045,
            127045,
            34911,
            32647,
            14478,
            32647
        ],
        [
            -76035,
            -32904,
            -76035,
            -61670,
            -22779,
            -61670
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            23,
            27,
            19,
            23,
            27,
            19
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            2732,
            1527,
            1205,
            2732,
            1527,
            1205
        ],
        [
            88.069069,
            102.069069,
            88.069069,
            88.069069,
            102.069069,
            88.069069
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338195,
            -45207,
            -427447,
            -578147,
            -603041,
            -629107
        ]
    ]
}
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": 1640390400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060367550,
    "expiration_time": 1763717760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 83,
            "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)