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Trade: ENS/USDT/720/HILO/JMA/2316

Strategy
ENS/USDT/720/HILO/JMA/2316
Pair
ENS_USDT
Interval
12h
Score
381489
Daily Profit
0.165792
Profit Factor
1.341687
Profitability
56.551724
Streak
45.967596
Best Strategy
Training Data Length
1419.500000
Evaluation Time
2025-09-29 14:13
Expiration Time
2025-11-10 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235342.1724 194841.1588 40501.0137 9000.5308 67971.6727 -58971.1419
Total P&L (%) 235.3422 194.8412 40.501 9.0005 67.9717 -58.9711
Avg Daily Profit (%) 0.1658 0.1373 0.0285 0.0061 0.0365 -0.0627
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93550 -67835 -69954 -131061 -56038 -124921
Profit Factor 1.3417 1.5497 1.1211 1.0127 1.2017 0.842
Total Trades 145 72 73 145 72 73
Winning Trades 82 36 46 82 36 46
Losing Trades 63 36 27 63 36 27
Profitability (%) 56.5517 50 63.0137 56.5517 50 63.0137
Ratio Avg Win / Avg Loss 1.0308 1.5497 0.6581 0.778 1.2017 0.4942
Largest Winning Trade 130982 130982 34131 80550 80550 44783
Largest Losing Trade -52695 -52695 -43215 -70107 -53732 -70107
Avg Bars in Trades 18 23 14 18 23 14
Avg Bars in Winners 18 25 14 18 25 14
Avg Bars in Losers 18 21 14 18 21 14
Bars Traded 2731 1687 1044 2731 1687 1044
Profit Streak 45.9676 45.9676 60.9676 45.9676 45.9676 60.9676
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381489 -85695 -314617 -555810 -223358 -649517
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2839,
    "evaluation_days": 1419.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640001600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759144400305,
    "expiration_time": 1762783344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 82,
            "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": [
        [
            235342.172446088,
            194841.1587800681,
            40501.0136660199,
            9000.5307979952,
            67971.6726685716,
            -58971.1418705762
        ],
        [
            235.342172,
            194.841159,
            40.501014,
            9.000531,
            67.971673,
            -58.971142
        ],
        [
            0.165792,
            0.13726,
            0.028532,
            0.006072,
            0.036542,
            -0.062741
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93550,
            -67835,
            -69954,
            -131061,
            -56038,
            -124921
        ],
        [
            1.341687,
            1.549711,
            1.121143,
            1.012674,
            1.201703,
            0.841979
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            82,
            36,
            46,
            82,
            36,
            46
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            56.551724,
            50,
            63.013699,
            56.551724,
            50,
            63.013699
        ],
        [
            1.030808,
            1.549711,
            0.658062,
            0.77803,
            1.201703,
            0.494205
        ],
        [
            130982,
            130982,
            34131,
            80550,
            80550,
            44783
        ],
        [
            -52695,
            -52695,
            -43215,
            -70107,
            -53732,
            -70107
        ],
        [
            18,
            23,
            14,
            18,
            23,
            14
        ],
        [
            18,
            25,
            14,
            18,
            25,
            14
        ],
        [
            18,
            21,
            14,
            18,
            21,
            14
        ],
        [
            2731,
            1687,
            1044,
            2731,
            1687,
            1044
        ],
        [
            45.967596,
            45.967596,
            60.967596,
            45.967596,
            45.967596,
            60.967596
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381489,
            -85695,
            -314617,
            -555810,
            -223358,
            -649517
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2839,
    "evaluation_days": 1419.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640001600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759144400305,
    "expiration_time": 1762783344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 82,
            "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)