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Trade: ENS/USDT/720/HMA/HWMA/3057

Strategy
ENS/USDT/720/HMA/HWMA/3057
Pair
ENS_USDT
Interval
12h
Score
512834
Daily Profit
0.375401
Profit Factor
1.496290
Profitability
55.522388
Streak
7.416580
Best Strategy
Training Data Length
1415.000000
Evaluation Time
2025-09-28 00:59
Expiration Time
2025-11-06 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531192.6502 394892.7921 136299.8581 2305156.3722 1386816.0486 918340.3237
Total P&L (%) 531.1927 394.8928 136.2999 2305.1564 1386.816 918.3403
Avg Daily Profit (%) 0.3754 0.2791 0.0963 0.225 0.1909 0.1641
Buy And Hold Return (%) 44.1196 44.1196 44.1196 44.1196 44.1196 44.1196
Max Trade Drawdown -67204 -51158 -60888 -486701 -377014 -580649
Profit Factor 1.4963 1.7924 1.2383 1.5104 1.7064 1.3596
Total Trades 335 167 168 335 167 168
Winning Trades 186 96 90 186 96 90
Losing Trades 149 71 78 149 71 78
Profitability (%) 55.5224 57.485 53.5714 55.5224 57.485 53.5714
Ratio Avg Win / Avg Loss 1.1986 1.3256 1.0732 1.2099 1.262 1.1784
Largest Winning Trade 80526 80526 30217 268115 256635 268115
Largest Losing Trade -29850 -29850 -28884 -486701 -233899 -486701
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 2588 1305 1283 2588 1305 1283
Profit Streak 7.4166 0 19.4166 7.4166 0 19.4166
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512834 437498 -65567 469655 419407 371158
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646827200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010392556,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.54392,
            "nc": 0.4695
        }
    }
}
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": [
        [
            531192.6502467658,
            394892.7921140288,
            136299.8581327372,
            2305156.3722494524,
            1386816.048575836,
            918340.323673617
        ],
        [
            531.19265,
            394.892792,
            136.299858,
            2305.156372,
            1386.816049,
            918.340324
        ],
        [
            0.375401,
            0.279076,
            0.096325,
            0.225002,
            0.19094,
            0.164146
        ],
        [
            44.119646,
            44.119646,
            44.119646,
            44.119646,
            44.119646,
            44.119646
        ],
        [
            -67204,
            -51158,
            -60888,
            -486701,
            -377014,
            -580649
        ],
        [
            1.49629,
            1.792384,
            1.2383,
            1.510368,
            1.706428,
            1.359638
        ],
        [
            335,
            167,
            168,
            335,
            167,
            168
        ],
        [
            186,
            96,
            90,
            186,
            96,
            90
        ],
        [
            149,
            71,
            78,
            149,
            71,
            78
        ],
        [
            55.522388,
            57.48503,
            53.571429,
            55.522388,
            57.48503,
            53.571429
        ],
        [
            1.198641,
            1.325617,
            1.073194,
            1.209919,
            1.262046,
            1.178353
        ],
        [
            80526,
            80526,
            30217,
            268115,
            256635,
            268115
        ],
        [
            -29850,
            -29850,
            -28884,
            -486701,
            -233899,
            -486701
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            2588,
            1305,
            1283,
            2588,
            1305,
            1283
        ],
        [
            7.41658,
            0,
            19.41658,
            7.41658,
            0,
            19.41658
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45
        ],
        [
            512834,
            437498,
            -65567,
            469655,
            419407,
            371158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646827200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010392556,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.54392,
            "nc": 0.4695
        }
    }
}

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)