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Trade: ENS/USDT/720/HMA/OHLC4/5149

Strategy
ENS/USDT/720/HMA/OHLC4/5149
Pair
ENS_USDT
Interval
12h
Score
561334
Daily Profit
0.167054
Profit Factor
3.324250
Profitability
65.625000
Streak
0.000000
Best Strategy
Training Data Length
1420.500000
Evaluation Time
2025-09-30 07:58
Expiration Time
2025-11-11 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327133.0233 237299.9889 89833.0344 443139.1241 458745.622 -15606.4979
Total P&L (%) 327.133 237.3 89.833 443.1391 458.7456 -15.6065
Avg Daily Profit (%) 0.2303 0.1671 0.0632 0.1192 0.1212 -0.0119
Buy And Hold Return (%) 34.6102 34.6102 34.6102 34.6102 34.6102 34.6102
Max Trade Drawdown -72938 -38138 -72938 -438513 -225647 -412739
Profit Factor 2.2669 3.3243 1.5754 1.3518 1.965 0.9801
Total Trades 65 32 33 65 32 33
Winning Trades 41 21 20 41 21 20
Losing Trades 24 11 13 24 11 13
Profitability (%) 63.0769 65.625 60.6061 63.0769 65.625 60.6061
Ratio Avg Win / Avg Loss 1.327 1.7413 1.024 0.7913 1.0293 0.6371
Largest Winning Trade 78834 78834 51821 152771 113523 152771
Largest Losing Trade -72938 -38138 -72938 -412739 -225647 -412739
Avg Bars in Trades 38 40 36 38 40 36
Avg Bars in Winners 37 38 35 37 38 35
Avg Bars in Losers 39 42 36 39 42 36
Bars Traded 2477 1283 1194 2477 1283 1194
Profit Streak 16.207 0 17.707 16.207 0 17.707
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122644 561334 -108273 -168870 -26599 -578861
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2841,
    "evaluation_days": 1420.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645790400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208288348,
    "expiration_time": 1762872336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 215
        }
    }
}
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": [
        [
            327133.0232580263,
            237299.9888895322,
            89833.0343684943,
            443139.1241223887,
            458745.6219835207,
            -15606.4978611322
        ],
        [
            327.133023,
            237.299989,
            89.833034,
            443.139124,
            458.745622,
            -15.606498
        ],
        [
            0.230294,
            0.167054,
            0.06324,
            0.119198,
            0.121194,
            -0.011944
        ],
        [
            34.610215,
            34.610215,
            34.610215,
            34.610215,
            34.610215,
            34.610215
        ],
        [
            -72938,
            -38138,
            -72938,
            -438513,
            -225647,
            -412739
        ],
        [
            2.266899,
            3.32425,
            1.575417,
            1.351761,
            1.964966,
            0.980103
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            63.076923,
            65.625,
            60.606061,
            63.076923,
            65.625,
            60.606061
        ],
        [
            1.326965,
            1.741274,
            1.024021,
            0.791275,
            1.029268,
            0.637067
        ],
        [
            78834,
            78834,
            51821,
            152771,
            113523,
            152771
        ],
        [
            -72938,
            -38138,
            -72938,
            -412739,
            -225647,
            -412739
        ],
        [
            38,
            40,
            36,
            38,
            40,
            36
        ],
        [
            37,
            38,
            35,
            37,
            38,
            35
        ],
        [
            39,
            42,
            36,
            39,
            42,
            36
        ],
        [
            2477,
            1283,
            1194,
            2477,
            1283,
            1194
        ],
        [
            16.207041,
            0,
            17.707041,
            16.207041,
            0,
            17.707041
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122644,
            561334,
            -108273,
            -168870,
            -26599,
            -578861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2841,
    "evaluation_days": 1420.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645790400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208288348,
    "expiration_time": 1762872336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 215
        }
    }
}

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)