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Trade: ENS/USDT/720/HWMA/ALMA/3999

Strategy
ENS/USDT/720/HWMA/ALMA/3999
Pair
ENS_USDT
Interval
12h
Score
314447
Daily Profit
0.189831
Profit Factor
1.589280
Profitability
62.328767
Streak
0.000000
Best Strategy
Training Data Length
1426.000000
Evaluation Time
2025-10-05 18:59
Expiration Time
2025-11-17 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270698.5147 214562.4571 56136.0575 180026.7615 267982.0958 -87955.3344
Total P&L (%) 270.6985 214.5625 56.1361 180.0268 267.9821 -87.9553
Avg Daily Profit (%) 0.1898 0.1505 0.0394 0.0722 0.0914 -0.1483
Buy And Hold Return (%) 52.7699 52.7699 52.7699 52.7699 52.7699 52.7699
Max Trade Drawdown -82613 -43341 -78967 -582323 -266551 -516303
Profit Factor 1.5893 2.0386 1.2221 1.0935 1.326 0.9203
Total Trades 146 73 73 146 73 73
Winning Trades 91 46 45 91 46 45
Losing Trades 55 27 28 55 27 28
Profitability (%) 62.3288 63.0137 61.6438 62.3288 63.0137 61.6438
Ratio Avg Win / Avg Loss 0.9606 1.1966 0.7604 0.6609 0.7783 0.5726
Largest Winning Trade 41434 41434 21486 77486 77486 75846
Largest Losing Trade -78892 -37492 -78892 -480714 -266551 -480714
Avg Bars in Trades 18 19 16 18 19 16
Avg Bars in Winners 10 12 9 10 12 9
Avg Bars in Losers 29 31 28 29 31 28
Bars Traded 2629 1421 1208 2629 1421 1208
Profit Streak 0 10.1665 0 0 10.1665 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314447 -61258 -358202 -216330 -142691 -650671
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2852,
    "evaluation_days": 1426,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645876800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679983787,
    "expiration_time": 1763361792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.89427,
            "nc": 0.61749
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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": [
        [
            270698.5146538133,
            214562.4571217786,
            56136.0575320348,
            180026.7614861422,
            267982.0958476154,
            -87955.3343614732
        ],
        [
            270.698515,
            214.562457,
            56.136058,
            180.026761,
            267.982096,
            -87.955334
        ],
        [
            0.189831,
            0.150465,
            0.039366,
            0.072236,
            0.091407,
            -0.148315
        ],
        [
            52.769886,
            52.769886,
            52.769886,
            52.769886,
            52.769886,
            52.769886
        ],
        [
            -82613,
            -43341,
            -78967,
            -582323,
            -266551,
            -516303
        ],
        [
            1.58928,
            2.038633,
            1.222066,
            1.093489,
            1.326027,
            0.920307
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            62.328767,
            63.013699,
            61.643836,
            62.328767,
            63.013699,
            61.643836
        ],
        [
            0.960554,
            1.196589,
            0.760397,
            0.6609,
            0.77832,
            0.572635
        ],
        [
            41434,
            41434,
            21486,
            77486,
            77486,
            75846
        ],
        [
            -78892,
            -37492,
            -78892,
            -480714,
            -266551,
            -480714
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            10,
            12,
            9,
            10,
            12,
            9
        ],
        [
            29,
            31,
            28,
            29,
            31,
            28
        ],
        [
            2629,
            1421,
            1208,
            2629,
            1421,
            1208
        ],
        [
            0,
            10.166479,
            0,
            0,
            10.166479,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314447,
            -61258,
            -358202,
            -216330,
            -142691,
            -650671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2852,
    "evaluation_days": 1426,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645876800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679983787,
    "expiration_time": 1763361792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.89427,
            "nc": 0.61749
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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)