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Trade: ENS/USDT/720/HWMA/KCU/2259

Strategy
ENS/USDT/720/HWMA/KCU/2259
Pair
ENS_USDT
Interval
12h
Score
333567
Daily Profit
0.150954
Profit Factor
1.343955
Profitability
66.433566
Streak
14.473254
Best Strategy
Training Data Length
1415.000000
Evaluation Time
2025-09-27 02:21
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 213599.453 158297.6945 55301.7584 4565.0278 -37616.9463 42181.9741
Total P&L (%) 213.5995 158.2977 55.3018 4.565 -37.6169 42.182
Avg Daily Profit (%) 0.151 0.1119 0.0391 0.0032 -0.0333 0.0249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94226 -79038 -69929 -295113 -255289 -106461
Profit Factor 1.344 1.3363 1.368 1.0046 0.9524 1.2024
Total Trades 143 71 72 143 71 72
Winning Trades 95 45 50 95 45 50
Losing Trades 48 26 22 48 26 22
Profitability (%) 66.4336 63.3803 69.4444 66.4336 63.3803 69.4444
Ratio Avg Win / Avg Loss 0.6791 0.7721 0.6019 0.5076 0.5503 0.5291
Largest Winning Trade 52178 52178 15965 77921 77921 26441
Largest Losing Trade -64498 -64498 -34395 -255289 -255289 -59513
Avg Bars in Trades 19 36 2 19 36 2
Avg Bars in Winners 7 14 1 7 14 1
Avg Bars in Losers 42 75 3 42 75 3
Bars Traded 2776 2600 176 2776 2600 176
Profit Streak 14.4733 0 70.4733 14.4733 0 70.4733
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333567 -129951 -217847 -568165 -665723 -238851

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1637236800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928889189,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.58986,
            "nb": 0.93868,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            213599.4529723733,
            158297.6945397187,
            55301.7584326543,
            4565.0278044773,
            -37616.9463208554,
            42181.9741253327
        ],
        [
            213.599453,
            158.297695,
            55.301758,
            4.565028,
            -37.616946,
            42.181974
        ],
        [
            0.150954,
            0.111871,
            0.039083,
            0.003155,
            -0.033343,
            0.024875
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94226,
            -79038,
            -69929,
            -295113,
            -255289,
            -106461
        ],
        [
            1.343955,
            1.336278,
            1.368001,
            1.004571,
            0.952406,
            1.202396
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            95,
            45,
            50,
            95,
            45,
            50
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            66.433566,
            63.380282,
            69.444444,
            66.433566,
            63.380282,
            69.444444
        ],
        [
            0.679051,
            0.772072,
            0.60192,
            0.507573,
            0.550279,
            0.529054
        ],
        [
            52178,
            52178,
            15965,
            77921,
            77921,
            26441
        ],
        [
            -64498,
            -64498,
            -34395,
            -255289,
            -255289,
            -59513
        ],
        [
            19,
            36,
            2,
            19,
            36,
            2
        ],
        [
            7,
            14,
            1,
            7,
            14,
            1
        ],
        [
            42,
            75,
            3,
            42,
            75,
            3
        ],
        [
            2776,
            2600,
            176,
            2776,
            2600,
            176
        ],
        [
            14.473254,
            0,
            70.473254,
            14.473254,
            0,
            70.473254
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333567,
            -129951,
            -217847,
            -568165,
            -665723,
            -238851
        ]
    ]
}
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": 1637236800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928889189,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.58986,
            "nb": 0.93868,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)