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Trade: ENS/USDT/720/HWMA/OHLC4/4120

Strategy
ENS/USDT/720/HWMA/OHLC4/4120
Pair
ENS_USDT
Interval
12h
Score
350076
Daily Profit
0.180838
Profit Factor
1.373910
Profitability
60.396040
Streak
108.518365
Best Strategy
Training Data Length
1426.500000
Evaluation Time
2025-10-06 15:26
Expiration Time
2025-11-17 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257964.8631 204398.0193 53566.8438 -252852.8576 -134040.4912 -118812.3664
Total P&L (%) 257.9649 204.398 53.5668 -252.8529 -134.0405 -118.8124
Avg Daily Profit (%) 0.1808 0.1433 0.0376 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220027 -94633 -173977 -358035 -156735 -248572
Profit Factor 1.3739 1.6553 1.1417 0.6875 0.631 0.7335
Total Trades 101 50 51 101 50 51
Winning Trades 61 25 36 53 27 26
Losing Trades 40 25 15 48 23 25
Profitability (%) 60.396 50 70.5882 52.4752 54 50.9804
Ratio Avg Win / Avg Loss 0.9009 1.6553 0.4757 0.6226 0.5375 0.7053
Largest Winning Trade 138104 138104 32378 50186 37028 50186
Largest Losing Trade -127325 -33637 -127325 -168516 -66096 -168516
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 27 27 28 27 27 27
Avg Bars in Losers 28 28 28 28 28 28
Bars Traded 2830 1400 1430 2830 1400 1430
Profit Streak 108.5184 108.5184 150.5184 0 0 0
Trades During Streak 7 3 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350076 -177046 -385841 -579910 -760037 -760428
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2853,
    "evaluation_days": 1426.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753586788,
    "expiration_time": 1763406288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02689,
            "nb": 0.1,
            "nc": 0.67914
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            257964.8631214856,
            204398.0192920495,
            53566.8438294362,
            -252852.857627574,
            -134040.4912206943,
            -118812.3664068798
        ],
        [
            257.964863,
            204.398019,
            53.566844,
            -252.852858,
            -134.040491,
            -118.812366
        ],
        [
            0.180838,
            0.143286,
            0.037551,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220027,
            -94633,
            -173977,
            -358035,
            -156735,
            -248572
        ],
        [
            1.37391,
            1.655311,
            1.141711,
            0.687502,
            0.631028,
            0.733516
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            61,
            25,
            36,
            53,
            27,
            26
        ],
        [
            40,
            25,
            15,
            48,
            23,
            25
        ],
        [
            60.39604,
            50,
            70.588235,
            52.475248,
            54,
            50.980392
        ],
        [
            0.900925,
            1.655311,
            0.475713,
            0.622643,
            0.537543,
            0.705304
        ],
        [
            138104,
            138104,
            32378,
            50186,
            37028,
            50186
        ],
        [
            -127325,
            -33637,
            -127325,
            -168516,
            -66096,
            -168516
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            27,
            27,
            28,
            27,
            27,
            27
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            2830,
            1400,
            1430,
            2830,
            1400,
            1430
        ],
        [
            108.518365,
            108.518366,
            150.518365,
            0,
            0,
            0
        ],
        [
            7,
            3,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350076,
            -177046,
            -385841,
            -579910,
            -760037,
            -760428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2853,
    "evaluation_days": 1426.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753586788,
    "expiration_time": 1763406288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02689,
            "nb": 0.1,
            "nc": 0.67914
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)