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Trade: ENS/USDT/720/JMA/SUPERTREND/3214

Strategy
ENS/USDT/720/JMA/SUPERTREND/3214
Pair
ENS_USDT
Interval
12h
Score
312650
Daily Profit
0.176587
Profit Factor
1.366567
Profitability
53.676471
Streak
0.000000
Best Strategy
Training Data Length
1428.500000
Evaluation Time
2025-10-08 16:25
Expiration Time
2025-11-19 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 252254.4587 262749.3521 -10494.8934 86585.0596 436769.3752 -350184.3156
Total P&L (%) 252.2545 262.7494 -10.4949 86.5851 436.7694 -350.1843
Avg Daily Profit (%) 0.1766 0.1839 -0.0073 0.0437 0.1177 0
Buy And Hold Return (%) 38.8815 38.8815 38.8815 38.8815 38.8815 38.8815
Max Trade Drawdown -144006 -77951 -102961 -839879 -359502 -675983
Profit Factor 1.3666 1.807 0.9711 1.0344 1.3869 0.7482
Total Trades 136 68 68 136 68 68
Winning Trades 73 39 34 73 39 34
Losing Trades 63 29 34 63 29 34
Profitability (%) 53.6765 57.3529 50 53.6765 57.3529 50
Ratio Avg Win / Avg Loss 1.1794 1.3437 0.9711 0.8927 1.0313 0.7482
Largest Winning Trade 64367 64367 30410 131660 131660 106997
Largest Losing Trade -56972 -56972 -37058 -323931 -200705 -323931
Avg Bars in Trades 18 22 14 18 22 14
Avg Bars in Winners 19 23 15 19 23 15
Avg Bars in Losers 17 20 14 17 20 14
Bars Traded 2524 1510 1014 2524 1510 1014
Profit Streak 0 68.5596 0 0 68.5596 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 312650 -97752 -689680 -323225 -142644 -689680
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2857,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642982400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759929945297,
    "expiration_time": 1763584272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 193,
            "offset": 0,
            "multiplier": 2.58486
        }
    }
}
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": [
        [
            252254.4586512742,
            262749.3520852855,
            -10494.8934340111,
            86585.0596116882,
            436769.375185467,
            -350184.3155737788
        ],
        [
            252.254459,
            262.749352,
            -10.494893,
            86.58506,
            436.769375,
            -350.184316
        ],
        [
            0.176587,
            0.183934,
            -0.007347,
            0.043672,
            0.117703,
            0
        ],
        [
            38.881491,
            38.881491,
            38.881491,
            38.881491,
            38.881491,
            38.881491
        ],
        [
            -144006,
            -77951,
            -102961,
            -839879,
            -359502,
            -675983
        ],
        [
            1.366567,
            1.806998,
            0.971054,
            1.03437,
            1.386948,
            0.74815
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            63,
            29,
            34,
            63,
            29,
            34
        ],
        [
            53.676471,
            57.352941,
            50,
            53.676471,
            57.352941,
            50
        ],
        [
            1.179366,
            1.343665,
            0.971054,
            0.892676,
            1.03132,
            0.74815
        ],
        [
            64367,
            64367,
            30410,
            131660,
            131660,
            106997
        ],
        [
            -56972,
            -56972,
            -37058,
            -323931,
            -200705,
            -323931
        ],
        [
            18,
            22,
            14,
            18,
            22,
            14
        ],
        [
            19,
            23,
            15,
            19,
            23,
            15
        ],
        [
            17,
            20,
            14,
            17,
            20,
            14
        ],
        [
            2524,
            1510,
            1014,
            2524,
            1510,
            1014
        ],
        [
            0,
            68.559552,
            0,
            0,
            68.559552,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312650,
            -97752,
            -689680,
            -323225,
            -142644,
            -689680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2857,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642982400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759929945297,
    "expiration_time": 1763584272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 193,
            "offset": 0,
            "multiplier": 2.58486
        }
    }
}

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)