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Trade: ENS/USDT/720/T3/HWMA/2670

Strategy
ENS/USDT/720/T3/HWMA/2670
Pair
ENS_USDT
Interval
12h
Score
562030
Daily Profit
0.437353
Profit Factor
2.220194
Profitability
60.714286
Streak
31.518435
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 623884.6854 388901.3893 234983.2961 3151629.8522 3884853.515 -733223.6628
Total P&L (%) 623.8847 388.9014 234.9833 3151.6299 3884.8535 -733.2237
Avg Daily Profit (%) 0.4374 0.2726 0.1647 0.2444 0.2587 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87906 -57331 -66213 -6644758 -2175887 -5444913
Profit Factor 2.2202 2.2837 2.1278 1.204 1.5873 0.917
Total Trades 84 42 42 84 42 42
Winning Trades 51 23 28 51 23 28
Losing Trades 33 19 14 33 19 14
Profitability (%) 60.7143 54.7619 66.6667 60.7143 54.7619 66.6667
Ratio Avg Win / Avg Loss 1.4366 1.8865 1.0639 0.7791 1.3113 0.4585
Largest Winning Trade 136214 136214 47909 3049009 3049009 1351254
Largest Losing Trade -52138 -38703 -52138 -3738770 -1202145 -3738770
Avg Bars in Trades 33 32 33 33 32 33
Avg Bars in Winners 33 33 33 33 33 33
Avg Bars in Losers 32 32 33 32 32 33
Bars Traded 2786 1379 1406 2786 1379 1406
Profit Streak 31.5184 0 81.0184 31.5184 0 81.0184
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 562030 477004 483184 312454 397415 -577611
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": 1637928000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753592833,
    "expiration_time": 1763406288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.62556
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07775,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            623884.6853662904,
            388901.3892772517,
            234983.2960890388,
            3151629.8522066902,
            3884853.514976722,
            -733223.662770031
        ],
        [
            623.884685,
            388.901389,
            234.983296,
            3151.629852,
            3884.853515,
            -733.223663
        ],
        [
            0.437353,
            0.272626,
            0.164727,
            0.244374,
            0.258665,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87906,
            -57331,
            -66213,
            -6644758,
            -2175887,
            -5444913
        ],
        [
            2.220194,
            2.28371,
            2.127838,
            1.20404,
            1.587303,
            0.916976
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            60.714286,
            54.761905,
            66.666667,
            60.714286,
            54.761905,
            66.666667
        ],
        [
            1.436596,
            1.886543,
            1.063919,
            0.779085,
            1.31125,
            0.458488
        ],
        [
            136214,
            136214,
            47909,
            3049009,
            3049009,
            1351254
        ],
        [
            -52138,
            -38703,
            -52138,
            -3738770,
            -1202145,
            -3738770
        ],
        [
            33,
            32,
            33,
            33,
            32,
            33
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            2786,
            1379,
            1406,
            2786,
            1379,
            1406
        ],
        [
            31.518435,
            0,
            81.018435,
            31.518436,
            0,
            81.018436
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            562030,
            477004,
            483184,
            312454,
            397415,
            -577611
        ]
    ]
}
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": 1637928000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753592833,
    "expiration_time": 1763406288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.62556
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07775,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)