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Trade: ENS/USDT/120/BBL/WMA/9336

Strategy
ENS/USDT/120/BBL/WMA/9336
Pair
ENS_USDT
Interval
2h
Score
316626
Daily Profit
0.171658
Profit Factor
1.419650
Profitability
60.629921
Streak
20.622829
Best Strategy
Training Data Length
1424.580000
Evaluation Time
2025-10-04 21:56
Expiration Time
2025-11-25 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244539.956 153289.7058 91250.2502 76304.8553 -11009.3122 87314.1675
Total P&L (%) 244.54 153.2897 91.2503 76.3049 -11.0093 87.3142
Avg Daily Profit (%) 0.1717 0.1076 0.0641 0.0398 -0.0082 0.0441
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135385 -111245 -51762 -124163 -146724 -69864
Profit Factor 1.4197 1.4162 1.4257 1.1617 0.9675 1.653
Total Trades 127 63 64 127 63 64
Winning Trades 77 37 40 77 37 40
Losing Trades 50 26 24 50 26 24
Profitability (%) 60.6299 58.7302 62.5 60.6299 58.7302 62.5
Ratio Avg Win / Avg Loss 0.9219 0.9951 0.8554 0.7543 0.6798 0.9918
Largest Winning Trade 135394 135394 27152 101882 101882 27152
Largest Losing Trade -52383 -52383 -26883 -116574 -116574 -54519
Avg Bars in Trades 131 219 44 131 219 44
Avg Bars in Winners 84 134 38 84 134 38
Avg Bars in Losers 202 340 53 202 340 53
Bars Traded 16647 13813 2834 16647 13813 2834
Profit Streak 20.6228 0 69.3728 20.6228 0 69.3728
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316626 -195757 -244344 -181798 -726326 -269827
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17095,
    "evaluation_days": 1424.58,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638093600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759604212416,
    "expiration_time": 1764031824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 1.18668
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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": [
        [
            244539.9559732413,
            153289.7058151331,
            91250.2501581084,
            76304.8553052669,
            -11009.3121631337,
            87314.1674684006
        ],
        [
            244.539956,
            153.289706,
            91.25025,
            76.304855,
            -11.009312,
            87.314167
        ],
        [
            0.171658,
            0.107603,
            0.064054,
            0.039812,
            -0.008187,
            0.044066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135385,
            -111245,
            -51762,
            -124163,
            -146724,
            -69864
        ],
        [
            1.41965,
            1.41615,
            1.425664,
            1.161683,
            0.96745,
            1.653
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            60.629921,
            58.730159,
            62.5,
            60.629921,
            58.730159,
            62.5
        ],
        [
            0.921851,
            0.995133,
            0.855398,
            0.75434,
            0.67983,
            0.9918
        ],
        [
            135394,
            135394,
            27152,
            101882,
            101882,
            27152
        ],
        [
            -52383,
            -52383,
            -26883,
            -116574,
            -116574,
            -54519
        ],
        [
            131,
            219,
            44,
            131,
            219,
            44
        ],
        [
            84,
            134,
            38,
            84,
            134,
            38
        ],
        [
            202,
            340,
            53,
            202,
            340,
            53
        ],
        [
            16647,
            13813,
            2834,
            16647,
            13813,
            2834
        ],
        [
            20.622829,
            0,
            69.372829,
            20.622829,
            0,
            69.372829
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316626,
            -195757,
            -244344,
            -181798,
            -726326,
            -269827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17095,
    "evaluation_days": 1424.58,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638093600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759604212416,
    "expiration_time": 1764031824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 1.18668
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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)