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Trade: ENS/USDT/15/SSF/HMA/4247

Strategy
ENS/USDT/15/SSF/HMA/4247
Pair
ENS_USDT
Interval
15m
Score
461506
Daily Profit
0.660123
Profit Factor
1.515094
Profitability
63.436123
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 01:36
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171909.2533 81716.0753 90193.178 294469.5965 162221.3441 132248.2525
Total P&L (%) 171.9093 81.7161 90.1932 294.4696 162.2213 132.2483
Avg Daily Profit (%) 0.6601 0.3138 0.3463 0.5284 0.3709 0.3241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51243 -33927 -34762 -243729 -177706 -175620
Profit Factor 1.5151 1.4057 1.6816 1.2208 1.2141 1.2298
Total Trades 227 113 114 227 113 114
Winning Trades 144 69 75 144 69 75
Losing Trades 83 44 39 83 44 39
Profitability (%) 63.4361 61.0619 65.7895 63.4361 61.0619 65.7895
Ratio Avg Win / Avg Loss 0.8733 0.8964 0.8744 0.7037 0.7742 0.6395
Largest Winning Trade 17035 16410 17035 58822 58822 46646
Largest Losing Trade -30630 -16077 -30630 -159359 -51592 -159359
Avg Bars in Trades 108 108 108 108 108 108
Avg Bars in Winners 86 78 94 86 78 94
Avg Bars in Losers 146 156 135 146 156 135
Bars Traded 24647 12292 12355 24647 12292 12355
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461506 267895 348481 356234 243296 254522

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736458200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758839773672,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 129,
            "offset": 118
        }
    }
}
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": [
        [
            171909.2532790327,
            81716.0753143591,
            90193.1779646731,
            294469.5965252357,
            162221.3440520401,
            132248.2524731957
        ],
        [
            171.909253,
            81.716075,
            90.193178,
            294.469597,
            162.221344,
            132.248252
        ],
        [
            0.660123,
            0.313786,
            0.346337,
            0.528375,
            0.370864,
            0.324092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51243,
            -33927,
            -34762,
            -243729,
            -177706,
            -175620
        ],
        [
            1.515094,
            1.405702,
            1.681606,
            1.220849,
            1.21406,
            1.229789
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            144,
            69,
            75,
            144,
            69,
            75
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            63.436123,
            61.061947,
            65.789474,
            63.436123,
            61.061947,
            65.789474
        ],
        [
            0.873283,
            0.89639,
            0.874435,
            0.703684,
            0.774183,
            0.63949
        ],
        [
            17035,
            16410,
            17035,
            58822,
            58822,
            46646
        ],
        [
            -30630,
            -16077,
            -30630,
            -159359,
            -51592,
            -159359
        ],
        [
            108,
            108,
            108,
            108,
            108,
            108
        ],
        [
            86,
            78,
            94,
            86,
            78,
            94
        ],
        [
            146,
            156,
            135,
            146,
            156,
            135
        ],
        [
            24647,
            12292,
            12355,
            24647,
            12292,
            12355
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461506,
            267895,
            348481,
            356234,
            243296,
            254522
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736458200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758839773672,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 225,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 129,
            "offset": 118
        }
    }
}

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)