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Trade: ENS/USDT/240/HWMA/ZLMA/5269

Strategy
ENS/USDT/240/HWMA/ZLMA/5269
Pair
ENS_USDT
Interval
4h
Score
383569
Daily Profit
0.272363
Profit Factor
1.527200
Profitability
54.615385
Streak
0.000000
Best Strategy
Training Data Length
1418.670000
Evaluation Time
2025-09-28 20:06
Expiration Time
2025-11-10 07:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386392.6603 293009.1239 93383.5364 246824.198 474670.9385 -227846.7405
Total P&L (%) 386.3927 293.0091 93.3835 246.8242 474.6709 -227.8467
Avg Daily Profit (%) 0.2724 0.2065 0.0658 0.0877 0.1233 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122910 -80192 -77616 -1055254 -731864 -546426
Profit Factor 1.5272 1.7788 1.2618 1.0774 1.2843 0.8502
Total Trades 130 65 65 130 65 65
Winning Trades 71 32 39 71 32 39
Losing Trades 59 33 26 59 33 26
Profitability (%) 54.6154 49.2308 60 54.6154 49.2308 60
Ratio Avg Win / Avg Loss 1.2691 1.8344 0.8412 0.8953 1.3244 0.5668
Largest Winning Trade 107700 107700 45343 690653 690653 118546
Largest Losing Trade -51753 -31698 -51753 -253289 -168002 -253289
Avg Bars in Trades 64 64 64 64 64 64
Avg Bars in Winners 64 64 64 64 64 64
Avg Bars in Losers 64 64 64 64 64 64
Bars Traded 8385 4190 4195 8385 4190 4195
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 383569 -120929 -237239 -212025 -160352 -711162
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8512,
    "evaluation_days": 1418.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1636819200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759079169548,
    "expiration_time": 1762752384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00163,
            "nb": 0.88376,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 22,
            "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": [
        [
            386392.6603116391,
            293009.1239004179,
            93383.5364112211,
            246824.1979934056,
            474670.9384998482,
            -227846.7405064428
        ],
        [
            386.39266,
            293.009124,
            93.383536,
            246.824198,
            474.670938,
            -227.846741
        ],
        [
            0.272363,
            0.206538,
            0.065825,
            0.087701,
            0.123334,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122910,
            -80192,
            -77616,
            -1055254,
            -731864,
            -546426
        ],
        [
            1.5272,
            1.778769,
            1.261821,
            1.077361,
            1.284292,
            0.850187
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            54.615385,
            49.230769,
            60,
            54.615385,
            49.230769,
            60
        ],
        [
            1.269081,
            1.834355,
            0.841214,
            0.895272,
            1.324426,
            0.566792
        ],
        [
            107700,
            107700,
            45343,
            690653,
            690653,
            118546
        ],
        [
            -51753,
            -31698,
            -51753,
            -253289,
            -168002,
            -253289
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            64,
            64,
            64,
            64,
            64,
            64
        ],
        [
            8385,
            4190,
            4195,
            8385,
            4190,
            4195
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383569,
            -120929,
            -237239,
            -212025,
            -160352,
            -711162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8512,
    "evaluation_days": 1418.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1636819200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759079169548,
    "expiration_time": 1762752384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.00163,
            "nb": 0.88376,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 22,
            "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)