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Trade: ENS/USDT/240/MIDPRICE/JMA/7776

Strategy
ENS/USDT/240/MIDPRICE/JMA/7776
Pair
ENS_USDT
Interval
4h
Score
309852
Daily Profit
0.174538
Profit Factor
1.369585
Profitability
52.517986
Streak
0.000000
Best Strategy
Training Data Length
1426.670000
Evaluation Time
2025-10-06 21:12
Expiration Time
2025-11-18 13:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249008.5943 154107.7186 94900.8757 107288.7827 101632.4629 5656.3198
Total P&L (%) 249.0086 154.1077 94.9009 107.2888 101.6325 5.6563
Avg Daily Profit (%) 0.1745 0.108 0.0665 0.0511 0.0492 0.0039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124956 -41054 -101978 -242991 -97842 -178085
Profit Factor 1.3696 1.4717 1.2735 1.112 1.2249 1.0112
Total Trades 139 70 69 139 70 69
Winning Trades 73 36 37 73 36 37
Losing Trades 66 34 32 66 34 32
Profitability (%) 52.518 51.4286 53.6232 52.518 51.4286 53.6232
Ratio Avg Win / Avg Loss 1.2383 1.3899 1.1014 1.0053 1.1569 0.8745
Largest Winning Trade 63655 63655 46933 77271 77271 71344
Largest Losing Trade -52012 -32735 -52012 -112459 -42693 -112459
Avg Bars in Trades 60 47 72 60 47 72
Avg Bars in Winners 70 57 84 70 57 84
Avg Bars in Losers 48 37 59 48 37 59
Bars Traded 8361 3339 5022 8361 3339 5022
Profit Streak 0 0 54.425 0 0 54.425
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309852 -141643 -204840 -221345 -221620 -663998
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8560,
    "evaluation_days": 1426.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638216000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774319743,
    "expiration_time": 1763464320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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": [
        [
            249008.5942594905,
            154107.7185959037,
            94900.8756635869,
            107288.7826598627,
            101632.4628753954,
            5656.3197844672
        ],
        [
            249.008594,
            154.107719,
            94.900876,
            107.288783,
            101.632463,
            5.65632
        ],
        [
            0.174538,
            0.108019,
            0.066519,
            0.051107,
            0.049167,
            0.003857
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124956,
            -41054,
            -101978,
            -242991,
            -97842,
            -178085
        ],
        [
            1.369585,
            1.471671,
            1.273469,
            1.111955,
            1.224925,
            1.011168
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            52.517986,
            51.428571,
            53.623188,
            52.517986,
            51.428571,
            53.623188
        ],
        [
            1.238255,
            1.389912,
            1.101379,
            1.005329,
            1.156873,
            0.874524
        ],
        [
            63655,
            63655,
            46933,
            77271,
            77271,
            71344
        ],
        [
            -52012,
            -32735,
            -52012,
            -112459,
            -42693,
            -112459
        ],
        [
            60,
            47,
            72,
            60,
            47,
            72
        ],
        [
            70,
            57,
            84,
            70,
            57,
            84
        ],
        [
            48,
            37,
            59,
            48,
            37,
            59
        ],
        [
            8361,
            3339,
            5022,
            8361,
            3339,
            5022
        ],
        [
            0,
            0,
            54.424997,
            0,
            0,
            54.424997
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309852,
            -141643,
            -204840,
            -221345,
            -221620,
            -663998
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8560,
    "evaluation_days": 1426.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638216000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774319743,
    "expiration_time": 1763464320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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)