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Trade: ENS/USDT/240/SINWMA/BBM/5602

Strategy
ENS/USDT/240/SINWMA/BBM/5602
Pair
ENS_USDT
Interval
4h
Score
369568
Daily Profit
0.215738
Profit Factor
1.367120
Profitability
51.250000
Streak
26.688097
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-26 11:30
Expiration Time
2025-11-06 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305161.3262 234348.8495 70812.4767 50435.1126 321519.8837 -271084.7711
Total P&L (%) 305.1613 234.3489 70.8125 50.4351 321.5199 -271.0848
Avg Daily Profit (%) 0.2157 0.1657 0.0501 0.0289 0.1018 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135726 -64349 -135239 -510774 -156807 -573175
Profit Factor 1.3671 1.6171 1.1568 1.0214 1.343 0.809
Total Trades 160 80 80 160 80 80
Winning Trades 82 37 45 82 37 45
Losing Trades 78 43 35 78 43 35
Profitability (%) 51.25 46.25 56.25 51.25 46.25 56.25
Ratio Avg Win / Avg Loss 1.3004 1.8794 0.8998 0.9716 1.5608 0.6292
Largest Winning Trade 121167 121167 52126 146047 146047 119321
Largest Losing Trade -51961 -41572 -51961 -267365 -143539 -267365
Avg Bars in Trades 51 53 50 51 53 50
Avg Bars in Winners 60 64 57 60 64 57
Avg Bars in Losers 42 44 41 42 44 41
Bars Traded 8304 4288 4016 8304 4288 4016
Profit Streak 26.6881 26.6881 33.8548 26.6881 26.6881 33.8548
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369568 -9986 -193832 -352246 -76040 -598884

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8487,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875451560,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 0,
            "std": 4.60413
        }
    }
}
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": [
        [
            305161.3262120028,
            234348.849518922,
            70812.4766930807,
            50435.1126372064,
            321519.8837165929,
            -271084.7710793863
        ],
        [
            305.161326,
            234.34885,
            70.812477,
            50.435113,
            321.519884,
            -271.084771
        ],
        [
            0.215738,
            0.165676,
            0.050062,
            0.028874,
            0.101762,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135726,
            -64349,
            -135239,
            -510774,
            -156807,
            -573175
        ],
        [
            1.36712,
            1.617132,
            1.156841,
            1.021403,
            1.342995,
            0.808965
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            82,
            37,
            45,
            82,
            37,
            45
        ],
        [
            78,
            43,
            35,
            78,
            43,
            35
        ],
        [
            51.25,
            46.25,
            56.25,
            51.25,
            46.25,
            56.25
        ],
        [
            1.300431,
            1.879369,
            0.899765,
            0.971579,
            1.560778,
            0.629195
        ],
        [
            121167,
            121167,
            52126,
            146047,
            146047,
            119321
        ],
        [
            -51961,
            -41572,
            -51961,
            -267365,
            -143539,
            -267365
        ],
        [
            51,
            53,
            50,
            51,
            53,
            50
        ],
        [
            60,
            64,
            57,
            60,
            64,
            57
        ],
        [
            42,
            44,
            41,
            42,
            44,
            41
        ],
        [
            8304,
            4288,
            4016,
            8304,
            4288,
            4016
        ],
        [
            26.688097,
            26.688097,
            33.854763,
            26.688097,
            26.688097,
            33.854763
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369568,
            -9986,
            -193832,
            -352246,
            -76040,
            -598884
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8487,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875451560,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 0,
            "std": 4.60413
        }
    }
}

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)