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Trade: ENS/USDT/360/SINWMA/MIDPRICE/9448

Strategy
ENS/USDT/360/SINWMA/MIDPRICE/9448
Pair
ENS_USDT
Interval
6h
Score
305838
Daily Profit
0.185739
Profit Factor
1.362101
Profitability
51.694915
Streak
0.000000
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-27 02:14
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 262727.9878 213428.5922 49299.3956 27186.742 51610.4199 -24423.6779
Total P&L (%) 262.728 213.4286 49.2994 27.1867 51.6104 -24.4237
Avg Daily Profit (%) 0.1857 0.1509 0.0349 0.017 0.0294 -0.0198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72196 -65839 -72521 -133092 -130021 -117036
Profit Factor 1.3621 1.4974 1.1663 1.0291 1.0943 0.937
Total Trades 118 59 59 118 59 59
Winning Trades 61 30 31 61 30 31
Losing Trades 57 29 28 57 29 28
Profitability (%) 51.6949 50.8475 52.5424 51.6949 50.8475 52.5424
Ratio Avg Win / Avg Loss 1.2728 1.4475 1.0534 0.9616 1.0578 0.8463
Largest Winning Trade 139895 139895 26597 121825 121825 40578
Largest Losing Trade -35012 -31797 -35012 -68084 -52873 -68084
Avg Bars in Trades 46 60 33 46 60 33
Avg Bars in Winners 52 61 43 52 61 43
Avg Bars in Losers 41 58 22 41 58 22
Bars Traded 5533 3564 1968 5533 3564 1968
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 305838 -168079 -361688 -363171 -448158 -757128

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638640800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928491029,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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": [
        [
            262727.9878225693,
            213428.59223142,
            49299.3955911494,
            27186.741960737,
            51610.4198829545,
            -24423.6779222175
        ],
        [
            262.727988,
            213.428592,
            49.299396,
            27.186742,
            51.61042,
            -24.423678
        ],
        [
            0.185739,
            0.150886,
            0.034853,
            0.017003,
            0.029424,
            -0.019795
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72196,
            -65839,
            -72521,
            -133092,
            -130021,
            -117036
        ],
        [
            1.362101,
            1.497385,
            1.166292,
            1.029078,
            1.094309,
            0.937004
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            51.694915,
            50.847458,
            52.542373,
            51.694915,
            50.847458,
            52.542373
        ],
        [
            1.272783,
            1.447472,
            1.053425,
            0.961598,
            1.057832,
            0.846327
        ],
        [
            139895,
            139895,
            26597,
            121825,
            121825,
            40578
        ],
        [
            -35012,
            -31797,
            -35012,
            -68084,
            -52873,
            -68084
        ],
        [
            46,
            60,
            33,
            46,
            60,
            33
        ],
        [
            52,
            61,
            43,
            52,
            61,
            43
        ],
        [
            41,
            58,
            22,
            41,
            58,
            22
        ],
        [
            5533,
            3564,
            1968,
            5533,
            3564,
            1968
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305838,
            -168079,
            -361688,
            -363171,
            -448158,
            -757128
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638640800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928491029,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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)