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Trade: ENS/USDT/480/FWMA/MIDPRICE/2628

Strategy
ENS/USDT/480/FWMA/MIDPRICE/2628
Pair
ENS_USDT
Interval
8h
Score
371994
Daily Profit
0.155717
Profit Factor
2.446403
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1420.000000
Evaluation Time
2025-09-29 19:43
Expiration Time
2025-11-11 08:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281467.6641 221117.774 60349.8902 292858.4526 197971.6558 94886.7967
Total P&L (%) 281.4677 221.1178 60.3499 292.8585 197.9717 94.8868
Avg Daily Profit (%) 0.1982 0.1557 0.0425 0.0964 0.0769 0.047
Buy And Hold Return (%) 18.0588 18.0588 18.0588 18.0588 18.0588 18.0588
Max Trade Drawdown -117796 -46401 -121390 -355427 -139444 -312230
Profit Factor 1.87 2.4464 1.3537 1.3444 1.5021 1.208
Total Trades 75 37 38 75 37 38
Winning Trades 39 17 22 39 17 22
Losing Trades 36 20 16 36 20 16
Profitability (%) 52 45.9459 57.8947 52 45.9459 57.8947
Ratio Avg Win / Avg Loss 1.7262 2.8781 0.9845 1.241 1.7672 0.8785
Largest Winning Trade 114324 114324 26339 131766 131766 73664
Largest Losing Trade -44087 -44087 -37371 -118403 -118403 -108009
Avg Bars in Trades 49 59 41 49 59 41
Avg Bars in Winners 49 47 51 49 47 51
Avg Bars in Losers 50 69 26 50 69 26
Bars Traded 3747 2189 1558 3747 2189 1558
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 -49863 371994 -139165 -124930 -89388 -132412
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4260,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642896000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759164196209,
    "expiration_time": 1762842240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 27
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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": [
        [
            281467.6641448601,
            221117.7739836253,
            60349.8901612348,
            292858.4525693903,
            197971.6558355428,
            94886.7967338475
        ],
        [
            281.467664,
            221.117774,
            60.34989,
            292.858453,
            197.971656,
            94.886797
        ],
        [
            0.198217,
            0.155717,
            0.0425,
            0.096404,
            0.076919,
            0.047
        ],
        [
            18.058824,
            18.058824,
            18.058824,
            18.058824,
            18.058824,
            18.058824
        ],
        [
            -117796,
            -46401,
            -121390,
            -355427,
            -139444,
            -312230
        ],
        [
            1.87002,
            2.446403,
            1.353659,
            1.344366,
            1.502142,
            1.208006
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            52,
            45.945946,
            57.894737,
            52,
            45.945946,
            57.894737
        ],
        [
            1.726172,
            2.878121,
            0.984479,
            1.240953,
            1.767226,
            0.878549
        ],
        [
            114324,
            114324,
            26339,
            131766,
            131766,
            73664
        ],
        [
            -44087,
            -44087,
            -37371,
            -118403,
            -118403,
            -108009
        ],
        [
            49,
            59,
            41,
            49,
            59,
            41
        ],
        [
            49,
            47,
            51,
            49,
            47,
            51
        ],
        [
            50,
            69,
            26,
            50,
            69,
            26
        ],
        [
            3747,
            2189,
            1558,
            3747,
            2189,
            1558
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49863,
            371994,
            -139165,
            -124930,
            -89388,
            -132412
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4260,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642896000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759164196209,
    "expiration_time": 1762842240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 27
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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)