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Trade: ENS/USDT/480/MIDPRICE/PWMA/9262

Strategy
ENS/USDT/480/MIDPRICE/PWMA/9262
Pair
ENS_USDT
Interval
8h
Score
568145
Daily Profit
0.173696
Profit Factor
3.624110
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1417.670000
Evaluation Time
2025-09-27 16:53
Expiration Time
2025-11-08 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234388.0491 219258.2262 15129.8229 -92366.9843 1070826.7533 -1163193.7376
Total P&L (%) 234.388 219.2582 15.1298 -92.367 1070.8268 -1163.1937
Avg Daily Profit (%) 0.1653 0.1547 0.0107 -0.1813 0.1737 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157579 -39094 -118485 -1592912 -117478 -1640804
Profit Factor 1.5172 2.8024 1.0456 0.97 3.6241 0.5647
Total Trades 63 32 31 63 32 31
Winning Trades 38 19 19 38 19 19
Losing Trades 25 13 12 25 13 12
Profitability (%) 60.3175 59.375 61.2903 60.3175 59.375 61.2903
Ratio Avg Win / Avg Loss 0.9982 1.9174 0.6604 0.6382 2.4797 0.3566
Largest Winning Trade 45598 45598 41369 328460 302489 328460
Largest Losing Trade -98840 -22355 -98840 -1542846 -117478 -1542846
Avg Bars in Trades 63 45 80 63 45 80
Avg Bars in Winners 49 34 64 49 34 64
Avg Bars in Losers 83 62 107 83 62 107
Bars Traded 3969 1459 2510 3969 1459 2510
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 -142592 495546 -359282 -730440 568145 -579354
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4253,
    "evaluation_days": 1417.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1641196800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758981211595,
    "expiration_time": 1762634592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "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": [
        [
            234388.0491007905,
            219258.2261937236,
            15129.8229070668,
            -92366.9843362198,
            1070826.753300899,
            -1163193.7376371191
        ],
        [
            234.388049,
            219.258226,
            15.129823,
            -92.366984,
            1070.826753,
            -1163.193738
        ],
        [
            0.165333,
            0.154661,
            0.010672,
            -0.181308,
            0.173696,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157579,
            -39094,
            -118485,
            -1592912,
            -117478,
            -1640804
        ],
        [
            1.517216,
            2.802391,
            1.045637,
            0.970011,
            3.62411,
            0.564667
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            60.31746,
            59.375,
            61.290323,
            60.31746,
            59.375,
            61.290323
        ],
        [
            0.998169,
            1.917425,
            0.660402,
            0.638165,
            2.479654,
            0.356632
        ],
        [
            45598,
            45598,
            41369,
            328460,
            302489,
            328460
        ],
        [
            -98840,
            -22355,
            -98840,
            -1542846,
            -117478,
            -1542846
        ],
        [
            63,
            45,
            80,
            63,
            45,
            80
        ],
        [
            49,
            34,
            64,
            49,
            34,
            64
        ],
        [
            83,
            62,
            107,
            83,
            62,
            107
        ],
        [
            3969,
            1459,
            2510,
            3969,
            1459,
            2510
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142592,
            495546,
            -359282,
            -730440,
            568145,
            -579354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4253,
    "evaluation_days": 1417.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1641196800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758981211595,
    "expiration_time": 1762634592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "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)