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Trade: ENS/USDT/5/SINWMA/DEMA/5332

Strategy
ENS/USDT/5/SINWMA/DEMA/5332
Pair
ENS_USDT
Interval
5m
Score
339668
Daily Profit
0.449982
Profit Factor
2.206005
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 08:04
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58074.3248 39062.9004 19011.4244 67258.6699 40685.5867 26573.0832
Total P&L (%) 58.0743 39.0629 19.0114 67.2587 40.6856 26.5731
Avg Daily Profit (%) 0.669 0.45 0.219 0.5943 0.394 0.2718
Buy And Hold Return (%) 12.593 12.593 12.593 12.593 12.593 12.593
Max Trade Drawdown -17000 -14540 -16431 -22873 -23634 -21622
Profit Factor 1.7862 2.206 1.4584 1.6101 1.826 1.4358
Total Trades 62 31 31 62 31 31
Winning Trades 27 16 11 27 16 11
Losing Trades 35 15 20 35 15 20
Profitability (%) 43.5484 51.6129 35.4839 43.5484 51.6129 35.4839
Ratio Avg Win / Avg Loss 2.3155 2.0681 2.6516 2.0872 1.7118 2.6105
Largest Winning Trade 17283 17283 9703 18620 18620 14068
Largest Losing Trade -6354 -4596 -6354 -10218 -7077 -10218
Avg Bars in Trades 390 393 387 390 393 387
Avg Bars in Winners 621 584 675 621 584 675
Avg Bars in Losers 212 190 229 212 190 229
Bars Traded 24222 12198 12024 24222 12198 12024
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 -149894 339668 -7843 -150300 290163 -3526

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751337600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758863040945,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "offset": 212
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 142,
            "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": [
        [
            58074.3248268319,
            39062.9003790961,
            19011.4244477359,
            67258.6698918571,
            40685.5866622458,
            26573.0832296114
        ],
        [
            58.074325,
            39.0629,
            19.011424,
            67.25867,
            40.685587,
            26.573083
        ],
        [
            0.668982,
            0.449982,
            0.219,
            0.594284,
            0.393998,
            0.271823
        ],
        [
            12.592986,
            12.592986,
            12.592986,
            12.592986,
            12.592986,
            12.592986
        ],
        [
            -17000,
            -14540,
            -16431,
            -22873,
            -23634,
            -21622
        ],
        [
            1.786233,
            2.206005,
            1.458398,
            1.610128,
            1.825964,
            1.435777
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            43.548387,
            51.612903,
            35.483871,
            43.548387,
            51.612903,
            35.483871
        ],
        [
            2.315488,
            2.06813,
            2.651632,
            2.087203,
            1.711841,
            2.610504
        ],
        [
            17283,
            17283,
            9703,
            18620,
            18620,
            14068
        ],
        [
            -6354,
            -4596,
            -6354,
            -10218,
            -7077,
            -10218
        ],
        [
            390,
            393,
            387,
            390,
            393,
            387
        ],
        [
            621,
            584,
            675,
            621,
            584,
            675
        ],
        [
            212,
            190,
            229,
            212,
            190,
            229
        ],
        [
            24222,
            12198,
            12024,
            24222,
            12198,
            12024
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149894,
            339668,
            -7843,
            -150300,
            290163,
            -3526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751337600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758863040945,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "offset": 212
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 142,
            "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)