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Trade: ENS/USDT/5/T3/SMA/5762

Strategy
ENS/USDT/5/T3/SMA/5762
Pair
ENS_USDT
Interval
5m
Score
348651
Daily Profit
0.742329
Profit Factor
1.587960
Profitability
47.787611
Streak
1.337990
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:26
Expiration Time
2025-12-26 02:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64441.5582 6071.9299 58369.6282 76189.5389 4489.8362 71699.7027
Total P&L (%) 64.4416 6.0719 58.3696 76.1895 4.4898 71.6997
Avg Daily Profit (%) 0.7423 0.0699 0.6724 0.6546 0.0506 0.6247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30201 -13742 -17924 -33138 -16178 -18640
Profit Factor 1.588 1.1126 2.0488 1.5984 1.0713 2.1148
Total Trades 113 56 57 113 56 57
Winning Trades 54 24 30 54 24 30
Losing Trades 59 32 27 59 32 27
Profitability (%) 47.7876 42.8571 52.6316 47.7876 42.8571 52.6316
Ratio Avg Win / Avg Loss 1.735 1.4834 1.8439 1.7464 1.4283 1.9033
Largest Winning Trade 23227 9405 23227 33210 10100 33210
Largest Losing Trade -7877 -6873 -7877 -8205 -7790 -8205
Avg Bars in Trades 216 211 220 216 211 220
Avg Bars in Winners 289 261 312 289 261 312
Avg Bars in Losers 149 174 119 149 174 119
Bars Traded 24439 11854 12585 24439 11854 12585
Profit Streak 1.338 0 3.6644 1.338 0 3.6644
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348651 -546820 -166956 337285 -618037 -166461
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752728700000,
    "first_datapoint_time": 1752790800000,
    "last_datapoint_time": 1760228400000,
    "evaluation_time": 1760228802306,
    "expiration_time": 1766708400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 159,
            "offset": 0,
            "a": 0.62118
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 208,
            "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": [
        [
            64441.5581571752,
            6071.9299105577,
            58369.6282466175,
            76189.538886989,
            4489.8361847531,
            71699.702702236
        ],
        [
            64.441558,
            6.07193,
            58.369628,
            76.189539,
            4.489836,
            71.699703
        ],
        [
            0.742329,
            0.069945,
            0.672384,
            0.654581,
            0.050606,
            0.624656
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30201,
            -13742,
            -17924,
            -33138,
            -16178,
            -18640
        ],
        [
            1.58796,
            1.112555,
            2.048766,
            1.598382,
            1.071254,
            2.114832
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            47.787611,
            42.857143,
            52.631579,
            47.787611,
            42.857143,
            52.631579
        ],
        [
            1.734993,
            1.483407,
            1.843889,
            1.74638,
            1.428339,
            1.903349
        ],
        [
            23227,
            9405,
            23227,
            33210,
            10100,
            33210
        ],
        [
            -7877,
            -6873,
            -7877,
            -8205,
            -7790,
            -8205
        ],
        [
            216,
            211,
            220,
            216,
            211,
            220
        ],
        [
            289,
            261,
            312,
            289,
            261,
            312
        ],
        [
            149,
            174,
            119,
            149,
            174,
            119
        ],
        [
            24439,
            11854,
            12585,
            24439,
            11854,
            12585
        ],
        [
            1.33799,
            0,
            3.664378,
            1.33799,
            0,
            3.664379
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348651,
            -546820,
            -166956,
            337285,
            -618037,
            -166461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752728700000,
    "first_datapoint_time": 1752790800000,
    "last_datapoint_time": 1760228400000,
    "evaluation_time": 1760228802306,
    "expiration_time": 1766708400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 159,
            "offset": 0,
            "a": 0.62118
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 208,
            "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)