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Trade: ENS/USDT/5/T3/SMA/8803

Strategy
ENS/USDT/5/T3/SMA/8803
Pair
ENS_USDT
Interval
5m
Score
480966
Daily Profit
0.699967
Profit Factor
1.555147
Profitability
53.271028
Streak
5.048580
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-30 03:19
Expiration Time
2025-12-14 02:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60764.143 38350.7523 22413.3908 71448.3864 36844.0067 34604.3797
Total P&L (%) 60.7641 38.3508 22.4134 71.4484 36.844 34.6044
Avg Daily Profit (%) 0.7 0.4418 0.2582 0.623 0.362 0.3429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19963 -8644 -24019 -24659 -14278 -24914
Profit Factor 1.5551 1.9685 1.3208 1.5075 1.6777 1.4004
Total Trades 107 54 53 107 54 53
Winning Trades 57 30 27 57 30 27
Losing Trades 50 24 26 50 24 26
Profitability (%) 53.271 55.5556 50.9434 53.271 55.5556 50.9434
Ratio Avg Win / Avg Loss 1.3642 1.5748 1.2719 1.3223 1.3421 1.3485
Largest Winning Trade 14476 14476 10023 14745 14745 12479
Largest Losing Trade -9147 -5605 -9147 -9272 -8777 -9272
Avg Bars in Trades 228 221 235 228 221 235
Avg Bars in Winners 289 266 315 289 266 315
Avg Bars in Losers 159 166 152 159 166 152
Bars Traded 24453 11972 12481 24453 11972 12481
Profit Streak 5.0486 5.0486 5.1354 5.0486 5.0486 5.1354
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480966 -169039 -177647 468944 -171527 -173859
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751691600000,
    "first_datapoint_time": 1751754300000,
    "last_datapoint_time": 1759191300000,
    "evaluation_time": 1759191597279,
    "expiration_time": 1765671300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 161,
            "offset": 0,
            "a": 0.65204
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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": [
        [
            60764.1430392275,
            38350.7522699616,
            22413.390769266,
            71448.3864304833,
            36844.0067426486,
            34604.3796878348
        ],
        [
            60.764143,
            38.350752,
            22.413391,
            71.448386,
            36.844007,
            34.60438
        ],
        [
            0.699967,
            0.441778,
            0.258189,
            0.622958,
            0.361985,
            0.342909
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19963,
            -8644,
            -24019,
            -24659,
            -14278,
            -24914
        ],
        [
            1.555147,
            1.968484,
            1.320846,
            1.50745,
            1.677653,
            1.40038
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            53.271028,
            55.555556,
            50.943396,
            53.271028,
            55.555556,
            50.943396
        ],
        [
            1.364164,
            1.574787,
            1.271926,
            1.322324,
            1.342123,
            1.348514
        ],
        [
            14476,
            14476,
            10023,
            14745,
            14745,
            12479
        ],
        [
            -9147,
            -5605,
            -9147,
            -9272,
            -8777,
            -9272
        ],
        [
            228,
            221,
            235,
            228,
            221,
            235
        ],
        [
            289,
            266,
            315,
            289,
            266,
            315
        ],
        [
            159,
            166,
            152,
            159,
            166,
            152
        ],
        [
            24453,
            11972,
            12481,
            24453,
            11972,
            12481
        ],
        [
            5.04858,
            5.04858,
            5.135385,
            5.04858,
            5.04858,
            5.135385
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480966,
            -169039,
            -177647,
            468944,
            -171527,
            -173859
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751691600000,
    "first_datapoint_time": 1751754300000,
    "last_datapoint_time": 1759191300000,
    "evaluation_time": 1759191597279,
    "expiration_time": 1765671300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 161,
            "offset": 0,
            "a": 0.65204
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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)