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Trade: ENS/USDT/720/DEMA/JMA/7688

Strategy
ENS/USDT/720/DEMA/JMA/7688
Pair
ENS_USDT
Interval
12h
Score
312164
Daily Profit
0.170554
Profit Factor
1.246963
Profitability
64.251208
Streak
0.000000
Best Strategy
Training Data Length
1422.000000
Evaluation Time
2025-10-01 22:05
Expiration Time
2025-11-13 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 242527.547 181871.5802 60655.9668 -38153.809 82375.8049 -120529.6139
Total P&L (%) 242.5275 181.8716 60.656 -38.1538 82.3758 -120.5296
Avg Daily Profit (%) 0.1706 0.1279 0.0427 -0.0338 0.0423 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156951 -71928 -164713 -537027 -278987 -412669
Profit Factor 1.247 1.3632 1.126 0.979 1.093 0.8702
Total Trades 207 104 103 207 104 103
Winning Trades 133 66 67 133 66 67
Losing Trades 74 38 36 74 38 36
Profitability (%) 64.2512 63.4615 65.0485 64.2512 63.4615 65.0485
Ratio Avg Win / Avg Loss 0.6938 0.7849 0.605 0.5447 0.6293 0.4676
Largest Winning Trade 83525 83525 33003 82812 82812 71763
Largest Losing Trade -80443 -49546 -80443 -212218 -131350 -212218
Avg Bars in Trades 13 14 13 13 14 13
Avg Bars in Winners 11 11 12 11 11 12
Avg Bars in Losers 16 19 14 16 19 14
Bars Traded 2809 1457 1352 2809 1457 1352
Profit Streak 0 0 15.2953 0 0 15.2953
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312164 -21726 -217576 -577569 -254558 -578245
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2844,
    "evaluation_days": 1422,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1637625600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759345509956,
    "expiration_time": 1763005824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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": [
        [
            242527.5470167929,
            181871.5802497377,
            60655.9667670555,
            -38153.8089850035,
            82375.8048807285,
            -120529.6138657317
        ],
        [
            242.527547,
            181.87158,
            60.655967,
            -38.153809,
            82.375805,
            -120.529614
        ],
        [
            0.170554,
            0.127898,
            0.042655,
            -0.033786,
            0.042266,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156951,
            -71928,
            -164713,
            -537027,
            -278987,
            -412669
        ],
        [
            1.246963,
            1.363173,
            1.126037,
            0.978966,
            1.093038,
            0.870192
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            64.251208,
            63.461538,
            65.048544,
            64.251208,
            63.461538,
            65.048544
        ],
        [
            0.693799,
            0.784857,
            0.605035,
            0.544688,
            0.629325,
            0.467566
        ],
        [
            83525,
            83525,
            33003,
            82812,
            82812,
            71763
        ],
        [
            -80443,
            -49546,
            -80443,
            -212218,
            -131350,
            -212218
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            16,
            19,
            14,
            16,
            19,
            14
        ],
        [
            2809,
            1457,
            1352,
            2809,
            1457,
            1352
        ],
        [
            0,
            0,
            15.295254,
            0,
            0,
            15.295254
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312164,
            -21726,
            -217576,
            -577569,
            -254558,
            -578245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2844,
    "evaluation_days": 1422,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1637625600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759345509956,
    "expiration_time": 1763005824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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)