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Trade: ENS/USDT/720/HMA/SUPERTREND/4895

Strategy
ENS/USDT/720/HMA/SUPERTREND/4895
Pair
ENS_USDT
Interval
12h
Score
430649
Daily Profit
0.188823
Profit Factor
1.275418
Profitability
71.118012
Streak
19.593518
Best Strategy
Training Data Length
1421.000000
Evaluation Time
2025-09-30 17:14
Expiration Time
2025-11-12 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268317.0099 205994.2178 62322.7921 892.5673 569998.0494 -569105.4821
Total P&L (%) 268.317 205.9942 62.3228 0.8926 569.998 -569.1055
Avg Daily Profit (%) 0.1888 0.145 0.0439 0.0006 0.1339 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149743 -47474 -153092 -1021062 -284504 -1107162
Profit Factor 1.2754 1.4236 1.1277 1.0002 1.3852 0.7408
Total Trades 322 161 161 322 161 161
Winning Trades 229 119 110 229 119 110
Losing Trades 93 42 51 93 42 51
Profitability (%) 71.118 73.913 68.323 71.118 73.913 68.323
Ratio Avg Win / Avg Loss 0.518 0.5025 0.5229 0.4062 0.4889 0.3435
Largest Winning Trade 33965 33965 20912 212453 212453 83112
Largest Losing Trade -76243 -46738 -76243 -845140 -176121 -845140
Avg Bars in Trades 8 9 7 8 9 7
Avg Bars in Winners 4 4 5 4 4 5
Avg Bars in Losers 17 22 12 17 22 12
Bars Traded 2718 1483 1236 2718 1483 1236
Profit Streak 19.5935 19.5935 48.0935 19.5935 19.5935 48.0935
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430649 139482 -212181 -573507 -10634 -576419
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640001600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241679926,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 81,
            "offset": 0,
            "multiplier": 1.48458
        }
    }
}
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": [
        [
            268317.0099414791,
            205994.217794946,
            62322.7921465331,
            892.567284761,
            569998.049387444,
            -569105.4821026842
        ],
        [
            268.31701,
            205.994218,
            62.322792,
            0.892567,
            569.998049,
            -569.105482
        ],
        [
            0.188823,
            0.144964,
            0.043858,
            0.000625,
            0.133946,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149743,
            -47474,
            -153092,
            -1021062,
            -284504,
            -1107162
        ],
        [
            1.275418,
            1.423625,
            1.127723,
            1.000243,
            1.385213,
            0.740811
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            229,
            119,
            110,
            229,
            119,
            110
        ],
        [
            93,
            42,
            51,
            93,
            42,
            51
        ],
        [
            71.118012,
            73.913043,
            68.322981,
            71.118012,
            73.913043,
            68.322981
        ],
        [
            0.517964,
            0.502456,
            0.522853,
            0.406212,
            0.488899,
            0.343467
        ],
        [
            33965,
            33965,
            20912,
            212453,
            212453,
            83112
        ],
        [
            -76243,
            -46738,
            -76243,
            -845140,
            -176121,
            -845140
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            4,
            4,
            5,
            4,
            4,
            5
        ],
        [
            17,
            22,
            12,
            17,
            22,
            12
        ],
        [
            2718,
            1483,
            1236,
            2718,
            1483,
            1236
        ],
        [
            19.593518,
            19.593518,
            48.093518,
            19.593518,
            19.593518,
            48.093518
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430649,
            139482,
            -212181,
            -573507,
            -10634,
            -576419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640001600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241679926,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 81,
            "offset": 0,
            "multiplier": 1.48458
        }
    }
}

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)