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Trade: ENS/USDT/720/HWMA/WMA/7679

Strategy
ENS/USDT/720/HWMA/WMA/7679
Pair
ENS_USDT
Interval
12h
Score
617077
Daily Profit
0.203988
Profit Factor
3.291029
Profitability
88.095238
Streak
86.955314
Best Strategy
Training Data Length
1424.000000
Evaluation Time
2025-10-04 01:55
Expiration Time
2025-11-15 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382195.6724 230672.2683 151523.4041 2585665.5034 1720747.0625 864918.4409
Total P&L (%) 382.1957 230.6723 151.5234 2585.6655 1720.7471 864.9184
Avg Daily Profit (%) 0.2684 0.162 0.1064 0.2313 0.204 0.1593
Buy And Hold Return (%) 106.848 106.848 106.848 106.848 106.848 106.848
Max Trade Drawdown -49233 -30844 -49233 -570525 -451676 -570525
Profit Factor 4.4029 5.6638 3.4107 2.7328 3.291 2.1671
Total Trades 84 42 42 84 42 42
Winning Trades 73 37 36 73 37 36
Losing Trades 11 5 6 11 5 6
Profitability (%) 86.9048 88.0952 85.7143 86.9048 88.0952 85.7143
Ratio Avg Win / Avg Loss 0.6635 0.7654 0.5684 0.4118 0.4447 0.3612
Largest Winning Trade 40316 40316 22174 406580 406580 282377
Largest Losing Trade -49233 -30844 -49233 -570525 -451676 -570525
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 88 99 78 88 99 78
Bars Traded 2322 1191 1131 2322 1191 1131
Profit Streak 8.4553 86.9553 0 8.4553 86.9553 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 583146 450929 -78115 603147 617077 496817
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2848,
    "evaluation_days": 1424,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1652702400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759532139152,
    "expiration_time": 1763183808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56478,
            "nb": 0.4149,
            "nc": 0.15604
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 143
        }
    }
}
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": [
        [
            382195.6724121951,
            230672.2683170293,
            151523.404095166,
            2585665.5033993404,
            1720747.0624678207,
            864918.4409315201
        ],
        [
            382.195672,
            230.672268,
            151.523404,
            2585.665503,
            1720.747062,
            864.918441
        ],
        [
            0.268396,
            0.161989,
            0.106407,
            0.231343,
            0.203988,
            0.159317
        ],
        [
            106.84803,
            106.84803,
            106.84803,
            106.84803,
            106.84803,
            106.84803
        ],
        [
            -49233,
            -30844,
            -49233,
            -570525,
            -451676,
            -570525
        ],
        [
            4.402896,
            5.663843,
            3.410677,
            2.732831,
            3.291029,
            2.167102
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            11,
            5,
            6,
            11,
            5,
            6
        ],
        [
            86.904762,
            88.095238,
            85.714286,
            86.904762,
            88.095238,
            85.714286
        ],
        [
            0.66345,
            0.765384,
            0.568446,
            0.411796,
            0.444734,
            0.361184
        ],
        [
            40316,
            40316,
            22174,
            406580,
            406580,
            282377
        ],
        [
            -49233,
            -30844,
            -49233,
            -570525,
            -451676,
            -570525
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            88,
            99,
            78,
            88,
            99,
            78
        ],
        [
            2322,
            1191,
            1131,
            2322,
            1191,
            1131
        ],
        [
            8.455314,
            86.955314,
            0,
            8.455314,
            86.955314,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            583146,
            450929,
            -78115,
            603147,
            617077,
            496817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2848,
    "evaluation_days": 1424,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1652702400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759532139152,
    "expiration_time": 1763183808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56478,
            "nb": 0.4149,
            "nc": 0.15604
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 143
        }
    }
}

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)