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Trade: ENS/USDT/720/JMA/HWMA/6602

Strategy
ENS/USDT/720/JMA/HWMA/6602
Pair
ENS_USDT
Interval
12h
Score
402113
Daily Profit
0.245395
Profit Factor
1.479571
Profitability
52.713178
Streak
28.528794
Best Strategy
Training Data Length
1415.000000
Evaluation Time
2025-09-25 15:41
Expiration Time
2025-11-06 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347234.2135 290115.7179 57118.4955 82222.3324 373772.131 -291549.7986
Total P&L (%) 347.2342 290.1157 57.1185 82.2223 373.7721 -291.5498
Avg Daily Profit (%) 0.2454 0.205 0.0404 0.0424 0.11 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140759 -58224 -127537 -511088 -124888 -505120
Profit Factor 1.4796 1.7993 1.1582 1.0496 1.5603 0.7054
Total Trades 129 65 64 129 65 64
Winning Trades 68 33 35 68 33 35
Losing Trades 61 32 29 61 32 29
Profitability (%) 52.7132 50.7692 54.6875 52.7132 50.7692 54.6875
Ratio Avg Win / Avg Loss 1.3273 1.7448 0.9596 0.9416 1.513 0.5845
Largest Winning Trade 78903 78903 58840 90045 89882 90045
Largest Losing Trade -78806 -36826 -78806 -444535 -89620 -444535
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 20 20 20 20 20 20
Avg Bars in Losers 20 20 20 20 20 20
Bars Traded 2696 1360 1336 2696 1360 1336
Profit Streak 28.5288 28.5288 60.0288 28.5288 28.5288 60.0288
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402113 -119685 -325352 -301874 -174124 -718096

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640995200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804087848,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03782,
            "nc": 0.75309
        }
    }
}
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": [
        [
            347234.2134744733,
            290115.7179367646,
            57118.4955377087,
            82222.3323984908,
            373772.1309730113,
            -291549.7985745204
        ],
        [
            347.234213,
            290.115718,
            57.118496,
            82.222332,
            373.772131,
            -291.549799
        ],
        [
            0.245395,
            0.205029,
            0.040366,
            0.042416,
            0.109994,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140759,
            -58224,
            -127537,
            -511088,
            -124888,
            -505120
        ],
        [
            1.479571,
            1.799292,
            1.158185,
            1.049629,
            1.560322,
            0.705407
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            52.713178,
            50.769231,
            54.6875,
            52.713178,
            50.769231,
            54.6875
        ],
        [
            1.327262,
            1.744768,
            0.959639,
            0.941579,
            1.51304,
            0.58448
        ],
        [
            78903,
            78903,
            58840,
            90045,
            89882,
            90045
        ],
        [
            -78806,
            -36826,
            -78806,
            -444535,
            -89620,
            -444535
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            2696,
            1360,
            1336,
            2696,
            1360,
            1336
        ],
        [
            28.528794,
            28.528794,
            60.028794,
            28.528794,
            28.528795,
            60.028795
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402113,
            -119685,
            -325352,
            -301874,
            -174124,
            -718096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1640995200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758804087848,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03782,
            "nc": 0.75309
        }
    }
}

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)