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Trade: ENS/USDT/720/KCL/PWMA/9851

Strategy
ENS/USDT/720/KCL/PWMA/9851
Pair
ENS_USDT
Interval
12h
Score
344534
Daily Profit
0.153646
Profit Factor
1.616548
Profitability
57.281553
Streak
41.635166
Best Strategy
Training Data Length
1424.000000
Evaluation Time
2025-10-03 18:14
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 218792.2316 184102.2494 34689.9822 156437.9346 226923.7341 -70485.7995
Total P&L (%) 218.7922 184.1022 34.69 156.4379 226.9237 -70.4858
Avg Daily Profit (%) 0.1536 0.1293 0.0244 0.0662 0.0832 -0.0857
Buy And Hold Return (%) 47.1108 47.1108 47.1108 47.1108 47.1108 47.1108
Max Trade Drawdown -83621 -27747 -68196 -383060 -127913 -255146
Profit Factor 1.6165 2.4432 1.1526 1.1779 1.7371 0.8767
Total Trades 103 51 52 103 51 52
Winning Trades 59 31 28 59 31 28
Losing Trades 44 20 24 44 20 24
Profitability (%) 57.2816 60.7843 53.8462 57.2816 60.7843 53.8462
Ratio Avg Win / Avg Loss 1.2056 1.5763 0.988 0.8784 1.1207 0.7514
Largest Winning Trade 111330 111330 42613 243083 243083 124784
Largest Losing Trade -41744 -24221 -41744 -165337 -126595 -165337
Avg Bars in Trades 21 28 14 21 28 14
Avg Bars in Winners 17 19 15 17 19 15
Avg Bars in Losers 27 43 13 27 43 13
Bars Traded 2241 1472 769 2241 1472 769
Profit Streak 41.6352 0 42.1352 41.6352 0 42.1352
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344534 -196454 -559149 -131883 -259540 -759506
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2848,
    "evaluation_days": 1424,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646827200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759504478318,
    "expiration_time": 1763183808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "offset": 219
        }
    }
}
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": [
        [
            218792.2316365135,
            184102.2493977009,
            34689.9822388125,
            156437.9346004205,
            226923.7341340758,
            -70485.7995336552
        ],
        [
            218.792232,
            184.102249,
            34.689982,
            156.437935,
            226.923734,
            -70.4858
        ],
        [
            0.153646,
            0.129285,
            0.024361,
            0.066154,
            0.08322,
            -0.085658
        ],
        [
            47.110809,
            47.110809,
            47.110809,
            47.110809,
            47.110809,
            47.110809
        ],
        [
            -83621,
            -27747,
            -68196,
            -383060,
            -127913,
            -255146
        ],
        [
            1.616548,
            2.443249,
            1.152614,
            1.177901,
            1.737124,
            0.876666
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            57.281553,
            60.784314,
            53.846154,
            57.281553,
            60.784314,
            53.846154
        ],
        [
            1.205561,
            1.57629,
            0.987955,
            0.878435,
            1.120725,
            0.751428
        ],
        [
            111330,
            111330,
            42613,
            243083,
            243083,
            124784
        ],
        [
            -41744,
            -24221,
            -41744,
            -165337,
            -126595,
            -165337
        ],
        [
            21,
            28,
            14,
            21,
            28,
            14
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            27,
            43,
            13,
            27,
            43,
            13
        ],
        [
            2241,
            1472,
            769,
            2241,
            1472,
            769
        ],
        [
            41.635166,
            0,
            42.135166,
            41.635166,
            0,
            42.135166
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344534,
            -196454,
            -559149,
            -131883,
            -259540,
            -759506
        ]
    ]
}
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": 1646827200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759504478318,
    "expiration_time": 1763183808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "offset": 219
        }
    }
}

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)