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Trade: ENS/USDT/720/PWMA/MIDPOINT/1504

Strategy
ENS/USDT/720/PWMA/MIDPOINT/1504
Pair
ENS_USDT
Interval
12h
Score
478552
Daily Profit
0.164721
Profit Factor
2.095968
Profitability
54.054054
Streak
377.123897
Best Strategy
Training Data Length
1419.500000
Evaluation Time
2025-09-29 05:58
Expiration Time
2025-11-10 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 199781.7633 233821.1845 -34039.4212 -27972.4634 31157.5855 -59130.0489
Total P&L (%) 199.7818 233.8212 -34.0394 -27.9725 31.1576 -59.13
Avg Daily Profit (%) 0.1407 0.1647 -0.024 -0.0231 0.0191 -0.063
Buy And Hold Return (%) 18.2507 18.2507 18.2507 18.2507 18.2507 18.2507
Max Trade Drawdown -200318 -87696 -119855 -107701 -34615 -81182
Profit Factor 1.4045 2.096 0.8787 0.8797 1.4066 0.6206
Total Trades 73 37 36 73 37 36
Winning Trades 37 20 17 37 20 17
Losing Trades 36 17 19 36 17 19
Profitability (%) 50.6849 54.0541 47.2222 50.6849 54.0541 47.2222
Ratio Avg Win / Avg Loss 1.3666 1.7816 0.982 0.8559 1.1956 0.6936
Largest Winning Trade 125055 125055 55006 38147 29518 38147
Largest Losing Trade -60860 -60860 -41412 -35644 -29531 -35644
Avg Bars in Trades 35 36 34 35 36 34
Avg Bars in Winners 42 37 48 42 37 48
Avg Bars in Losers 28 35 21 28 35 21
Bars Traded 2604 1365 1239 2604 1365 1239
Profit Streak 75.1239 377.1239 75.1239 75.1239 377.1239 75.1239
Trades During Streak 3 9 1 3 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79245 478552 -581302 -655594 -173445 -581302
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2839,
    "evaluation_days": 1419.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642939200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114704742,
    "expiration_time": 1762783344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "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": [
        [
            199781.7633331969,
            233821.1844956745,
            -34039.4211624776,
            -27972.4634252183,
            31157.5854931094,
            -59130.0489183277
        ],
        [
            199.781763,
            233.821184,
            -34.039421,
            -27.972463,
            31.157585,
            -59.130049
        ],
        [
            0.140741,
            0.164721,
            -0.02398,
            -0.023113,
            0.019109,
            -0.063015
        ],
        [
            18.250729,
            18.250729,
            18.250729,
            18.250729,
            18.250729,
            18.250729
        ],
        [
            -200318,
            -87696,
            -119855,
            -107701,
            -34615,
            -81182
        ],
        [
            1.40452,
            2.095968,
            0.878659,
            0.879679,
            1.406567,
            0.620588
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            50.684932,
            54.054054,
            47.222222,
            50.684932,
            54.054054,
            47.222222
        ],
        [
            1.36656,
            1.781573,
            0.982031,
            0.855904,
            1.195582,
            0.693598
        ],
        [
            125055,
            125055,
            55006,
            38147,
            29518,
            38147
        ],
        [
            -60860,
            -60860,
            -41412,
            -35644,
            -29531,
            -35644
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            42,
            37,
            48,
            42,
            37,
            48
        ],
        [
            28,
            35,
            21,
            28,
            35,
            21
        ],
        [
            2604,
            1365,
            1239,
            2604,
            1365,
            1239
        ],
        [
            75.123897,
            377.123897,
            75.123897,
            75.123897,
            377.123897,
            75.123897
        ],
        [
            3,
            9,
            1,
            3,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79245,
            478552,
            -581302,
            -655594,
            -173445,
            -581302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2839,
    "evaluation_days": 1419.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642939200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114704742,
    "expiration_time": 1762783344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "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)