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Trade: ENS/USDT/720/SMA/MIDPRICE/8973

Strategy
ENS/USDT/720/SMA/MIDPRICE/8973
Pair
ENS_USDT
Interval
12h
Score
381963
Daily Profit
0.268155
Profit Factor
1.552938
Profitability
47.580645
Streak
0.000000
Best Strategy
Training Data Length
1421.000000
Evaluation Time
2025-09-30 19:21
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 381048.8595 303307.8719 77740.9875 199817.7907 178284.6481 21533.1426
Total P&L (%) 381.0489 303.3079 77.741 199.8178 178.2846 21.5331
Avg Daily Profit (%) 0.2682 0.2134 0.0547 0.0773 0.0721 0.0137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99607 -64422 -76632 -240423 -112005 -197896
Profit Factor 1.5529 1.7321 1.2829 1.1538 1.2366 1.0394
Total Trades 124 62 62 124 62 62
Winning Trades 59 29 30 59 29 30
Losing Trades 65 33 32 65 33 32
Profitability (%) 47.5806 46.7742 48.3871 47.5806 46.7742 48.3871
Ratio Avg Win / Avg Loss 1.7109 1.971 1.3684 1.2711 1.4072 1.1087
Largest Winning Trade 114294 114294 29279 140045 140045 70474
Largest Losing Trade -48332 -48332 -31890 -107489 -107489 -64452
Avg Bars in Trades 21 30 13 21 30 13
Avg Bars in Winners 25 32 18 25 32 18
Avg Bars in Losers 18 28 8 18 28 8
Bars Traded 2711 1895 816 2711 1895 816
Profit Streak 0 0 84.1818 0 0 84.1818
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381963 -144415 -273853 -141469 -252476 -511506
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638532800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249309453,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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": [
        [
            381048.8594544217,
            303307.8719208625,
            77740.9875335591,
            199817.7907359487,
            178284.6481465868,
            21533.142589362
        ],
        [
            381.048859,
            303.307872,
            77.740988,
            199.817791,
            178.284648,
            21.533143
        ],
        [
            0.268155,
            0.213447,
            0.054709,
            0.0773,
            0.072051,
            0.013725
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99607,
            -64422,
            -76632,
            -240423,
            -112005,
            -197896
        ],
        [
            1.552938,
            1.73207,
            1.28288,
            1.153756,
            1.236648,
            1.039423
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            47.580645,
            46.774194,
            48.387097,
            47.580645,
            46.774194,
            48.387097
        ],
        [
            1.710864,
            1.970976,
            1.368406,
            1.271087,
            1.40722,
            1.108718
        ],
        [
            114294,
            114294,
            29279,
            140045,
            140045,
            70474
        ],
        [
            -48332,
            -48332,
            -31890,
            -107489,
            -107489,
            -64452
        ],
        [
            21,
            30,
            13,
            21,
            30,
            13
        ],
        [
            25,
            32,
            18,
            25,
            32,
            18
        ],
        [
            18,
            28,
            8,
            18,
            28,
            8
        ],
        [
            2711,
            1895,
            816,
            2711,
            1895,
            816
        ],
        [
            0,
            0,
            84.181822,
            0,
            0,
            84.181822
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381963,
            -144415,
            -273853,
            -141469,
            -252476,
            -511506
        ]
    ]
}
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": 1638532800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759249309453,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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)