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Trade: ENS/USDT/120/DCL/JMA/1858

Strategy
ENS/USDT/120/DCL/JMA/1858
Pair
ENS_USDT
Interval
2h
Score
477765
Daily Profit
0.213943
Profit Factor
1.210899
Profitability
71.364985
Streak
8.180844
Best Strategy
Training Data Length
1414.420000
Evaluation Time
2025-09-26 11:20
Expiration Time
2025-11-14 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302605.2954 207171.4303 95433.865 53468.4728 59726.8954 -6258.4226
Total P&L (%) 302.6053 207.1714 95.4339 53.4685 59.7269 -6.2584
Avg Daily Profit (%) 0.2139 0.1465 0.0675 0.0303 0.0331 -0.0046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117478 -81282 -84986 -226593 -193019 -240979
Profit Factor 1.2109 1.2515 1.1561 1.0214 1.0412 0.994
Total Trades 674 337 337 674 337 337
Winning Trades 481 236 245 481 236 245
Losing Trades 193 101 92 193 101 92
Profitability (%) 71.365 70.0297 72.7003 71.365 70.0297 72.7003
Ratio Avg Win / Avg Loss 0.4859 0.5356 0.4341 0.4098 0.4456 0.3733
Largest Winning Trade 37536 37536 23539 52153 52153 44981
Largest Losing Trade -60332 -57549 -60332 -162537 -162537 -139534
Avg Bars in Trades 24 29 19 24 29 19
Avg Bars in Winners 13 15 12 13 15 12
Avg Bars in Losers 52 63 39 52 63 39
Bars Traded 16692 10068 6624 16692 10068 6624
Profit Streak 8.1808 0 12.0975 8.1808 0 12.0975
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477765 168845 -148230 -344538 -322109 -575729

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637892000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874824947,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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": [
        [
            302605.2953614492,
            207171.4303335077,
            95433.8650279412,
            53468.4728000739,
            59726.8954265923,
            -6258.422626518
        ],
        [
            302.605295,
            207.17143,
            95.433865,
            53.468473,
            59.726895,
            -6.258423
        ],
        [
            0.213943,
            0.146471,
            0.067472,
            0.030287,
            0.033114,
            -0.004569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117478,
            -81282,
            -84986,
            -226593,
            -193019,
            -240979
        ],
        [
            1.210899,
            1.251531,
            1.156144,
            1.021384,
            1.041221,
            0.994048
        ],
        [
            674,
            337,
            337,
            674,
            337,
            337
        ],
        [
            481,
            236,
            245,
            481,
            236,
            245
        ],
        [
            193,
            101,
            92,
            193,
            101,
            92
        ],
        [
            71.364985,
            70.029674,
            72.700297,
            71.364985,
            70.029674,
            72.700297
        ],
        [
            0.48587,
            0.535613,
            0.434144,
            0.409828,
            0.445607,
            0.373275
        ],
        [
            37536,
            37536,
            23539,
            52153,
            52153,
            44981
        ],
        [
            -60332,
            -57549,
            -60332,
            -162537,
            -162537,
            -139534
        ],
        [
            24,
            29,
            19,
            24,
            29,
            19
        ],
        [
            13,
            15,
            12,
            13,
            15,
            12
        ],
        [
            52,
            63,
            39,
            52,
            63,
            39
        ],
        [
            16692,
            10068,
            6624,
            16692,
            10068,
            6624
        ],
        [
            8.180844,
            0,
            12.097511,
            8.180844,
            0,
            12.097511
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477765,
            168845,
            -148230,
            -344538,
            -322109,
            -575729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16973,
    "evaluation_days": 1414.42,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637892000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758874824947,
    "expiration_time": 1763121801600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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)