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Trade: ENS/USDT/15/SINWMA/RMA/2529

Strategy
ENS/USDT/15/SINWMA/RMA/2529
Pair
ENS_USDT
Interval
15m
Score
325447
Daily Profit
0.262945
Profit Factor
1.302638
Profitability
68.131868
Streak
14.567295
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 17:06
Expiration Time
2025-12-13 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68476.2184 33568.9618 34907.2565 37473.4597 19975.8971 17497.5626
Total P&L (%) 68.4762 33.569 34.9073 37.4735 19.9759 17.4976
Avg Daily Profit (%) 0.2629 0.1289 0.134 0.1223 0.07 0.0619
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45102 -25287 -50486 -64529 -36703 -73082
Profit Factor 1.3026 1.3395 1.274 1.1409 1.174 1.1158
Total Trades 91 45 46 91 45 46
Winning Trades 62 30 32 62 30 32
Losing Trades 29 15 14 29 15 14
Profitability (%) 68.1319 66.6667 69.5652 68.1319 66.6667 69.5652
Ratio Avg Win / Avg Loss 0.6093 0.6697 0.5574 0.5337 0.587 0.4882
Largest Winning Trade 16671 13009 16671 17164 15627 17164
Largest Losing Trade -43061 -17421 -43061 -58861 -24801 -58861
Avg Bars in Trades 261 280 243 261 280 243
Avg Bars in Winners 184 183 184 184 183 184
Avg Bars in Losers 427 474 377 427 474 377
Bars Traded 23830 12626 11204 23830 12626 11204
Profit Streak 14.5673 25.484 14.5673 14.5673 25.484 14.5673
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325447 -23218 -16695 -96830 -135366 -211794
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736655300000,
    "first_datapoint_time": 1736834400000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759154814264,
    "expiration_time": 1765634400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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": [
        [
            68476.2183675086,
            33568.9618377288,
            34907.2565297798,
            37473.4597044393,
            19975.8970769717,
            17497.5626274676
        ],
        [
            68.476218,
            33.568962,
            34.907257,
            37.47346,
            19.975897,
            17.497563
        ],
        [
            0.262945,
            0.128903,
            0.134042,
            0.122285,
            0.069958,
            0.061937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45102,
            -25287,
            -50486,
            -64529,
            -36703,
            -73082
        ],
        [
            1.302638,
            1.339492,
            1.27403,
            1.140928,
            1.174008,
            1.115796
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            68.131868,
            66.666667,
            69.565217,
            68.131868,
            66.666667,
            69.565217
        ],
        [
            0.609298,
            0.669746,
            0.557388,
            0.53366,
            0.587004,
            0.488161
        ],
        [
            16671,
            13009,
            16671,
            17164,
            15627,
            17164
        ],
        [
            -43061,
            -17421,
            -43061,
            -58861,
            -24801,
            -58861
        ],
        [
            261,
            280,
            243,
            261,
            280,
            243
        ],
        [
            184,
            183,
            184,
            184,
            183,
            184
        ],
        [
            427,
            474,
            377,
            427,
            474,
            377
        ],
        [
            23830,
            12626,
            11204,
            23830,
            12626,
            11204
        ],
        [
            14.567295,
            25.483961,
            14.567295,
            14.567295,
            25.483961,
            14.567295
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325447,
            -23218,
            -16695,
            -96830,
            -135366,
            -211794
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736655300000,
    "first_datapoint_time": 1736834400000,
    "last_datapoint_time": 1759154400000,
    "evaluation_time": 1759154814264,
    "expiration_time": 1765634400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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)