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Trade: ENS/USDT/15/SSF/WMA/9585

Strategy
ENS/USDT/15/SSF/WMA/9585
Pair
ENS_USDT
Interval
15m
Score
325403
Daily Profit
0.387785
Profit Factor
1.264458
Profitability
50.622407
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 14:03
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 100986.8966 44906.8779 56080.0188 99976.161 43240.4144 56735.7466
Total P&L (%) 100.9869 44.9069 56.08 99.9762 43.2404 56.7357
Avg Daily Profit (%) 0.3878 0.1724 0.2153 0.2665 0.1381 0.1727
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41711 -30111 -49053 -104843 -76449 -126257
Profit Factor 1.2645 1.232 1.2979 1.1221 1.1054 1.1389
Total Trades 241 120 121 241 120 121
Winning Trades 122 58 64 122 58 64
Losing Trades 119 62 57 119 62 57
Profitability (%) 50.6224 48.3333 52.8926 50.6224 48.3333 52.8926
Ratio Avg Win / Avg Loss 1.2334 1.3169 1.1559 1.0945 1.1816 1.0144
Largest Winning Trade 19669 19669 18343 34799 34799 30478
Largest Losing Trade -19988 -17429 -19988 -49326 -32515 -49326
Avg Bars in Trades 102 101 102 102 101 102
Avg Bars in Winners 93 89 96 93 89 96
Avg Bars in Losers 111 113 109 111 113 109
Bars Traded 24615 12206 12409 24615 12206 12409
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325403 107584 203105 -78073 -117530 -62448
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736380800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758971009020,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "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": [
        [
            100986.8966142474,
            44906.8778631154,
            56080.018751132,
            99976.1609688363,
            43240.4143565401,
            56735.7466122961
        ],
        [
            100.986897,
            44.906878,
            56.080019,
            99.976161,
            43.240414,
            56.735747
        ],
        [
            0.387785,
            0.17244,
            0.215345,
            0.266474,
            0.138086,
            0.172713
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41711,
            -30111,
            -49053,
            -104843,
            -76449,
            -126257
        ],
        [
            1.264458,
            1.231955,
            1.297883,
            1.122108,
            1.105365,
            1.138935
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            122,
            58,
            64,
            122,
            58,
            64
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            50.622407,
            48.333333,
            52.892562,
            50.622407,
            48.333333,
            52.892562
        ],
        [
            1.233365,
            1.316917,
            1.155927,
            1.094516,
            1.181597,
            1.014364
        ],
        [
            19669,
            19669,
            18343,
            34799,
            34799,
            30478
        ],
        [
            -19988,
            -17429,
            -19988,
            -49326,
            -32515,
            -49326
        ],
        [
            102,
            101,
            102,
            102,
            101,
            102
        ],
        [
            93,
            89,
            96,
            93,
            89,
            96
        ],
        [
            111,
            113,
            109,
            111,
            113,
            109
        ],
        [
            24615,
            12206,
            12409,
            24615,
            12206,
            12409
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325403,
            107584,
            203105,
            -78073,
            -117530,
            -62448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736380800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758971009020,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "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)