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Trade: ENS/USDT/240/SINWMA/MIDPRICE/3451

Strategy
ENS/USDT/240/SINWMA/MIDPRICE/3451
Pair
ENS_USDT
Interval
4h
Score
334823
Daily Profit
0.205679
Profit Factor
1.417690
Profitability
48.412698
Streak
0.000000
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-27 23:21
Expiration Time
2025-11-06 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290933.4311 225041.3101 65892.121 93039.0034 133395.6694 -40356.6661
Total P&L (%) 290.9334 225.0413 65.8921 93.039 133.3957 -40.3567
Avg Daily Profit (%) 0.2057 0.1591 0.0466 0.0465 0.0599 -0.0365
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99690 -61341 -79776 -239799 -206795 -168783
Profit Factor 1.4177 1.6067 1.2024 1.0769 1.2126 0.9308
Total Trades 126 63 63 126 63 63
Winning Trades 61 27 34 61 27 34
Losing Trades 65 36 29 65 36 29
Profitability (%) 48.4127 42.8571 53.9683 48.4127 42.8571 53.9683
Ratio Avg Win / Avg Loss 1.5107 2.1422 1.0256 1.1475 1.6167 0.7939
Largest Winning Trade 125388 125388 50453 170218 170218 86557
Largest Losing Trade -37232 -35117 -37232 -114635 -90066 -114635
Avg Bars in Trades 65 83 47 65 83 47
Avg Bars in Winners 76 101 56 76 101 56
Avg Bars in Losers 55 70 37 55 70 37
Bars Traded 8304 5283 3021 8304 5283 3021
Profit Streak 0 0 74.015 0 0 74.015
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334823 -139423 -276682 -267052 -261964 -725978
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8487,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638561600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004492377,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 143,
            "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": [
        [
            290933.4310557656,
            225041.31007186,
            65892.1209839057,
            93039.0033718333,
            133395.6694468796,
            -40356.6660750462
        ],
        [
            290.933431,
            225.04131,
            65.892121,
            93.039003,
            133.395669,
            -40.356666
        ],
        [
            0.205679,
            0.159096,
            0.046583,
            0.046509,
            0.059938,
            -0.036528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99690,
            -61341,
            -79776,
            -239799,
            -206795,
            -168783
        ],
        [
            1.41769,
            1.606657,
            1.202387,
            1.076866,
            1.212555,
            0.930756
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            48.412698,
            42.857143,
            53.968254,
            48.412698,
            42.857143,
            53.968254
        ],
        [
            1.510654,
            2.142209,
            1.025565,
            1.14748,
            1.61674,
            0.79388
        ],
        [
            125388,
            125388,
            50453,
            170218,
            170218,
            86557
        ],
        [
            -37232,
            -35117,
            -37232,
            -114635,
            -90066,
            -114635
        ],
        [
            65,
            83,
            47,
            65,
            83,
            47
        ],
        [
            76,
            101,
            56,
            76,
            101,
            56
        ],
        [
            55,
            70,
            37,
            55,
            70,
            37
        ],
        [
            8304,
            5283,
            3021,
            8304,
            5283,
            3021
        ],
        [
            0,
            0,
            74.014958,
            0,
            0,
            74.014958
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334823,
            -139423,
            -276682,
            -267052,
            -261964,
            -725978
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8487,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638561600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004492377,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 143,
            "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)