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Trade: ENS/USDT/360/MIDPRICE/PWMA/3177

Strategy
ENS/USDT/360/MIDPRICE/PWMA/3177
Pair
ENS_USDT
Interval
6h
Score
331583
Daily Profit
0.157422
Profit Factor
1.511456
Profitability
69.879518
Streak
9.249839
Best Strategy
Training Data Length
1420.000000
Evaluation Time
2025-09-30 08:59
Expiration Time
2025-11-11 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223539.9147 192007.2495 31532.6652 -51580.4084 339189.0813 -390769.4897
Total P&L (%) 223.5399 192.0073 31.5327 -51.5804 339.1891 -390.7695
Avg Daily Profit (%) 0.1574 0.1352 0.0222 -0.0511 0.1043 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116409 -41640 -96269 -571558 -194812 -712812
Profit Factor 1.5115 2.2492 1.1113 0.9643 1.8743 0.6304
Total Trades 83 41 42 83 41 42
Winning Trades 58 26 32 58 26 32
Losing Trades 25 15 10 25 15 10
Profitability (%) 69.8795 63.4146 76.1905 69.8795 63.4146 76.1905
Ratio Avg Win / Avg Loss 0.6515 1.2976 0.3473 0.4157 1.0813 0.197
Largest Winning Trade 44405 38797 44405 92927 67024 92927
Largest Losing Trade -88905 -41031 -88905 -545902 -136584 -545902
Avg Bars in Trades 63 70 57 63 70 57
Avg Bars in Winners 39 47 33 39 47 33
Avg Bars in Losers 119 109 133 119 109 133
Bars Traded 5265 2870 2395 5265 2870 2395
Profit Streak 9.2498 0 46.2498 9.2498 0 46.2498
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331583 -7573 -261529 -578533 -49567 -576351
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5680,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1640476800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211986126,
    "expiration_time": 1762871040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "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": [
        [
            223539.9146894072,
            192007.2495060654,
            31532.6651833419,
            -51580.4083957405,
            339189.0812810831,
            -390769.4896768237
        ],
        [
            223.539915,
            192.00725,
            31.532665,
            -51.580408,
            339.189081,
            -390.76949
        ],
        [
            0.157422,
            0.135216,
            0.022206,
            -0.051062,
            0.104263,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116409,
            -41640,
            -96269,
            -571558,
            -194812,
            -712812
        ],
        [
            1.511456,
            2.249158,
            1.111283,
            0.964313,
            1.874301,
            0.630438
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            25,
            15,
            10,
            25,
            15,
            10
        ],
        [
            69.879518,
            63.414634,
            76.190476,
            69.879518,
            63.414634,
            76.190476
        ],
        [
            0.651489,
            1.297591,
            0.347276,
            0.415652,
            1.081328,
            0.197012
        ],
        [
            44405,
            38797,
            44405,
            92927,
            67024,
            92927
        ],
        [
            -88905,
            -41031,
            -88905,
            -545902,
            -136584,
            -545902
        ],
        [
            63,
            70,
            57,
            63,
            70,
            57
        ],
        [
            39,
            47,
            33,
            39,
            47,
            33
        ],
        [
            119,
            109,
            133,
            119,
            109,
            133
        ],
        [
            5265,
            2870,
            2395,
            5265,
            2870,
            2395
        ],
        [
            9.249839,
            0,
            46.249839,
            9.249839,
            0,
            46.249839
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331583,
            -7573,
            -261529,
            -578533,
            -49567,
            -576351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5680,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1640476800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211986126,
    "expiration_time": 1762871040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 184,
            "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)