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Trade: ENS/USDT/480/KCL/SINWMA/5752

Strategy
ENS/USDT/480/KCL/SINWMA/5752
Pair
ENS_USDT
Interval
8h
Score
551618
Daily Profit
0.255270
Profit Factor
2.469247
Profitability
66.315789
Streak
46.968847
Best Strategy
Training Data Length
1428.330000
Evaluation Time
2025-10-08 10:15
Expiration Time
2025-11-19 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364609.4122 251283.5457 113325.8665 1368160.6691 842867.2653 525293.4038
Total P&L (%) 364.6094 251.2835 113.3259 1368.1607 842.8673 525.2934
Avg Daily Profit (%) 0.2553 0.1759 0.0793 0.1883 0.1572 0.1284
Buy And Hold Return (%) 45.7865 45.7865 45.7865 45.7865 45.7865 45.7865
Max Trade Drawdown -62994 -56680 -51768 -745019 -694984 -147224
Profit Factor 2.4692 2.9814 1.9339 1.8272 1.9182 1.7137
Total Trades 95 47 48 95 47 48
Winning Trades 63 30 33 63 30 33
Losing Trades 32 17 15 32 17 15
Profitability (%) 66.3158 63.8298 68.75 66.3158 63.8298 68.75
Ratio Avg Win / Avg Loss 1.2542 1.6895 0.8791 0.9281 1.087 0.7789
Largest Winning Trade 77349 77349 30093 555990 555990 203612
Largest Losing Trade -38107 -38107 -33993 -385552 -385552 -121859
Avg Bars in Trades 35 56 14 35 56 14
Avg Bars in Winners 24 36 13 24 36 13
Avg Bars in Losers 56 92 16 56 92 16
Bars Traded 3343 2667 676 3343 2667 676
Profit Streak 46.9688 47.6355 46.9688 46.9688 47.6355 46.9688
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 551618 523287 -86487 441394 454945 -17339
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4285,
    "evaluation_days": 1428.33,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645776000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759907708429,
    "expiration_time": 1763583840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 73
        }
    }
}
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": [
        [
            364609.4122136168,
            251283.5456969056,
            113325.8665167112,
            1368160.6690660722,
            842867.2653146788,
            525293.403751394
        ],
        [
            364.609412,
            251.283546,
            113.325867,
            1368.160669,
            842.867265,
            525.293404
        ],
        [
            0.25527,
            0.175928,
            0.079342,
            0.18827,
            0.157213,
            0.128418
        ],
        [
            45.786517,
            45.786517,
            45.786517,
            45.786517,
            45.786517,
            45.786517
        ],
        [
            -62994,
            -56680,
            -51768,
            -745019,
            -694984,
            -147224
        ],
        [
            2.469247,
            2.981422,
            1.933945,
            1.827164,
            1.918182,
            1.713652
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            66.315789,
            63.829787,
            68.75,
            66.315789,
            63.829787,
            68.75
        ],
        [
            1.254221,
            1.689473,
            0.879066,
            0.928083,
            1.08697,
            0.778933
        ],
        [
            77349,
            77349,
            30093,
            555990,
            555990,
            203612
        ],
        [
            -38107,
            -38107,
            -33993,
            -385552,
            -385552,
            -121859
        ],
        [
            35,
            56,
            14,
            35,
            56,
            14
        ],
        [
            24,
            36,
            13,
            24,
            36,
            13
        ],
        [
            56,
            92,
            16,
            56,
            92,
            16
        ],
        [
            3343,
            2667,
            676,
            3343,
            2667,
            676
        ],
        [
            46.968847,
            47.635514,
            46.968847,
            46.968848,
            47.635514,
            46.968848
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551618,
            523287,
            -86487,
            441394,
            454945,
            -17339
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4285,
    "evaluation_days": 1428.33,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1645776000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759907708429,
    "expiration_time": 1763583840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 73
        }
    }
}

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)