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Trade: ENS/USDT/5/ALMA/SINWMA/2517

Strategy
ENS/USDT/5/ALMA/SINWMA/2517
Pair
ENS_USDT
Interval
5m
Score
326330
Daily Profit
0.583135
Profit Factor
1.568546
Profitability
47.674419
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 14:07
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 50621.9282 34161.4158 16460.5124 54647.5037 34024.587 20622.9167
Total P&L (%) 50.6219 34.1614 16.4605 54.6475 34.0246 20.6229
Avg Daily Profit (%) 0.5831 0.3935 0.1896 0.5035 0.3379 0.2162
Buy And Hold Return (%) 12.0571 12.0571 12.0571 12.0571 12.0571 12.0571
Max Trade Drawdown -15366 -12481 -20541 -21608 -18034 -24993
Profit Factor 1.5685 1.8232 1.3463 1.4573 1.6047 1.3261
Total Trades 86 43 43 86 43 43
Winning Trades 41 21 20 41 21 20
Losing Trades 45 22 23 45 22 23
Profitability (%) 47.6744 48.8372 46.5116 47.6744 48.8372 46.5116
Ratio Avg Win / Avg Loss 1.7216 1.91 1.5482 1.5995 1.6812 1.525
Largest Winning Trade 16337 16337 10129 18222 18222 13375
Largest Losing Trade -7906 -5979 -7906 -10743 -7468 -10743
Avg Bars in Trades 285 286 284 285 286 284
Avg Bars in Winners 385 376 395 385 376 395
Avg Bars in Losers 194 201 187 194 201 187
Bars Traded 24558 12333 12225 24558 12333 12225
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 326330 256565 -46398 288032 223918 -2957

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751325000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758884878622,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 151,
            "offset": 176
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "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": [
        [
            50621.928203596,
            34161.4157705929,
            16460.5124330032,
            54647.5036656026,
            34024.5870023227,
            20622.9166632799
        ],
        [
            50.621928,
            34.161416,
            16.460512,
            54.647504,
            34.024587,
            20.622917
        ],
        [
            0.583135,
            0.393519,
            0.189615,
            0.503484,
            0.337919,
            0.216221
        ],
        [
            12.057113,
            12.057113,
            12.057113,
            12.057113,
            12.057113,
            12.057113
        ],
        [
            -15366,
            -12481,
            -20541,
            -21608,
            -18034,
            -24993
        ],
        [
            1.568546,
            1.823168,
            1.346263,
            1.457301,
            1.604742,
            1.32612
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            47.674419,
            48.837209,
            46.511628,
            47.674419,
            48.837209,
            46.511628
        ],
        [
            1.721575,
            1.909985,
            1.548203,
            1.599477,
            1.681158,
            1.525038
        ],
        [
            16337,
            16337,
            10129,
            18222,
            18222,
            13375
        ],
        [
            -7906,
            -5979,
            -7906,
            -10743,
            -7468,
            -10743
        ],
        [
            285,
            286,
            284,
            285,
            286,
            284
        ],
        [
            385,
            376,
            395,
            385,
            376,
            395
        ],
        [
            194,
            201,
            187,
            194,
            201,
            187
        ],
        [
            24558,
            12333,
            12225,
            24558,
            12333,
            12225
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326330,
            256565,
            -46398,
            288032,
            223918,
            -2957
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751325000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758884878622,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 151,
            "offset": 176
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 189,
            "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)