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Trade: ENS/USDT/5/DCU/HMA/8186

Strategy
ENS/USDT/5/DCU/HMA/8186
Pair
ENS_USDT
Interval
5m
Score
304426
Daily Profit
0.476425
Profit Factor
1.906571
Profitability
44.444444
Streak
4.578511
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 10:38
Expiration Time
2025-12-27 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 33893.0283 -7465.4022 41358.4306 33079.786 -8239.0716 41318.8576
Total P&L (%) 33.893 -7.4654 41.3584 33.0798 -8.2391 41.3189
Avg Daily Profit (%) 0.3904 -0.086 0.4764 0.3297 -0.099 0.3992
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -12839 -8420 -10629 -14967 -9423 -11838
Profit Factor 1.5991 0.3183 1.9066 1.5328 0.3158 1.8257
Total Trades 73 37 36 73 37 36
Winning Trades 24 8 16 24 8 16
Losing Trades 49 29 20 49 29 20
Profitability (%) 32.8767 21.6216 44.4444 32.8767 21.6216 44.4444
Ratio Avg Win / Avg Loss 3.2649 1.1538 2.3832 3.1295 1.1447 2.2821
Largest Winning Trade 21886 1069 21886 23727 1069 23727
Largest Losing Trade -4578 -1282 -4578 -4694 -1381 -4694
Avg Bars in Trades 322 3 649 322 3 649
Avg Bars in Winners 670 4 1003 670 4 1003
Avg Bars in Losers 151 3 366 151 3 366
Bars Traded 23520 131 23389 23520 131 23389
Profit Streak 3.1375 3.1375 4.5785 3.1375 3.1375 4.5785
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75658 -625942 304426 -76654 -625942 274916
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840900000,
    "first_datapoint_time": 1752865800000,
    "last_datapoint_time": 1760340600000,
    "evaluation_time": 1760341083349,
    "expiration_time": 1766820600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "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": [
        [
            33893.0283080097,
            -7465.4022480974,
            41358.4305561071,
            33079.7860495116,
            -8239.0715871607,
            41318.8576366724
        ],
        [
            33.893028,
            -7.465402,
            41.358431,
            33.079786,
            -8.239072,
            41.318858
        ],
        [
            0.390428,
            -0.085997,
            0.476425,
            0.329743,
            -0.098999,
            0.399192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -12839,
            -8420,
            -10629,
            -14967,
            -9423,
            -11838
        ],
        [
            1.599114,
            0.318299,
            1.906571,
            1.532834,
            0.315778,
            1.825697
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            24,
            8,
            16,
            24,
            8,
            16
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            32.876712,
            21.621622,
            44.444444,
            32.876712,
            21.621622,
            44.444444
        ],
        [
            3.264858,
            1.153835,
            2.383213,
            3.129536,
            1.144696,
            2.282121
        ],
        [
            21886,
            1069,
            21886,
            23727,
            1069,
            23727
        ],
        [
            -4578,
            -1282,
            -4578,
            -4694,
            -1381,
            -4694
        ],
        [
            322,
            3,
            649,
            322,
            3,
            649
        ],
        [
            670,
            4,
            1003,
            670,
            4,
            1003
        ],
        [
            151,
            3,
            366,
            151,
            3,
            366
        ],
        [
            23520,
            131,
            23389,
            23520,
            131,
            23389
        ],
        [
            3.137539,
            3.137539,
            4.578511,
            3.137539,
            3.137539,
            4.578511
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75658,
            -625942,
            304426,
            -76654,
            -625942,
            274916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752840900000,
    "first_datapoint_time": 1752865800000,
    "last_datapoint_time": 1760340600000,
    "evaluation_time": 1760341083349,
    "expiration_time": 1766820600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "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)