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Trade: ENS/USDT/5/T3/SINWMA/9211

Strategy
ENS/USDT/5/T3/SINWMA/9211
Pair
ENS_USDT
Interval
5m
Score
312313
Daily Profit
0.436734
Profit Factor
2.138910
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 04:51
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 57686.7819 37912.8774 19773.9045 66152.3119 40574.9303 25577.3816
Total P&L (%) 57.6868 37.9129 19.7739 66.1523 40.5749 25.5774
Avg Daily Profit (%) 0.6645 0.4367 0.2278 0.5866 0.3931 0.2627
Buy And Hold Return (%) 13.8024 13.8024 13.8024 13.8024 13.8024 13.8024
Max Trade Drawdown -23865 -11269 -20385 -31494 -17282 -26460
Profit Factor 1.7535 2.1389 1.4569 1.6083 1.8458 1.4208
Total Trades 63 32 31 63 32 31
Winning Trades 29 16 13 29 16 13
Losing Trades 34 16 18 34 16 18
Profitability (%) 46.0317 50 41.9355 46.0317 50 41.9355
Ratio Avg Win / Avg Loss 2.0558 2.1389 2.0173 1.8856 1.8458 1.9673
Largest Winning Trade 15858 15858 12699 20011 20011 17293
Largest Losing Trade -8054 -4630 -8054 -11845 -6742 -11845
Avg Bars in Trades 381 381 382 381 381 382
Avg Bars in Winners 555 537 578 555 537 578
Avg Bars in Losers 233 224 241 233 224 241
Bars Traded 24064 12200 11864 24064 12200 11864
Profit Streak 0 0 8.0528 0 0 8.0528
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141636 312313 -25155 -142037 274693 -1769

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": 1751295600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758851461771,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 149,
            "offset": 0,
            "a": 0.29386
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 229,
            "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": [
        [
            57686.781868106,
            37912.8774074472,
            19773.9044606588,
            66152.311863548,
            40574.9302765175,
            25577.3815870307
        ],
        [
            57.686782,
            37.912877,
            19.773904,
            66.152312,
            40.57493,
            25.577382
        ],
        [
            0.664518,
            0.436734,
            0.227784,
            0.586594,
            0.393088,
            0.262701
        ],
        [
            13.802363,
            13.802363,
            13.802363,
            13.802363,
            13.802363,
            13.802363
        ],
        [
            -23865,
            -11269,
            -20385,
            -31494,
            -17282,
            -26460
        ],
        [
            1.753453,
            2.13891,
            1.456942,
            1.608285,
            1.845823,
            1.420811
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            46.031746,
            50,
            41.935484,
            46.031746,
            50,
            41.935484
        ],
        [
            2.055773,
            2.13891,
            2.017304,
            1.885576,
            1.845823,
            1.967276
        ],
        [
            15858,
            15858,
            12699,
            20011,
            20011,
            17293
        ],
        [
            -8054,
            -4630,
            -8054,
            -11845,
            -6742,
            -11845
        ],
        [
            381,
            381,
            382,
            381,
            381,
            382
        ],
        [
            555,
            537,
            578,
            555,
            537,
            578
        ],
        [
            233,
            224,
            241,
            233,
            224,
            241
        ],
        [
            24064,
            12200,
            11864,
            24064,
            12200,
            11864
        ],
        [
            0,
            0,
            8.052798,
            0,
            0,
            8.052798
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141636,
            312313,
            -25155,
            -142037,
            274693,
            -1769
        ]
    ]
}
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": 1751295600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758851461771,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 149,
            "offset": 0,
            "a": 0.29386
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 229,
            "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)