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Trade: ENS/USDT/60/KCL/SINWMA/1731

Strategy
ENS/USDT/60/KCL/SINWMA/1731
Pair
ENS_USDT
Interval
1h
Score
327229
Daily Profit
0.194881
Profit Factor
1.955605
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 17:01
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 193903.4109 202991.8403 -9088.4294 66236.5119 176429.6665 -110193.1547
Total P&L (%) 193.9034 202.9918 -9.0884 66.2365 176.4297 -110.1932
Avg Daily Profit (%) 0.1862 0.1949 -0.0087 0.0488 0.0977 0
Buy And Hold Return (%) 53.0686 53.0686 53.0686 53.0686 53.0686 53.0686
Max Trade Drawdown -90690 -63914 -40833 -334173 -224601 -151136
Profit Factor 1.6229 1.9556 0.9081 1.0826 1.3334 0.5962
Total Trades 71 35 36 71 35 36
Winning Trades 42 21 21 42 21 21
Losing Trades 29 14 15 29 14 15
Profitability (%) 59.1549 60 58.3333 59.1549 60 58.3333
Ratio Avg Win / Avg Loss 1.1206 1.3037 0.6486 0.7475 0.8889 0.4259
Largest Winning Trade 120419 120419 14375 217000 217000 36649
Largest Losing Trade -53822 -53822 -27706 -186722 -186722 -107235
Avg Bars in Trades 332 628 44 332 628 44
Avg Bars in Winners 200 373 26 200 373 26
Avg Bars in Losers 524 1010 70 524 1010 70
Bars Traded 23599 21982 1617 23599 21982 1617
Profit Streak 13.9596 0 47.543 13.9596 0 47.543
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82281 327229 -578710 -436888 -65502 -578710

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758895313079,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 239,
            "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": [
        [
            193903.4109113514,
            202991.8403292661,
            -9088.4294179148,
            66236.511870726,
            176429.6665455024,
            -110193.1546747764
        ],
        [
            193.903411,
            202.99184,
            -9.088429,
            66.236512,
            176.429667,
            -110.193155
        ],
        [
            0.186156,
            0.194881,
            -0.008725,
            0.048805,
            0.097664,
            0
        ],
        [
            53.068592,
            53.068592,
            53.068592,
            53.068592,
            53.068592,
            53.068592
        ],
        [
            -90690,
            -63914,
            -40833,
            -334173,
            -224601,
            -151136
        ],
        [
            1.622919,
            1.955605,
            0.908067,
            1.082578,
            1.333393,
            0.596236
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            59.15493,
            60,
            58.333333,
            59.15493,
            60,
            58.333333
        ],
        [
            1.120587,
            1.303736,
            0.648619,
            0.747494,
            0.888929,
            0.425883
        ],
        [
            120419,
            120419,
            14375,
            217000,
            217000,
            36649
        ],
        [
            -53822,
            -53822,
            -27706,
            -186722,
            -186722,
            -107235
        ],
        [
            332,
            628,
            44,
            332,
            628,
            44
        ],
        [
            200,
            373,
            26,
            200,
            373,
            26
        ],
        [
            524,
            1010,
            70,
            524,
            1010,
            70
        ],
        [
            23599,
            21982,
            1617,
            23599,
            21982,
            1617
        ],
        [
            13.959642,
            0,
            47.542975,
            13.959642,
            0,
            47.542975
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82281,
            327229,
            -578710,
            -436888,
            -65502,
            -578710
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758895313079,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 239,
            "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)