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Trade: ENS/USDT/720/DEMA/JMA/8050

Strategy
ENS/USDT/720/DEMA/JMA/8050
Pair
ENS_USDT
Interval
12h
Score
590290
Daily Profit
0.265124
Profit Factor
3.360138
Profitability
60.526316
Streak
0.000000
Best Strategy
Training Data Length
1432.000000
Evaluation Time
2025-10-11 21:26
Expiration Time
2025-11-23 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453987.6079 366948.8091 87038.7987 15776.1626 4332483.0738 -4316706.9112
Total P&L (%) 453.9876 366.9488 87.0388 15.7762 4332.4831 -4316.7069
Avg Daily Profit (%) 0.317 0.2562 0.0608 0.0102 0.2651 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169224 -48204 -135885 -8744733 -1002681 -7767784
Profit Factor 1.9929 3.376 1.2875 1.0013 3.3601 0.5635
Total Trades 76 38 38 76 38 38
Winning Trades 49 23 26 49 23 26
Losing Trades 27 15 12 27 15 12
Profitability (%) 64.4737 60.5263 68.4211 64.4737 60.5263 68.4211
Ratio Avg Win / Avg Loss 1.0981 2.2018 0.5942 0.5518 2.1914 0.2601
Largest Winning Trade 86908 86908 63405 1518256 1435025 1518256
Largest Losing Trade -97087 -19246 -97087 -6199817 -522577 -6199817
Avg Bars in Trades 33 38 28 33 38 28
Avg Bars in Winners 25 30 22 25 30 22
Avg Bars in Losers 47 51 42 47 51 42
Bars Traded 2536 1457 1079 2536 1457 1079
Profit Streak 22.2684 0 64.2684 22.2684 0 64.2684
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39778 573664 -109773 -460659 590290 -577126
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2864,
    "evaluation_days": 1432,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646092800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207185819,
    "expiration_time": 1763895744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 16,
            "offset": 46
        }
    }
}
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": [
        [
            453987.6078621264,
            366948.8091303968,
            87038.7987317298,
            15776.1625978958,
            4332483.073758399,
            -4316706.911160502
        ],
        [
            453.987608,
            366.948809,
            87.038799,
            15.776163,
            4332.483074,
            -4316.706911
        ],
        [
            0.31703,
            0.256249,
            0.060781,
            0.01023,
            0.265124,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169224,
            -48204,
            -135885,
            -8744733,
            -1002681,
            -7767784
        ],
        [
            1.992904,
            3.376045,
            1.287451,
            1.001346,
            3.360138,
            0.563494
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            64.473684,
            60.526316,
            68.421053,
            64.473684,
            60.526316,
            68.421053
        ],
        [
            1.098131,
            2.201769,
            0.594208,
            0.551762,
            2.191394,
            0.260074
        ],
        [
            86908,
            86908,
            63405,
            1518256,
            1435025,
            1518256
        ],
        [
            -97087,
            -19246,
            -97087,
            -6199817,
            -522577,
            -6199817
        ],
        [
            33,
            38,
            28,
            33,
            38,
            28
        ],
        [
            25,
            30,
            22,
            25,
            30,
            22
        ],
        [
            47,
            51,
            42,
            47,
            51,
            42
        ],
        [
            2536,
            1457,
            1079,
            2536,
            1457,
            1079
        ],
        [
            22.268354,
            0,
            64.268354,
            22.268354,
            0,
            64.268354
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39778,
            573664,
            -109773,
            -460659,
            590290,
            -577126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2864,
    "evaluation_days": 1432,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646092800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207185819,
    "expiration_time": 1763895744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 16,
            "offset": 46
        }
    }
}

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)