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Trade: ENS/USDT/720/FWMA/SMA/4670

Strategy
ENS/USDT/720/FWMA/SMA/4670
Pair
ENS_USDT
Interval
12h
Score
386473
Daily Profit
0.150907
Profit Factor
1.380311
Profitability
76.859504
Streak
23.066254
Best Strategy
Training Data Length
1425.500000
Evaluation Time
2025-10-05 04:35
Expiration Time
2025-11-16 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215118.0998 188965.0408 26153.059 -38334.3013 142721.7961 -181056.0974
Total P&L (%) 215.1181 188.965 26.1531 -38.3343 142.7218 -181.0561
Avg Daily Profit (%) 0.1509 0.1326 0.0183 -0.0339 0.0622 0
Buy And Hold Return (%) 41.3449 41.3449 41.3449 41.3449 41.3449 41.3449
Max Trade Drawdown -112569 -53055 -100509 -406840 -111264 -345069
Profit Factor 1.3803 1.8107 1.0786 0.9592 1.4502 0.7088
Total Trades 121 60 61 121 60 61
Winning Trades 93 44 49 93 44 49
Losing Trades 28 16 12 28 16 12
Profitability (%) 76.8595 73.3333 80.3279 76.8595 73.3333 80.3279
Ratio Avg Win / Avg Loss 0.4156 0.6584 0.2642 0.2888 0.5273 0.1736
Largest Winning Trade 35341 35341 21722 48314 48314 38738
Largest Losing Trade -78677 -53055 -78677 -340431 -111264 -340431
Avg Bars in Trades 21 25 18 21 25 18
Avg Bars in Winners 10 11 9 10 11 9
Avg Bars in Losers 58 62 53 58 62 53
Bars Traded 2644 1519 1125 2644 1519 1125
Profit Streak 23.0663 23.0663 64.0663 23.0663 23.0663 64.0663
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386473 -182447 -625898 -574954 -278545 -736873
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2851,
    "evaluation_days": 1425.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642982400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759628124362,
    "expiration_time": 1763317296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 50,
            "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": [
        [
            215118.0997719516,
            188965.0407547315,
            26153.0590172202,
            -38334.3012528224,
            142721.7961306926,
            -181056.0973835151
        ],
        [
            215.1181,
            188.965041,
            26.153059,
            -38.334301,
            142.721796,
            -181.056097
        ],
        [
            0.150907,
            0.132561,
            0.018347,
            -0.033908,
            0.062225,
            0
        ],
        [
            41.344874,
            41.344874,
            41.344874,
            41.344874,
            41.344874,
            41.344874
        ],
        [
            -112569,
            -53055,
            -100509,
            -406840,
            -111264,
            -345069
        ],
        [
            1.380311,
            1.810667,
            1.078647,
            0.959168,
            1.45021,
            0.708825
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            76.859504,
            73.333333,
            80.327869,
            76.859504,
            73.333333,
            80.327869
        ],
        [
            0.415577,
            0.658424,
            0.264158,
            0.288782,
            0.527349,
            0.17359
        ],
        [
            35341,
            35341,
            21722,
            48314,
            48314,
            38738
        ],
        [
            -78677,
            -53055,
            -78677,
            -340431,
            -111264,
            -340431
        ],
        [
            21,
            25,
            18,
            21,
            25,
            18
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            58,
            62,
            53,
            58,
            62,
            53
        ],
        [
            2644,
            1519,
            1125,
            2644,
            1519,
            1125
        ],
        [
            23.066254,
            23.066254,
            64.066254,
            23.066254,
            23.066254,
            64.066254
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386473,
            -182447,
            -625898,
            -574954,
            -278545,
            -736873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2851,
    "evaluation_days": 1425.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1642982400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759628124362,
    "expiration_time": 1763317296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 50,
            "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)