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Trade: ENS/USDT/720/SWMA/ALMA/7553

Strategy
ENS/USDT/720/SWMA/ALMA/7553
Pair
ENS_USDT
Interval
12h
Score
703692
Daily Profit
0.258150
Profit Factor
6.076588
Profitability
64.444444
Streak
38.207080
Best Strategy
Training Data Length
1420.500000
Evaluation Time
2025-09-30 07:58
Expiration Time
2025-11-11 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 441269.1226 287906.9661 153362.1565 306035.6474 3795048.7683 -3489013.1209
Total P&L (%) 441.2691 287.907 153.3622 306.0356 3795.0488 -3489.0131
Avg Daily Profit (%) 0.3106 0.2027 0.108 0.0987 0.2582 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127709 -48931 -108463 -6461816 -267332 -6345188
Profit Factor 1.9382 2.6531 1.5178 1.0383 6.0766 0.5182
Total Trades 90 45 45 90 45 45
Winning Trades 58 29 29 58 29 29
Losing Trades 32 16 16 32 16 16
Profitability (%) 64.4444 64.4444 64.4444 64.4444 64.4444 64.4444
Ratio Avg Win / Avg Loss 1.0693 1.4638 0.8374 0.5729 3.3526 0.2859
Largest Winning Trade 60719 60719 42614 1013898 1013898 842765
Largest Losing Trade -91379 -25552 -91379 -6232521 -115493 -6232521
Avg Bars in Trades 30 30 29 30 30 29
Avg Bars in Winners 25 27 23 25 27 23
Avg Bars in Losers 38 36 40 38 36 40
Bars Traded 2721 1377 1344 2721 1377 1344
Profit Streak 38.2071 38.2071 53.7071 38.2071 38.2071 53.7071
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522563 506790 -46327 -237890 703692 -577999
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2841,
    "evaluation_days": 1420.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639872000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208291722,
    "expiration_time": 1762872336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "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": [
        [
            441269.1226277747,
            287906.966127949,
            153362.1564998259,
            306035.6473928507,
            3795048.7682769736,
            -3489013.1208841223
        ],
        [
            441.269123,
            287.906966,
            153.362156,
            306.035647,
            3795.048768,
            -3489.013121
        ],
        [
            0.310644,
            0.20268,
            0.107964,
            0.098695,
            0.25815,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127709,
            -48931,
            -108463,
            -6461816,
            -267332,
            -6345188
        ],
        [
            1.938193,
            2.653148,
            1.517796,
            1.038307,
            6.076588,
            0.518196
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            64.444444,
            64.444444,
            64.444444,
            64.444444,
            64.444444,
            64.444444
        ],
        [
            1.069348,
            1.463806,
            0.837405,
            0.572859,
            3.3526,
            0.285901
        ],
        [
            60719,
            60719,
            42614,
            1013898,
            1013898,
            842765
        ],
        [
            -91379,
            -25552,
            -91379,
            -6232521,
            -115493,
            -6232521
        ],
        [
            30,
            30,
            29,
            30,
            30,
            29
        ],
        [
            25,
            27,
            23,
            25,
            27,
            23
        ],
        [
            38,
            36,
            40,
            38,
            36,
            40
        ],
        [
            2721,
            1377,
            1344,
            2721,
            1377,
            1344
        ],
        [
            38.20708,
            38.20708,
            53.70708,
            38.20708,
            38.20708,
            53.70708
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522563,
            506790,
            -46327,
            -237890,
            703692,
            -577999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2841,
    "evaluation_days": 1420.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639872000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208291722,
    "expiration_time": 1762872336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "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)