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Trade: ENS/USDT/120/FWMA/SUPERTREND/5101

Strategy
ENS/USDT/120/FWMA/SUPERTREND/5101
Pair
ENS_USDT
Interval
2h
Score
401577
Daily Profit
0.293579
Profit Factor
1.332709
Profitability
65.508685
Streak
0.000000
Best Strategy
Training Data Length
1424.670000
Evaluation Time
2025-10-05 00:21
Expiration Time
2025-11-25 04:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418253.1202 265253.4846 152999.6356 420745.9207 427018.1701 -6272.2494
Total P&L (%) 418.2531 265.2535 152.9996 420.7459 427.0182 -6.2722
Avg Daily Profit (%) 0.2936 0.1862 0.1074 0.1159 0.1167 -0.0045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95005 -73626 -91079 -783851 -476245 -529100
Profit Factor 1.3327 1.3808 1.273 1.0826 1.1598 0.9974
Total Trades 403 202 201 403 202 201
Winning Trades 264 135 129 264 135 129
Losing Trades 139 67 72 139 67 72
Profitability (%) 65.5087 66.8317 64.1791 65.5087 66.8317 64.1791
Ratio Avg Win / Avg Loss 0.7017 0.6853 0.7105 0.57 0.5756 0.5567
Largest Winning Trade 37518 37518 20563 196078 196078 112864
Largest Losing Trade -55688 -55688 -53308 -305828 -255081 -305828
Avg Bars in Trades 41 46 36 41 46 36
Avg Bars in Winners 29 26 32 29 26 32
Avg Bars in Losers 65 86 44 65 86 44
Bars Traded 16799 9374 7425 16799 9374 7425
Profit Streak 0 0 20.3902 0 0 20.3902
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401577 327517 -48474 -165450 -80842 -577889
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17096,
    "evaluation_days": 1424.67,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638230400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612909557,
    "expiration_time": 1764039283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 201,
            "offset": 0,
            "multiplier": 3.19327
        }
    }
}
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": [
        [
            418253.1202160508,
            265253.4846496605,
            152999.6355663905,
            420745.9207106767,
            427018.17012686,
            -6272.2494161831
        ],
        [
            418.25312,
            265.253485,
            152.999636,
            420.745921,
            427.01817,
            -6.272249
        ],
        [
            0.293579,
            0.186186,
            0.107393,
            0.11589,
            0.116731,
            -0.004547
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95005,
            -73626,
            -91079,
            -783851,
            -476245,
            -529100
        ],
        [
            1.332709,
            1.380782,
            1.272964,
            1.082648,
            1.159848,
            0.997408
        ],
        [
            403,
            202,
            201,
            403,
            202,
            201
        ],
        [
            264,
            135,
            129,
            264,
            135,
            129
        ],
        [
            139,
            67,
            72,
            139,
            67,
            72
        ],
        [
            65.508685,
            66.831683,
            64.179104,
            65.508685,
            66.831683,
            64.179104
        ],
        [
            0.701692,
            0.685277,
            0.710492,
            0.570031,
            0.575628,
            0.556693
        ],
        [
            37518,
            37518,
            20563,
            196078,
            196078,
            112864
        ],
        [
            -55688,
            -55688,
            -53308,
            -305828,
            -255081,
            -305828
        ],
        [
            41,
            46,
            36,
            41,
            46,
            36
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            65,
            86,
            44,
            65,
            86,
            44
        ],
        [
            16799,
            9374,
            7425,
            16799,
            9374,
            7425
        ],
        [
            0,
            0,
            20.390157,
            0,
            0,
            20.390157
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401577,
            327517,
            -48474,
            -165450,
            -80842,
            -577889
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17096,
    "evaluation_days": 1424.67,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638230400000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612909557,
    "expiration_time": 1764039283200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 201,
            "offset": 0,
            "multiplier": 3.19327
        }
    }
}

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)