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Trade: ENS/USDT/360/HILO/WMA/3465

Strategy
ENS/USDT/360/HILO/WMA/3465
Pair
ENS_USDT
Interval
6h
Score
356264
Daily Profit
0.203519
Profit Factor
1.219448
Profitability
48.009950
Streak
21.703027
Best Strategy
Training Data Length
1431.000000
Evaluation Time
2025-10-11 07:52
Expiration Time
2025-11-23 00:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291236.1915 229460.1436 61776.0479 64345.6463 74115.4521 -9769.8058
Total P&L (%) 291.2362 229.4601 61.776 64.3456 74.1155 -9.7698
Avg Daily Profit (%) 0.2035 0.1604 0.0432 0.0347 0.0388 -0.0072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140148 -133694 -97807 -247500 -210006 -131898
Profit Factor 1.2194 1.317 1.1024 1.0416 1.0913 0.9867
Total Trades 402 201 201 402 201 201
Winning Trades 193 84 109 193 84 109
Losing Trades 209 117 92 209 117 92
Profitability (%) 48.01 41.791 54.2289 48.01 41.791 54.2289
Ratio Avg Win / Avg Loss 1.3205 1.8344 0.9305 1.1279 1.52 0.8328
Largest Winning Trade 83553 83553 26309 121144 121144 50472
Largest Losing Trade -38031 -30096 -38031 -86476 -36214 -86476
Avg Bars in Trades 14 20 7 14 20 7
Avg Bars in Winners 14 23 7 14 23 7
Avg Bars in Losers 13 18 6 13 18 6
Bars Traded 5653 4185 1468 5653 4185 1468
Profit Streak 21.703 21.703 23.453 21.703 21.703 23.453
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356264 241676 -243487 -319035 -261972 -578909
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1431,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637474400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158341548,
    "expiration_time": 1763849952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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": [
        [
            291236.1914505077,
            229460.1435837252,
            61776.0478667828,
            64345.6462817045,
            74115.4521162719,
            -9769.8058345676
        ],
        [
            291.236191,
            229.460144,
            61.776048,
            64.345646,
            74.115452,
            -9.769806
        ],
        [
            0.203519,
            0.16035,
            0.04317,
            0.034723,
            0.03876,
            -0.007184
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140148,
            -133694,
            -97807,
            -247500,
            -210006,
            -131898
        ],
        [
            1.219448,
            1.317019,
            1.102393,
            1.041567,
            1.091307,
            0.986731
        ],
        [
            402,
            201,
            201,
            402,
            201,
            201
        ],
        [
            193,
            84,
            109,
            193,
            84,
            109
        ],
        [
            209,
            117,
            92,
            209,
            117,
            92
        ],
        [
            48.00995,
            41.791045,
            54.228856,
            48.00995,
            41.791045,
            54.228856
        ],
        [
            1.320542,
            1.834419,
            0.93046,
            1.127914,
            1.520035,
            0.832837
        ],
        [
            83553,
            83553,
            26309,
            121144,
            121144,
            50472
        ],
        [
            -38031,
            -30096,
            -38031,
            -86476,
            -36214,
            -86476
        ],
        [
            14,
            20,
            7,
            14,
            20,
            7
        ],
        [
            14,
            23,
            7,
            14,
            23,
            7
        ],
        [
            13,
            18,
            6,
            13,
            18,
            6
        ],
        [
            5653,
            4185,
            1468,
            5653,
            4185,
            1468
        ],
        [
            21.703027,
            21.703027,
            23.453027,
            21.703027,
            21.703027,
            23.453027
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356264,
            241676,
            -243487,
            -319035,
            -261972,
            -578909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5724,
    "evaluation_days": 1431,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637474400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158341548,
    "expiration_time": 1763849952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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)