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Trade: ENS/USDT/360/HMA/KCB/4050

Strategy
ENS/USDT/360/HMA/KCB/4050
Pair
ENS_USDT
Interval
6h
Score
416539
Daily Profit
0.257165
Profit Factor
1.519542
Profitability
50.000000
Streak
15.777909
Best Strategy
Training Data Length
1422.500000
Evaluation Time
2025-10-02 21:40
Expiration Time
2025-11-14 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365817.8824 267198.1327 98619.7497 148985.694 240930.2182 -91944.5242
Total P&L (%) 365.8179 267.1981 98.6198 148.9857 240.9302 -91.9445
Avg Daily Profit (%) 0.2572 0.1878 0.0693 0.0641 0.0863 -0.1769
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110186 -52468 -117785 -279380 -182941 -334747
Profit Factor 1.5195 1.8083 1.264 1.0956 1.3541 0.8952
Total Trades 130 65 65 130 65 65
Winning Trades 65 32 33 65 32 33
Losing Trades 65 33 32 65 33 32
Profitability (%) 50 49.2308 50.7692 50 49.2308 50.7692
Ratio Avg Win / Avg Loss 1.5195 1.8649 1.2257 1.0956 1.3965 0.8681
Largest Winning Trade 118283 118283 56606 152680 152680 90385
Largest Losing Trade -71775 -34952 -71775 -144321 -129785 -144321
Avg Bars in Trades 42 46 38 42 46 38
Avg Bars in Winners 46 51 40 46 51 40
Avg Bars in Losers 39 41 36 39 41 36
Bars Traded 5543 3031 2512 5543 3031 2512
Profit Streak 15.7779 0 41.0279 15.7779 0 41.0279
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416539 -121032 -231536 -221667 -209359 -711809
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5690,
    "evaluation_days": 1422.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639137600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430411333,
    "expiration_time": 1763093520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            365817.8823786833,
            267198.1326609007,
            98619.7497177825,
            148985.6940446038,
            240930.2182124299,
            -91944.5241678262
        ],
        [
            365.817882,
            267.198133,
            98.61975,
            148.985694,
            240.930218,
            -91.944524
        ],
        [
            0.257165,
            0.187837,
            0.069328,
            0.064149,
            0.086259,
            -0.176913
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110186,
            -52468,
            -117785,
            -279380,
            -182941,
            -334747
        ],
        [
            1.519542,
            1.808347,
            1.263995,
            1.095645,
            1.354133,
            0.895203
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            50,
            49.230769,
            50.769231,
            50,
            49.230769,
            50.769231
        ],
        [
            1.519542,
            1.864858,
            1.225692,
            1.095645,
            1.39645,
            0.868076
        ],
        [
            118283,
            118283,
            56606,
            152680,
            152680,
            90385
        ],
        [
            -71775,
            -34952,
            -71775,
            -144321,
            -129785,
            -144321
        ],
        [
            42,
            46,
            38,
            42,
            46,
            38
        ],
        [
            46,
            51,
            40,
            46,
            51,
            40
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            5543,
            3031,
            2512,
            5543,
            3031,
            2512
        ],
        [
            15.777909,
            0,
            41.027909,
            15.777909,
            0,
            41.027909
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416539,
            -121032,
            -231536,
            -221667,
            -209359,
            -711809
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5690,
    "evaluation_days": 1422.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639137600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430411333,
    "expiration_time": 1763093520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)