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Trade: ENS/USDT/15/SSF/SINWMA/2772

Strategy
ENS/USDT/15/SSF/SINWMA/2772
Pair
ENS_USDT
Interval
15m
Score
429199
Daily Profit
0.452320
Profit Factor
1.393918
Profitability
65.662651
Streak
5.848607
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 04:07
Expiration Time
2025-12-17 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117793.1673 49198.9235 68594.2438 129228.4401 49541.9498 79686.4903
Total P&L (%) 117.7932 49.1989 68.5942 129.2284 49.542 79.6865
Avg Daily Profit (%) 0.4523 0.1889 0.2634 0.3191 0.1546 0.2253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33015 -27529 -44301 -87165 -70606 -112854
Profit Factor 1.3939 1.2919 1.5257 1.198 1.1392 1.2685
Total Trades 166 83 83 166 83 83
Winning Trades 109 49 60 109 49 60
Losing Trades 57 34 23 57 34 23
Profitability (%) 65.6627 59.0361 72.2892 65.6627 59.0361 72.2892
Ratio Avg Win / Avg Loss 0.7289 0.8964 0.5848 0.6265 0.7905 0.4863
Largest Winning Trade 20510 18296 20510 34793 32780 34793
Largest Losing Trade -32275 -20770 -32275 -78421 -47033 -78421
Avg Bars in Trades 148 150 147 148 150 147
Avg Bars in Winners 109 101 116 109 101 116
Avg Bars in Losers 223 220 227 223 220 227
Bars Traded 24684 12460 12224 24684 12460 12224
Profit Streak 5.8486 5.8486 8.4215 5.8486 5.8486 8.4215
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429199 193785 390932 267638 -62281 326005
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736954100000,
    "first_datapoint_time": 1737120600000,
    "last_datapoint_time": 1759453200000,
    "evaluation_time": 1759453619679,
    "expiration_time": 1765933200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 78,
            "offset": 108
        }
    }
}
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": [
        [
            117793.1672546139,
            49198.9234605154,
            68594.2437940984,
            129228.4401425477,
            49541.9498144548,
            79686.4903280928
        ],
        [
            117.793167,
            49.198923,
            68.594244,
            129.22844,
            49.54195,
            79.68649
        ],
        [
            0.45232,
            0.188921,
            0.263399,
            0.319051,
            0.154642,
            0.225291
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33015,
            -27529,
            -44301,
            -87165,
            -70606,
            -112854
        ],
        [
            1.393918,
            1.291901,
            1.525693,
            1.198033,
            1.139236,
            1.268531
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            109,
            49,
            60,
            109,
            49,
            60
        ],
        [
            57,
            34,
            23,
            57,
            34,
            23
        ],
        [
            65.662651,
            59.036145,
            72.289157,
            65.662651,
            59.036145,
            72.289157
        ],
        [
            0.72893,
            0.896421,
            0.584849,
            0.626494,
            0.79049,
            0.48627
        ],
        [
            20510,
            18296,
            20510,
            34793,
            32780,
            34793
        ],
        [
            -32275,
            -20770,
            -32275,
            -78421,
            -47033,
            -78421
        ],
        [
            148,
            150,
            147,
            148,
            150,
            147
        ],
        [
            109,
            101,
            116,
            109,
            101,
            116
        ],
        [
            223,
            220,
            227,
            223,
            220,
            227
        ],
        [
            24684,
            12460,
            12224,
            24684,
            12460,
            12224
        ],
        [
            5.848607,
            5.848607,
            8.421524,
            5.848607,
            5.848607,
            8.421524
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429199,
            193785,
            390932,
            267638,
            -62281,
            326005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736954100000,
    "first_datapoint_time": 1737120600000,
    "last_datapoint_time": 1759453200000,
    "evaluation_time": 1759453619679,
    "expiration_time": 1765933200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 78,
            "offset": 108
        }
    }
}

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)