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Trade: ENS/USDT/240/HMA/MIDPRICE/9567

Strategy
ENS/USDT/240/HMA/MIDPRICE/9567
Pair
ENS_USDT
Interval
4h
Score
399142
Daily Profit
0.273603
Profit Factor
1.409186
Profitability
45.185185
Streak
37.066609
Best Strategy
Training Data Length
1427.500000
Evaluation Time
2025-10-07 16:35
Expiration Time
2025-11-19 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390568.7889 279655.523 110913.2659 351760.9704 204285.6791 147475.2913
Total P&L (%) 390.5688 279.6555 110.9133 351.761 204.2857 147.4753
Avg Daily Profit (%) 0.2736 0.1959 0.0777 0.1057 0.078 0.0635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109852 -76453 -81642 -189944 -208005 -107847
Profit Factor 1.4092 1.5808 1.2345 1.2628 1.2817 1.2405
Total Trades 270 135 135 270 135 135
Winning Trades 122 59 63 122 59 63
Losing Trades 148 76 72 148 76 72
Profitability (%) 45.1852 43.7037 46.6667 45.1852 43.7037 46.6667
Ratio Avg Win / Avg Loss 1.7095 2.0362 1.4109 1.532 1.651 1.4177
Largest Winning Trade 133047 133047 49589 198288 198288 52172
Largest Losing Trade -36682 -33701 -36682 -98475 -98475 -46761
Avg Bars in Trades 30 33 27 30 33 27
Avg Bars in Winners 44 46 41 44 46 41
Avg Bars in Losers 19 23 15 19 23 15
Bars Traded 8331 4566 3765 8331 4566 3765
Profit Streak 37.0666 37.0666 90.2333 37.0666 37.0666 90.2333
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399142 302264 -89293 -49938 -89843 -108190
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8565,
    "evaluation_days": 1427.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638619200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844155020,
    "expiration_time": 1763538480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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": [
        [
            390568.7888527502,
            279655.5229694305,
            110913.2658833197,
            351760.9704275628,
            204285.6791317092,
            147475.2912958537
        ],
        [
            390.568789,
            279.655523,
            110.913266,
            351.76097,
            204.285679,
            147.475291
        ],
        [
            0.273603,
            0.195906,
            0.077698,
            0.105694,
            0.077985,
            0.063498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109852,
            -76453,
            -81642,
            -189944,
            -208005,
            -107847
        ],
        [
            1.409186,
            1.580754,
            1.234507,
            1.262835,
            1.281717,
            1.240505
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            122,
            59,
            63,
            122,
            59,
            63
        ],
        [
            148,
            76,
            72,
            148,
            76,
            72
        ],
        [
            45.185185,
            43.703704,
            46.666667,
            45.185185,
            43.703704,
            46.666667
        ],
        [
            1.709504,
            2.036225,
            1.410865,
            1.531964,
            1.651026,
            1.41772
        ],
        [
            133047,
            133047,
            49589,
            198288,
            198288,
            52172
        ],
        [
            -36682,
            -33701,
            -36682,
            -98475,
            -98475,
            -46761
        ],
        [
            30,
            33,
            27,
            30,
            33,
            27
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            19,
            23,
            15,
            19,
            23,
            15
        ],
        [
            8331,
            4566,
            3765,
            8331,
            4566,
            3765
        ],
        [
            37.066609,
            37.066609,
            90.233276,
            37.066609,
            37.066609,
            90.233276
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399142,
            302264,
            -89293,
            -49938,
            -89843,
            -108190
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8565,
    "evaluation_days": 1427.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638619200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844155020,
    "expiration_time": 1763538480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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)