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Trade: ENS/USDT/240/JMA/SUPERTREND/7674

Strategy
ENS/USDT/240/JMA/SUPERTREND/7674
Pair
ENS_USDT
Interval
4h
Score
373216
Daily Profit
0.207621
Profit Factor
1.206632
Profitability
55.555556
Streak
15.829556
Best Strategy
Training Data Length
1427.830000
Evaluation Time
2025-10-08 02:54
Expiration Time
2025-11-19 18:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296446.9478 228202.7587 68244.1891 98197.4174 202064.5968 -103867.1794
Total P&L (%) 296.4469 228.2028 68.2442 98.1974 202.0646 -103.8672
Avg Daily Profit (%) 0.2076 0.1598 0.0478 0.0479 0.0775 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115343 -87983 -119434 -531891 -255000 -374543
Profit Factor 1.2066 1.3037 1.0999 1.0302 1.1193 0.9335
Total Trades 450 225 225 450 225 225
Winning Trades 250 130 120 250 130 120
Losing Trades 200 95 105 200 95 105
Profitability (%) 55.5556 57.7778 53.3333 55.5556 57.7778 53.3333
Ratio Avg Win / Avg Loss 0.9653 0.9527 0.9624 0.8241 0.818 0.8168
Largest Winning Trade 55911 55911 20563 129694 129694 53548
Largest Losing Trade -50349 -50349 -36175 -149738 -138848 -149738
Avg Bars in Trades 18 20 16 18 20 16
Avg Bars in Winners 17 16 17 17 16 17
Avg Bars in Losers 20 25 15 20 25 15
Bars Traded 8357 4607 3750 8357 4607 3750
Profit Streak 15.8296 15.8296 42.9962 15.8296 15.8296 42.9962
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373216 295366 -238682 -313074 -177983 -577947
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8567,
    "evaluation_days": 1427.83,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638676800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759881273689,
    "expiration_time": 1763568144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 189,
            "offset": 0,
            "multiplier": 2.52041
        }
    }
}
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": [
        [
            296446.9477806098,
            228202.7587182979,
            68244.1890623122,
            98197.4173617622,
            202064.5967831762,
            -103867.1794214141
        ],
        [
            296.446948,
            228.202759,
            68.244189,
            98.197417,
            202.064597,
            -103.867179
        ],
        [
            0.207621,
            0.159825,
            0.047796,
            0.047923,
            0.077453,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115343,
            -87983,
            -119434,
            -531891,
            -255000,
            -374543
        ],
        [
            1.206632,
            1.303684,
            1.099887,
            1.030176,
            1.119326,
            0.93345
        ],
        [
            450,
            225,
            225,
            450,
            225,
            225
        ],
        [
            250,
            130,
            120,
            250,
            130,
            120
        ],
        [
            200,
            95,
            105,
            200,
            95,
            105
        ],
        [
            55.555556,
            57.777778,
            53.333333,
            55.555556,
            57.777778,
            53.333333
        ],
        [
            0.965305,
            0.952692,
            0.962401,
            0.824141,
            0.817969,
            0.816769
        ],
        [
            55911,
            55911,
            20563,
            129694,
            129694,
            53548
        ],
        [
            -50349,
            -50349,
            -36175,
            -149738,
            -138848,
            -149738
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            20,
            25,
            15,
            20,
            25,
            15
        ],
        [
            8357,
            4607,
            3750,
            8357,
            4607,
            3750
        ],
        [
            15.829556,
            15.829556,
            42.996223,
            15.829557,
            15.829557,
            42.996223
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373216,
            295366,
            -238682,
            -313074,
            -177983,
            -577947
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8567,
    "evaluation_days": 1427.83,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638676800000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759881273689,
    "expiration_time": 1763568144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 189,
            "offset": 0,
            "multiplier": 2.52041
        }
    }
}

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)