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Trade: ENS/USDT/360/HL2/HWMA/4723

Strategy
ENS/USDT/360/HL2/HWMA/4723
Pair
ENS_USDT
Interval
6h
Score
404469
Daily Profit
0.278530
Profit Factor
1.390292
Profitability
56.170213
Streak
0.000000
Best Strategy
Training Data Length
1424.750000
Evaluation Time
2025-10-05 01:04
Expiration Time
2025-11-16 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396835.2755 286947.172 109888.1034 -132421.7897 564764.7711 -697186.5608
Total P&L (%) 396.8353 286.9472 109.8881 -132.4218 564.7648 -697.1866
Avg Daily Profit (%) 0.2785 0.2014 0.0771 0 0.133 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171182 -37358 -166563 -1023842 -195916 -1113881
Profit Factor 1.3903 1.6271 1.1965 0.9564 1.5159 0.6407
Total Trades 235 118 117 235 118 117
Winning Trades 132 63 69 121 59 62
Losing Trades 103 55 48 114 59 55
Profitability (%) 56.1702 53.3898 58.9744 51.4894 50 52.9915
Ratio Avg Win / Avg Loss 1.0848 1.4205 0.8324 0.901 1.5159 0.5683
Largest Winning Trade 107534 107534 48351 230770 230770 97621
Largest Losing Trade -102796 -30995 -102796 -1007678 -104265 -1007678
Avg Bars in Trades 24 24 24 24 24 24
Avg Bars in Winners 24 24 24 24 24 24
Avg Bars in Losers 24 24 24 24 24 24
Bars Traded 5674 2848 2826 5674 2848 2826
Profit Streak 0 0 22.9197 10.6697 41.1697 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404469 362846 -94246 -578429 -11023 -580355
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5699,
    "evaluation_days": 1424.75,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1636524000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759615457788,
    "expiration_time": 1763293752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06552,
            "nb": 0.1,
            "nc": 0.38766
        }
    }
}
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": [
        [
            396835.2754632145,
            286947.1720479275,
            109888.1034152867,
            -132421.7896754178,
            564764.7711353808,
            -697186.5608107985
        ],
        [
            396.835275,
            286.947172,
            109.888103,
            -132.42179,
            564.764771,
            -697.186561
        ],
        [
            0.27853,
            0.201402,
            0.077128,
            0,
            0.133042,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171182,
            -37358,
            -166563,
            -1023842,
            -195916,
            -1113881
        ],
        [
            1.390292,
            1.627074,
            1.19652,
            0.95637,
            1.515865,
            0.640681
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            132,
            63,
            69,
            121,
            59,
            62
        ],
        [
            103,
            55,
            48,
            114,
            59,
            55
        ],
        [
            56.170213,
            53.389831,
            58.974359,
            51.489362,
            50,
            52.991453
        ],
        [
            1.084849,
            1.420461,
            0.832362,
            0.901043,
            1.515865,
            0.568346
        ],
        [
            107534,
            107534,
            48351,
            230770,
            230770,
            97621
        ],
        [
            -102796,
            -30995,
            -102796,
            -1007678,
            -104265,
            -1007678
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            5674,
            2848,
            2826,
            5674,
            2848,
            2826
        ],
        [
            0,
            0,
            22.91965,
            10.66965,
            41.16965,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404469,
            362846,
            -94246,
            -578429,
            -11023,
            -580355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5699,
    "evaluation_days": 1424.75,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1636524000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759615457788,
    "expiration_time": 1763293752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06552,
            "nb": 0.1,
            "nc": 0.38766
        }
    }
}

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)