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Trade: ENS/USDT/480/SSF/HWMA/5653

Strategy
ENS/USDT/480/SSF/HWMA/5653
Pair
ENS_USDT
Interval
8h
Score
407668
Daily Profit
0.200582
Profit Factor
1.205914
Profitability
62.971698
Streak
22.852189
Best Strategy
Training Data Length
1422.670000
Evaluation Time
2025-10-02 15:27
Expiration Time
2025-11-14 02:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285361.5204 193655.9855 91705.5349 46007.7684 323121.539 -277113.7706
Total P&L (%) 285.3615 193.656 91.7055 46.0078 323.1215 -277.1138
Avg Daily Profit (%) 0.2006 0.1361 0.0645 0.0266 0.1014 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142799 -88505 -149304 -803127 -387485 -845792
Profit Factor 1.2059 1.2726 1.1358 1.0085 1.1202 0.8987
Total Trades 424 212 212 424 212 212
Winning Trades 267 134 133 267 134 133
Losing Trades 157 78 79 157 78 79
Profitability (%) 62.9717 63.2075 62.7358 62.9717 63.2075 62.7358
Ratio Avg Win / Avg Loss 0.7091 0.7408 0.6746 0.593 0.6521 0.5338
Largest Winning Trade 46666 46666 29756 139450 132377 139450
Largest Losing Trade -41351 -37902 -41351 -320648 -181577 -320648
Avg Bars in Trades 9 9 10 9 9 10
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 4238 2088 2150 4238 2088 2150
Profit Streak 22.8522 30.5189 22.8522 22.8522 30.5189 22.8522
Trades During Streak 9 5 4 9 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407668 -8980 -175723 -366022 -143450 -576787
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4268,
    "evaluation_days": 1422.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759408029143,
    "expiration_time": 1763079552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 5,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            285361.5203740253,
            193655.9854895658,
            91705.5348844594,
            46007.7683905767,
            323121.5390182682,
            -277113.7706276912
        ],
        [
            285.36152,
            193.655985,
            91.705535,
            46.007768,
            323.121539,
            -277.113771
        ],
        [
            0.200582,
            0.136122,
            0.06446,
            0.026608,
            0.101445,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142799,
            -88505,
            -149304,
            -803127,
            -387485,
            -845792
        ],
        [
            1.205914,
            1.272622,
            1.135763,
            1.008484,
            1.120191,
            0.898656
        ],
        [
            424,
            212,
            212,
            424,
            212,
            212
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            62.971698,
            63.207547,
            62.735849,
            62.971698,
            63.207547,
            62.735849
        ],
        [
            0.709095,
            0.74078,
            0.674626,
            0.593004,
            0.652051,
            0.533788
        ],
        [
            46666,
            46666,
            29756,
            139450,
            132377,
            139450
        ],
        [
            -41351,
            -37902,
            -41351,
            -320648,
            -181577,
            -320648
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            4238,
            2088,
            2150,
            4238,
            2088,
            2150
        ],
        [
            22.852189,
            30.518856,
            22.852189,
            22.852189,
            30.518856,
            22.852189
        ],
        [
            9,
            5,
            4,
            9,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407668,
            -8980,
            -175723,
            -366022,
            -143450,
            -576787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4268,
    "evaluation_days": 1422.67,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1636502400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759408029143,
    "expiration_time": 1763079552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 5,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)