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Trade: ENS/USDT/120/LINREG/MIDPOINT/6692

Strategy
ENS/USDT/120/LINREG/MIDPOINT/6692
Pair
ENS_USDT
Interval
2h
Score
307917
Daily Profit
0.188056
Profit Factor
1.342108
Profitability
48.344371
Streak
23.516464
Best Strategy
Training Data Length
1428.000000
Evaluation Time
2025-10-08 09:23
Expiration Time
2025-11-28 15:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268543.8249 195485.6913 73058.1336 36724.0914 114877.0008 -78152.9094
Total P&L (%) 268.5438 195.4857 73.0581 36.7241 114.877 -78.1529
Avg Daily Profit (%) 0.1881 0.1369 0.0512 0.0219 0.0536 -0.1065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190329 -104742 -95162 -722801 -515860 -236465
Profit Factor 1.3421 1.4988 1.1859 1.0194 1.1116 0.909
Total Trades 151 75 76 151 75 76
Winning Trades 73 33 40 73 33 40
Losing Trades 78 42 36 78 42 36
Profitability (%) 48.3444 44 52.6316 48.3444 44 52.6316
Ratio Avg Win / Avg Loss 1.434 1.9075 1.0673 1.0893 1.4147 0.8181
Largest Winning Trade 136114 136114 50877 468689 468689 76662
Largest Losing Trade -49700 -49700 -45332 -210140 -210140 -94161
Avg Bars in Trades 110 128 93 110 128 93
Avg Bars in Winners 104 117 93 104 117 93
Avg Bars in Losers 116 137 93 116 137 93
Bars Traded 16735 9638 7097 16735 9638 7097
Profit Streak 23.5165 0 82.3498 23.5165 0 82.3498
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307917 -67161 -188391 -364558 -278481 -628528
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17136,
    "evaluation_days": 1428,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638194400000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759904622477,
    "expiration_time": 1764337651200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 155,
            "offset": 26
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 233,
            "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": [
        [
            268543.8249454325,
            195485.6913290684,
            73058.1336163641,
            36724.0913668367,
            114877.000773527,
            -78152.9094066901
        ],
        [
            268.543825,
            195.485691,
            73.058134,
            36.724091,
            114.877001,
            -78.152909
        ],
        [
            0.188056,
            0.136895,
            0.051161,
            0.021907,
            0.053578,
            -0.106463
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190329,
            -104742,
            -95162,
            -722801,
            -515860,
            -236465
        ],
        [
            1.342108,
            1.498755,
            1.185889,
            1.019442,
            1.111551,
            0.909025
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            78,
            42,
            36,
            78,
            42,
            36
        ],
        [
            48.344371,
            44,
            52.631579,
            48.344371,
            44,
            52.631579
        ],
        [
            1.434034,
            1.907507,
            1.0673,
            1.089267,
            1.414701,
            0.818123
        ],
        [
            136114,
            136114,
            50877,
            468689,
            468689,
            76662
        ],
        [
            -49700,
            -49700,
            -45332,
            -210140,
            -210140,
            -94161
        ],
        [
            110,
            128,
            93,
            110,
            128,
            93
        ],
        [
            104,
            117,
            93,
            104,
            117,
            93
        ],
        [
            116,
            137,
            93,
            116,
            137,
            93
        ],
        [
            16735,
            9638,
            7097,
            16735,
            9638,
            7097
        ],
        [
            23.516464,
            0,
            82.349797,
            23.516464,
            0,
            82.349797
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307917,
            -67161,
            -188391,
            -364558,
            -278481,
            -628528
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17136,
    "evaluation_days": 1428,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1638194400000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759904622477,
    "expiration_time": 1764337651200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 155,
            "offset": 26
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 233,
            "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)