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Trade: ENS/USDT/15/DCM/KCU/9291

Strategy
ENS/USDT/15/DCM/KCU/9291
Pair
ENS_USDT
Interval
15m
Score
321089
Daily Profit
0.309273
Profit Factor
1.200433
Profitability
54.952077
Streak
7.028017
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 01:25
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80540.86 38147.1472 42393.7128 63862.7362 23111.8106 40750.9255
Total P&L (%) 80.5409 38.1471 42.3937 63.8627 23.1118 40.7509
Avg Daily Profit (%) 0.3093 0.1465 0.1628 0.1898 0.0799 0.1313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48632 -36372 -50960 -64668 -56705 -62945
Profit Factor 1.2004 1.1716 1.2361 1.1106 1.0719 1.1592
Total Trades 313 156 157 313 156 157
Winning Trades 172 85 87 172 85 87
Losing Trades 141 71 70 141 71 70
Profitability (%) 54.9521 54.4872 55.414 54.9521 54.4872 55.414
Ratio Avg Win / Avg Loss 0.9841 0.9786 0.9946 0.9105 0.8954 0.9327
Largest Winning Trade 16230 13903 16230 17312 15303 17312
Largest Losing Trade -21731 -21731 -18022 -31521 -31521 -23521
Avg Bars in Trades 77 103 50 77 103 50
Avg Bars in Winners 63 81 46 63 81 46
Avg Bars in Losers 93 130 55 93 130 55
Bars Traded 24146 16197 7949 24146 16197 7949
Profit Streak 7.028 7.028 8.6947 7.028 7.028 8.6947
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321089 -32711 161619 -90810 -233594 -65695

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736406900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925520679,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 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": [
        [
            80540.8599559466,
            38147.1471666761,
            42393.7127892705,
            63862.7361548301,
            23111.810638227,
            40750.9255166032
        ],
        [
            80.54086,
            38.147147,
            42.393713,
            63.862736,
            23.111811,
            40.750926
        ],
        [
            0.309273,
            0.146483,
            0.16279,
            0.189819,
            0.079873,
            0.131344
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48632,
            -36372,
            -50960,
            -64668,
            -56705,
            -62945
        ],
        [
            1.200433,
            1.171604,
            1.236127,
            1.110639,
            1.071929,
            1.159242
        ],
        [
            313,
            156,
            157,
            313,
            156,
            157
        ],
        [
            172,
            85,
            87,
            172,
            85,
            87
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            54.952077,
            54.487179,
            55.414013,
            54.952077,
            54.487179,
            55.414013
        ],
        [
            0.984076,
            0.978634,
            0.994585,
            0.910465,
            0.895376,
            0.932724
        ],
        [
            16230,
            13903,
            16230,
            17312,
            15303,
            17312
        ],
        [
            -21731,
            -21731,
            -18022,
            -31521,
            -31521,
            -23521
        ],
        [
            77,
            103,
            50,
            77,
            103,
            50
        ],
        [
            63,
            81,
            46,
            63,
            81,
            46
        ],
        [
            93,
            130,
            55,
            93,
            130,
            55
        ],
        [
            24146,
            16197,
            7949,
            24146,
            16197,
            7949
        ],
        [
            7.028017,
            7.028017,
            8.694684,
            7.028017,
            7.028017,
            8.694684
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321089,
            -32711,
            161619,
            -90810,
            -233594,
            -65695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736406900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925520679,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 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)