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Trade: ENS/USDT/15/MIDPRICE/DCM/8249

Strategy
ENS/USDT/15/MIDPRICE/DCM/8249
Pair
ENS_USDT
Interval
15m
Score
496535
Daily Profit
0.302585
Profit Factor
2.684612
Profitability
66.666667
Streak
24.264595
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 03:51
Expiration Time
2025-12-16 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 129781.9933 50982.8487 78799.1447 176193.3729 75359.4656 100833.9072
Total P&L (%) 129.782 50.9828 78.7991 176.1934 75.3595 100.8339
Avg Daily Profit (%) 0.4984 0.1958 0.3026 0.3909 0.2159 0.2681
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43937 -34582 -28361 -109469 -73282 -72314
Profit Factor 1.9465 1.5644 2.6846 1.6345 1.4223 2.0161
Total Trades 66 33 33 66 33 33
Winning Trades 40 18 22 40 18 22
Losing Trades 26 15 11 26 15 11
Profitability (%) 60.6061 54.5455 66.6667 60.6061 54.5455 66.6667
Ratio Avg Win / Avg Loss 1.2652 1.3036 1.3423 1.0624 1.1853 1.008
Largest Winning Trade 34126 34126 20019 67627 67627 26187
Largest Losing Trade -15870 -12824 -15870 -42872 -28185 -42872
Avg Bars in Trades 369 379 358 369 379 358
Avg Bars in Winners 388 389 387 388 389 387
Avg Bars in Losers 339 367 301 339 367 301
Bars Traded 24368 12530 11838 24368 12530 11838
Profit Streak 24.2646 24.2854 24.2646 24.2646 24.2854 24.2646
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114734 278269 496535 -116255 298853 439484
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736866800000,
    "first_datapoint_time": 1737020700000,
    "last_datapoint_time": 1759365900000,
    "evaluation_time": 1759366260981,
    "expiration_time": 1765845900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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": [
        [
            129781.9933333319,
            50982.8486768534,
            78799.1446564785,
            176193.372870304,
            75359.4656232205,
            100833.9072470836
        ],
        [
            129.781993,
            50.982849,
            78.799145,
            176.193373,
            75.359466,
            100.833907
        ],
        [
            0.498356,
            0.195772,
            0.302585,
            0.390874,
            0.21591,
            0.268122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43937,
            -34582,
            -28361,
            -109469,
            -73282,
            -72314
        ],
        [
            1.946528,
            1.564357,
            2.684612,
            1.634499,
            1.422302,
            2.016064
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            60.606061,
            54.545455,
            66.666667,
            60.606061,
            54.545455,
            66.666667
        ],
        [
            1.265243,
            1.303631,
            1.342306,
            1.062424,
            1.185251,
            1.008032
        ],
        [
            34126,
            34126,
            20019,
            67627,
            67627,
            26187
        ],
        [
            -15870,
            -12824,
            -15870,
            -42872,
            -28185,
            -42872
        ],
        [
            369,
            379,
            358,
            369,
            379,
            358
        ],
        [
            388,
            389,
            387,
            388,
            389,
            387
        ],
        [
            339,
            367,
            301,
            339,
            367,
            301
        ],
        [
            24368,
            12530,
            11838,
            24368,
            12530,
            11838
        ],
        [
            24.264595,
            24.285428,
            24.264595,
            24.264595,
            24.285428,
            24.264595
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114734,
            278269,
            496535,
            -116255,
            298853,
            439484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736866800000,
    "first_datapoint_time": 1737020700000,
    "last_datapoint_time": 1759365900000,
    "evaluation_time": 1759366260981,
    "expiration_time": 1765845900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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)