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Trade: ENS/USDT/240/DCU/MIDPRICE/1748

Strategy
ENS/USDT/240/DCU/MIDPRICE/1748
Pair
ENS_USDT
Interval
4h
Score
334660
Daily Profit
0.153511
Profit Factor
1.327225
Profitability
62.992126
Streak
21.080014
Best Strategy
Training Data Length
1430.670000
Evaluation Time
2025-10-10 20:55
Expiration Time
2025-11-22 16:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219622.9041 177012.5302 42610.3739 -112946.7193 273485.4799 -386432.1992
Total P&L (%) 219.6229 177.0125 42.6104 -112.9467 273.4855 -386.4322
Avg Daily Profit (%) 0.1535 0.1237 0.0298 0 0.0921 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139306 -41696 -166241 -593001 -175444 -675701
Profit Factor 1.3272 1.9269 1.0887 0.9241 1.7884 0.6617
Total Trades 127 63 64 127 63 64
Winning Trades 80 36 44 76 36 40
Losing Trades 47 27 20 51 27 24
Profitability (%) 62.9921 57.1429 68.75 59.8425 57.1429 62.5
Ratio Avg Win / Avg Loss 0.7797 1.4452 0.4949 0.6202 1.3413 0.397
Largest Winning Trade 38615 28152 38615 74913 67238 74913
Largest Losing Trade -115700 -28741 -115700 -546320 -93923 -546320
Avg Bars in Trades 65 47 82 65 47 82
Avg Bars in Winners 51 44 56 58 50 66
Avg Bars in Losers 88 51 139 74 43 108
Bars Traded 8259 3002 5257 8259 3002 5257
Profit Streak 21.08 21.08 53.08 0 0 0
Trades During Streak 3 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334660 -170491 -414947 -579165 -213417 -718337
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8584,
    "evaluation_days": 1430.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638907200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760118913198,
    "expiration_time": 1763820288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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": [
        [
            219622.9040814883,
            177012.530167478,
            42610.3739140105,
            -112946.7193177924,
            273485.4798517527,
            -386432.1991695451
        ],
        [
            219.622904,
            177.01253,
            42.610374,
            -112.946719,
            273.48548,
            -386.432199
        ],
        [
            0.153511,
            0.123727,
            0.029784,
            0,
            0.092147,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139306,
            -41696,
            -166241,
            -593001,
            -175444,
            -675701
        ],
        [
            1.327225,
            1.92692,
            1.088735,
            0.924149,
            1.788443,
            0.661675
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            80,
            36,
            44,
            76,
            36,
            40
        ],
        [
            47,
            27,
            20,
            51,
            27,
            24
        ],
        [
            62.992126,
            57.142857,
            68.75,
            59.84252,
            57.142857,
            62.5
        ],
        [
            0.779745,
            1.44519,
            0.494879,
            0.620153,
            1.341333,
            0.397005
        ],
        [
            38615,
            28152,
            38615,
            74913,
            67238,
            74913
        ],
        [
            -115700,
            -28741,
            -115700,
            -546320,
            -93923,
            -546320
        ],
        [
            65,
            47,
            82,
            65,
            47,
            82
        ],
        [
            51,
            44,
            56,
            58,
            50,
            66
        ],
        [
            88,
            51,
            139,
            74,
            43,
            108
        ],
        [
            8259,
            3002,
            5257,
            8259,
            3002,
            5257
        ],
        [
            21.080014,
            21.080014,
            53.080014,
            0,
            0,
            0
        ],
        [
            3,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334660,
            -170491,
            -414947,
            -579165,
            -213417,
            -718337
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8584,
    "evaluation_days": 1430.67,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638907200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760118913198,
    "expiration_time": 1763820288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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)