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Trade: ENS/USDT/240/SSF/DCM/8157

Strategy
ENS/USDT/240/SSF/DCM/8157
Pair
ENS_USDT
Interval
4h
Score
418337
Daily Profit
0.299988
Profit Factor
1.686506
Profitability
55.645161
Streak
0.000000
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-27 02:15
Expiration Time
2025-11-06 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424333.2288 287250.0836 137083.1452 675597.9902 527335.5256 148262.4646
Total P&L (%) 424.3332 287.2501 137.0831 675.598 527.3355 148.2625
Avg Daily Profit (%) 0.3 0.2031 0.0969 0.1449 0.1299 0.0643
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73222 -51217 -62592 -354222 -403521 -365852
Profit Factor 1.6865 1.8431 1.4942 1.2965 1.431 1.1405
Total Trades 124 62 62 124 62 62
Winning Trades 69 32 37 69 32 37
Losing Trades 55 30 25 55 30 25
Profitability (%) 55.6452 51.6129 59.6774 55.6452 51.6129 59.6774
Ratio Avg Win / Avg Loss 1.3443 1.7279 1.0096 1.0334 1.3416 0.7706
Largest Winning Trade 131534 131534 47253 447049 447049 191244
Largest Losing Trade -40642 -30852 -40642 -261098 -214791 -261098
Avg Bars in Trades 66 82 51 66 82 51
Avg Bars in Winners 71 88 56 71 88 56
Avg Bars in Losers 61 77 42 61 77 42
Bars Traded 8302 5140 3162 8302 5140 3162
Profit Streak 0 0 73.1359 0 0 73.1359
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418337 -142826 -214686 70750 -172269 -327098
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8487,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928542084,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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": [
        [
            424333.2288374173,
            287250.083589801,
            137083.1452476165,
            675597.9901907435,
            527335.5255820829,
            148262.4646086605
        ],
        [
            424.333229,
            287.250084,
            137.083145,
            675.59799,
            527.335526,
            148.262465
        ],
        [
            0.299988,
            0.203075,
            0.096913,
            0.144924,
            0.129905,
            0.064306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73222,
            -51217,
            -62592,
            -354222,
            -403521,
            -365852
        ],
        [
            1.686506,
            1.843063,
            1.494201,
            1.29646,
            1.431012,
            1.14048
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            69,
            32,
            37,
            69,
            32,
            37
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            55.645161,
            51.612903,
            59.677419,
            55.645161,
            51.612903,
            59.677419
        ],
        [
            1.344317,
            1.727872,
            1.009595,
            1.03341,
            1.341574,
            0.770594
        ],
        [
            131534,
            131534,
            47253,
            447049,
            447049,
            191244
        ],
        [
            -40642,
            -30852,
            -40642,
            -261098,
            -214791,
            -261098
        ],
        [
            66,
            82,
            51,
            66,
            82,
            51
        ],
        [
            71,
            88,
            56,
            71,
            88,
            56
        ],
        [
            61,
            77,
            42,
            61,
            77,
            42
        ],
        [
            8302,
            5140,
            3162,
            8302,
            5140,
            3162
        ],
        [
            0,
            0,
            73.135904,
            0,
            0,
            73.135904
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418337,
            -142826,
            -214686,
            70750,
            -172269,
            -327098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8487,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1638489600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758928542084,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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)