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Trade: ENS/USDT/30/DCM/MIDPRICE/5190

Strategy
ENS/USDT/30/DCM/MIDPRICE/5190
Pair
ENS_USDT
Interval
30m
Score
403549
Daily Profit
0.154087
Profit Factor
2.608029
Profitability
62.068966
Streak
67.558980
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-30 21:24
Expiration Time
2025-12-14 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -43944.6716 52591.8798 -96536.5514 -157511.8561 122980.8304 -280492.6865
Total P&L (%) -43.9447 52.5919 -96.5366 -157.5119 122.9808 -280.4927
Avg Daily Profit (%) -0.0844 0.101 -0.1854 0 0.1541 0
Buy And Hold Return (%) 38.0282 38.0282 38.0282 38.0282 38.0282 38.0282
Max Trade Drawdown -208465 -71972 -150059 -377624 -19770 -371697
Profit Factor 0.8752 1.4659 0.5965 0.7042 2.608 0.3849
Total Trades 58 29 29 58 29 29
Winning Trades 23 10 13 31 18 13
Losing Trades 35 19 16 27 11 16
Profitability (%) 39.6552 34.4828 44.8276 53.4483 62.069 44.8276
Ratio Avg Win / Avg Loss 1.3318 2.7852 0.7341 0.6133 1.5938 0.4738
Largest Winning Trade 60678 60678 29057 60678 60678 43240
Largest Losing Trade -137925 -26207 -137925 -350987 -19770 -350987
Avg Bars in Trades 415 446 384 415 446 384
Avg Bars in Winners 499 679 361 447 478 405
Avg Bars in Losers 360 324 402 378 394 366
Bars Traded 24096 12960 11136 24096 12960 11136
Profit Streak 0 0 0 26.4756 67.559 26.4756
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -763480 -109250 -583413 -759382 403549 -582871
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714257000000,
    "first_datapoint_time": 1714611600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759256695831,
    "expiration_time": 1765735200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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": [
        [
            -43944.6715990151,
            52591.8798085466,
            -96536.5514075617,
            -157511.8560991523,
            122980.8304177197,
            -280492.6865168721
        ],
        [
            -43.944672,
            52.59188,
            -96.536551,
            -157.511856,
            122.98083,
            -280.492687
        ],
        [
            -0.084374,
            0.100977,
            -0.185351,
            0,
            0.154087,
            0
        ],
        [
            38.028169,
            38.028169,
            38.028169,
            38.028169,
            38.028169,
            38.028169
        ],
        [
            -208465,
            -71972,
            -150059,
            -377624,
            -19770,
            -371697
        ],
        [
            0.875196,
            1.465896,
            0.596461,
            0.704209,
            2.608029,
            0.384926
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            23,
            10,
            13,
            31,
            18,
            13
        ],
        [
            35,
            19,
            16,
            27,
            11,
            16
        ],
        [
            39.655172,
            34.482759,
            44.827586,
            53.448276,
            62.068966,
            44.827586
        ],
        [
            1.331819,
            2.785202,
            0.734106,
            0.613343,
            1.593796,
            0.473756
        ],
        [
            60678,
            60678,
            29057,
            60678,
            60678,
            43240
        ],
        [
            -137925,
            -26207,
            -137925,
            -350987,
            -19770,
            -350987
        ],
        [
            415,
            446,
            384,
            415,
            446,
            384
        ],
        [
            499,
            679,
            361,
            447,
            478,
            405
        ],
        [
            360,
            324,
            402,
            378,
            394,
            366
        ],
        [
            24096,
            12960,
            11136,
            24096,
            12960,
            11136
        ],
        [
            0,
            0,
            0,
            26.475646,
            67.55898,
            26.475646
        ],
        [
            0,
            0,
            0,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -763480,
            -109250,
            -583413,
            -759382,
            403549,
            -582871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714257000000,
    "first_datapoint_time": 1714611600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759256695831,
    "expiration_time": 1765735200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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)