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Trade: ENS/USDT/360/ALMA/DCM/1559

Strategy
ENS/USDT/360/ALMA/DCM/1559
Pair
ENS_USDT
Interval
6h
Score
518223
Daily Profit
0.230344
Profit Factor
2.548813
Profitability
55.263158
Streak
134.348937
Best Strategy
Training Data Length
1414.500000
Evaluation Time
2025-09-26 23:22
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 418637.7086 325820.9781 92816.7305 598709.2962 459210.4052 139498.891
Total P&L (%) 418.6377 325.821 92.8167 598.7093 459.2104 139.4989
Avg Daily Profit (%) 0.296 0.2303 0.0656 0.1375 0.1218 0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97956 -52385 -95624 -340955 -251664 -296796
Profit Factor 2.0248 2.5488 1.4685 1.4678 1.6786 1.2312
Total Trades 77 38 39 77 38 39
Winning Trades 43 21 22 43 21 22
Losing Trades 34 17 17 34 17 17
Profitability (%) 55.8442 55.2632 56.4103 55.8442 55.2632 56.4103
Ratio Avg Win / Avg Loss 1.601 2.0633 1.1347 1.1605 1.3589 0.9514
Largest Winning Trade 137868 137868 37618 283063 283063 121903
Largest Losing Trade -62578 -39522 -62578 -204008 -161631 -204008
Avg Bars in Trades 64 77 52 64 77 52
Avg Bars in Winners 76 84 69 76 84 69
Avg Bars in Losers 49 69 30 49 69 30
Bars Traded 4984 2954 2029 4984 2954 2029
Profit Streak 134.3489 134.3489 137.8489 134.3489 134.3489 137.8489
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31536 518223 -101999 -51729 -26724 -110254

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1640757600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918148172,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "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": [
        [
            418637.7085799236,
            325820.9780586767,
            92816.7305212468,
            598709.2961849337,
            459210.4051799621,
            139498.891004972
        ],
        [
            418.637709,
            325.820978,
            92.816731,
            598.709296,
            459.210405,
            139.498891
        ],
        [
            0.295962,
            0.230344,
            0.065618,
            0.137533,
            0.121768,
            0.061764
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97956,
            -52385,
            -95624,
            -340955,
            -251664,
            -296796
        ],
        [
            2.024827,
            2.548813,
            1.468469,
            1.46775,
            1.678617,
            1.23123
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            55.844156,
            55.263158,
            56.410256,
            55.844156,
            55.263158,
            56.410256
        ],
        [
            1.601026,
            2.063325,
            1.134726,
            1.160546,
            1.35888,
            0.951405
        ],
        [
            137868,
            137868,
            37618,
            283063,
            283063,
            121903
        ],
        [
            -62578,
            -39522,
            -62578,
            -204008,
            -161631,
            -204008
        ],
        [
            64,
            77,
            52,
            64,
            77,
            52
        ],
        [
            76,
            84,
            69,
            76,
            84,
            69
        ],
        [
            49,
            69,
            30,
            49,
            69,
            30
        ],
        [
            4984,
            2954,
            2029,
            4984,
            2954,
            2029
        ],
        [
            134.348937,
            134.348937,
            137.848937,
            134.348937,
            134.348937,
            137.848937
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31536,
            518223,
            -101999,
            -51729,
            -26724,
            -110254
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5658,
    "evaluation_days": 1414.5,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1640757600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918148172,
    "expiration_time": 1762381584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "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)