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Trade: ENS/USDT/360/SSF/DCM/8615

Strategy
ENS/USDT/360/SSF/DCM/8615
Pair
ENS_USDT
Interval
6h
Score
308798
Daily Profit
0.182477
Profit Factor
1.310006
Profitability
48.603352
Streak
17.595910
Best Strategy
Training Data Length
1421.000000
Evaluation Time
2025-10-01 05:18
Expiration Time
2025-11-12 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259299.8848 166972.3752 92327.5096 75788.778 69079.9593 6708.8188
Total P&L (%) 259.2999 166.9724 92.3275 75.7888 69.08 6.7088
Avg Daily Profit (%) 0.1825 0.1175 0.065 0.0397 0.037 0.0046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153468 -67703 -123046 -364430 -168599 -276566
Profit Factor 1.31 1.4088 1.2157 1.0528 1.096 1.0094
Total Trades 179 89 90 179 89 90
Winning Trades 87 42 45 87 42 45
Losing Trades 92 47 45 92 47 45
Profitability (%) 48.6034 47.191 50 48.6034 47.191 50
Ratio Avg Win / Avg Loss 1.3853 1.5766 1.2157 1.1134 1.2265 1.0094
Largest Winning Trade 78731 78731 35931 129779 129779 58862
Largest Losing Trade -49662 -49662 -45103 -93422 -75684 -93422
Avg Bars in Trades 31 36 25 31 36 25
Avg Bars in Winners 31 36 27 31 36 27
Avg Bars in Losers 30 37 23 30 37 23
Bars Traded 5580 3285 2295 5580 3285 2295
Profit Streak 17.5959 0 77.0959 17.5959 0 77.0959
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308798 -35684 -105270 -301301 -259906 -561356
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5684,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285086606,
    "expiration_time": 1762960032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "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": [
        [
            259299.8847929705,
            166972.3752036869,
            92327.5095892837,
            75788.7780483938,
            69079.959291686,
            6708.8187567079
        ],
        [
            259.299885,
            166.972375,
            92.32751,
            75.788778,
            69.079959,
            6.708819
        ],
        [
            0.182477,
            0.117503,
            0.064974,
            0.039706,
            0.036967,
            0.00457
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153468,
            -67703,
            -123046,
            -364430,
            -168599,
            -276566
        ],
        [
            1.310006,
            1.408843,
            1.215702,
            1.052845,
            1.096007,
            1.009388
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            87,
            42,
            45,
            87,
            42,
            45
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            48.603352,
            47.191011,
            50,
            48.603352,
            47.191011,
            50
        ],
        [
            1.385294,
            1.576562,
            1.215702,
            1.113354,
            1.226484,
            1.009388
        ],
        [
            78731,
            78731,
            35931,
            129779,
            129779,
            58862
        ],
        [
            -49662,
            -49662,
            -45103,
            -93422,
            -75684,
            -93422
        ],
        [
            31,
            36,
            25,
            31,
            36,
            25
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            30,
            37,
            23,
            30,
            37,
            23
        ],
        [
            5580,
            3285,
            2295,
            5580,
            3285,
            2295
        ],
        [
            17.59591,
            0,
            77.09591,
            17.59591,
            0,
            77.09591
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308798,
            -35684,
            -105270,
            -301301,
            -259906,
            -561356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5684,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637928000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285086606,
    "expiration_time": 1762960032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "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)