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Trade: ENS/USDT/5/BBU/HL2/5363

Strategy
ENS/USDT/5/BBU/HL2/5363
Pair
ENS_USDT
Interval
5m
Score
350618
Daily Profit
0.515408
Profit Factor
1.860600
Profitability
45.161290
Streak
7.763942
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 00:15
Expiration Time
2025-12-26 23:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 42660.5362 -2081.9974 44742.5335 42016.1846 -1368.9519 43385.1365
Total P&L (%) 42.6605 -2.082 44.7425 42.0162 -1.369 43.3851
Avg Daily Profit (%) 0.4914 -0.024 0.5154 0.4049 -0.0159 0.416
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20328 -4399 -17519 -20011 -4226 -17434
Profit Factor 1.6837 0.7999 1.8606 1.6442 0.8691 1.7923
Total Trades 63 32 31 63 32 31
Winning Trades 25 11 14 25 11 14
Losing Trades 38 21 17 38 21 17
Profitability (%) 39.6825 34.375 45.1613 39.6825 34.375 45.1613
Ratio Avg Win / Avg Loss 2.5592 1.5271 2.2593 2.4992 1.6592 2.1764
Largest Winning Trade 23172 2034 23172 26301 2210 26301
Largest Losing Trade -9678 -2264 -9678 -9627 -2072 -9627
Avg Bars in Trades 390 4 789 390 4 789
Avg Bars in Winners 693 7 1233 693 7 1233
Avg Bars in Losers 191 3 423 191 3 423
Bars Traded 24618 148 24470 24618 148 24470
Profit Streak 2.7257 2.7257 7.7639 2.7257 2.7257 7.7639
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146853 -586627 350618 -147726 -586627 310935
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752803700000,
    "first_datapoint_time": 1752845400000,
    "last_datapoint_time": 1760303400000,
    "evaluation_time": 1760303704645,
    "expiration_time": 1766783400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 140,
            "offset": 0,
            "std": 3.49464
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            42660.5361547117,
            -2081.9973628364,
            44742.533517548,
            42016.1845895655,
            -1368.9518772422,
            43385.1364668077
        ],
        [
            42.660536,
            -2.081997,
            44.742534,
            42.016185,
            -1.368952,
            43.385136
        ],
        [
            0.491424,
            -0.023983,
            0.515408,
            0.404885,
            -0.015877,
            0.415981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20328,
            -4399,
            -17519,
            -20011,
            -4226,
            -17434
        ],
        [
            1.683704,
            0.799928,
            1.8606,
            1.644238,
            0.869117,
            1.792291
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            39.68254,
            34.375,
            45.16129,
            39.68254,
            34.375,
            45.16129
        ],
        [
            2.55923,
            1.527136,
            2.2593,
            2.499241,
            1.659223,
            2.176353
        ],
        [
            23172,
            2034,
            23172,
            26301,
            2210,
            26301
        ],
        [
            -9678,
            -2264,
            -9678,
            -9627,
            -2072,
            -9627
        ],
        [
            390,
            4,
            789,
            390,
            4,
            789
        ],
        [
            693,
            7,
            1233,
            693,
            7,
            1233
        ],
        [
            191,
            3,
            423,
            191,
            3,
            423
        ],
        [
            24618,
            148,
            24470,
            24618,
            148,
            24470
        ],
        [
            2.725748,
            2.725748,
            7.763942,
            2.725748,
            2.725748,
            7.763943
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146853,
            -586627,
            350618,
            -147726,
            -586627,
            310935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752803700000,
    "first_datapoint_time": 1752845400000,
    "last_datapoint_time": 1760303400000,
    "evaluation_time": 1760303704645,
    "expiration_time": 1766783400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 140,
            "offset": 0,
            "std": 3.49464
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)