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Trade: ENS/USDT/5/RMA/LINREG/8937

Strategy
ENS/USDT/5/RMA/LINREG/8937
Pair
ENS_USDT
Interval
5m
Score
329768
Daily Profit
0.920919
Profit Factor
1.384159
Profitability
38.674033
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 22:35
Expiration Time
2025-12-25 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79944.9936 42956.8812 36988.1124 42816.5866 36717.5137 6099.0729
Total P&L (%) 79.945 42.9569 36.9881 42.8166 36.7175 6.0991
Avg Daily Profit (%) 0.9209 0.4948 0.4261 0.4114 0.3609 0.0682
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64550 -47040 -26870 -48767 -32808 -21099
Profit Factor 1.3842 1.3745 1.3961 1.2838 1.457 1.0865
Total Trades 181 90 91 181 90 91
Winning Trades 70 34 36 70 34 36
Losing Trades 111 56 55 111 56 55
Profitability (%) 38.674 37.7778 39.5604 38.674 37.7778 39.5604
Ratio Avg Win / Avg Loss 2.1949 2.2638 2.1329 2.0358 2.3998 1.6599
Largest Winning Trade 89607 89607 58736 69371 69371 28646
Largest Losing Trade -7352 -7352 -7153 -6309 -4678 -6309
Avg Bars in Trades 136 130 142 136 130 142
Avg Bars in Winners 159 144 174 159 144 174
Avg Bars in Losers 121 121 121 121 121 121
Bars Traded 24695 11715 12980 24695 11715 12980
Profit Streak 0 0.9863 0 0 0.9863 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329768 -158 91007 113353 -1075 -398211
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752711300000,
    "first_datapoint_time": 1752771600000,
    "last_datapoint_time": 1760211000000,
    "evaluation_time": 1760211315547,
    "expiration_time": 1766691000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 202,
            "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": [
        [
            79944.9936023692,
            42956.8812195559,
            36988.1123828132,
            42816.586596777,
            36717.5136692204,
            6099.0729275566
        ],
        [
            79.944994,
            42.956881,
            36.988112,
            42.816587,
            36.717514,
            6.099073
        ],
        [
            0.920919,
            0.494838,
            0.426081,
            0.411385,
            0.360915,
            0.068222
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64550,
            -47040,
            -26870,
            -48767,
            -32808,
            -21099
        ],
        [
            1.384159,
            1.374461,
            1.396071,
            1.283818,
            1.456998,
            1.086494
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            38.674033,
            37.777778,
            39.56044,
            38.674033,
            37.777778,
            39.56044
        ],
        [
            2.19488,
            2.263818,
            2.132887,
            2.035768,
            2.399761,
            1.659921
        ],
        [
            89607,
            89607,
            58736,
            69371,
            69371,
            28646
        ],
        [
            -7352,
            -7352,
            -7153,
            -6309,
            -4678,
            -6309
        ],
        [
            136,
            130,
            142,
            136,
            130,
            142
        ],
        [
            159,
            144,
            174,
            159,
            144,
            174
        ],
        [
            121,
            121,
            121,
            121,
            121,
            121
        ],
        [
            24695,
            11715,
            12980,
            24695,
            11715,
            12980
        ],
        [
            0,
            0.986291,
            0,
            0,
            0.986291,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329768,
            -158,
            91007,
            113353,
            -1075,
            -398211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752711300000,
    "first_datapoint_time": 1752771600000,
    "last_datapoint_time": 1760211000000,
    "evaluation_time": 1760211315547,
    "expiration_time": 1766691000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 202,
            "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)