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Trade: ENS/USDT/720/HILO/MIDPOINT/1472

Strategy
ENS/USDT/720/HILO/MIDPOINT/1472
Pair
ENS_USDT
Interval
12h
Score
403566
Daily Profit
0.249147
Profit Factor
1.551331
Profitability
49.586777
Streak
0.000000
Best Strategy
Training Data Length
1421.000000
Evaluation Time
2025-09-30 17:14
Expiration Time
2025-11-12 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 354037.4554 305697.7515 48339.7039 211314.9783 489421.717 -278106.7386
Total P&L (%) 354.0375 305.6978 48.3397 211.315 489.4217 -278.1067
Avg Daily Profit (%) 0.2491 0.2151 0.034 0.08 0.1249 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95507 -56717 -69232 -715317 -358388 -525629
Profit Factor 1.5513 1.8551 1.1698 1.0716 1.302 0.791
Total Trades 121 60 61 121 60 61
Winning Trades 60 26 34 60 26 34
Losing Trades 61 34 27 61 34 27
Profitability (%) 49.5868 43.3333 55.7377 49.5868 43.3333 55.7377
Ratio Avg Win / Avg Loss 1.5772 2.4259 0.929 1.0895 1.7026 0.6282
Largest Winning Trade 173517 173517 32509 480378 480378 111881
Largest Losing Trade -32519 -32519 -25817 -234893 -179945 -234893
Avg Bars in Trades 21 28 14 21 28 14
Avg Bars in Winners 23 33 14 23 33 14
Avg Bars in Losers 19 23 13 19 23 13
Bars Traded 2553 1694 859 2553 1694 859
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403566 -160224 -344976 -227540 -196537 -741436
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639051200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241683385,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 60,
            "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": [
        [
            354037.4553877554,
            305697.7514972803,
            48339.7038904749,
            211314.9783403741,
            489421.7169742178,
            -278106.738633843
        ],
        [
            354.037455,
            305.697751,
            48.339704,
            211.314978,
            489.421717,
            -278.106739
        ],
        [
            0.249147,
            0.215129,
            0.034018,
            0.07995,
            0.124918,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95507,
            -56717,
            -69232,
            -715317,
            -358388,
            -525629
        ],
        [
            1.551331,
            1.855089,
            1.169824,
            1.071595,
            1.301971,
            0.791019
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            49.586777,
            43.333333,
            55.737705,
            49.586777,
            43.333333,
            55.737705
        ],
        [
            1.577187,
            2.425885,
            0.928978,
            1.089455,
            1.702577,
            0.628162
        ],
        [
            173517,
            173517,
            32509,
            480378,
            480378,
            111881
        ],
        [
            -32519,
            -32519,
            -25817,
            -234893,
            -179945,
            -234893
        ],
        [
            21,
            28,
            14,
            21,
            28,
            14
        ],
        [
            23,
            33,
            14,
            23,
            33,
            14
        ],
        [
            19,
            23,
            13,
            19,
            23,
            13
        ],
        [
            2553,
            1694,
            859,
            2553,
            1694,
            859
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403566,
            -160224,
            -344976,
            -227540,
            -196537,
            -741436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2842,
    "evaluation_days": 1421,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639051200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759241683385,
    "expiration_time": 1762916832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 60,
            "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)