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Trade: ENS/USDT/720/OHLC4/MIDPRICE/5685

Strategy
ENS/USDT/720/OHLC4/MIDPRICE/5685
Pair
ENS_USDT
Interval
12h
Score
568592
Daily Profit
0.159718
Profit Factor
2.651825
Profitability
84.848485
Streak
92.903497
Best Strategy
Training Data Length
1420.000000
Evaluation Time
2025-09-30 00:41
Expiration Time
2025-11-11 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311443.4756 224680.4232 86763.0524 797472.3891 864249.1463 -66776.7572
Total P&L (%) 311.4435 224.6804 86.7631 797.4724 864.2491 -66.7768
Avg Daily Profit (%) 0.2193 0.1582 0.0611 0.1547 0.1597 -0.0776
Buy And Hold Return (%) 59.7168 59.7168 59.7168 59.7168 59.7168 59.7168
Max Trade Drawdown -43876 -34140 -45551 -682508 -353780 -637010
Profit Factor 3.0051 4.0111 2.0751 1.5338 2.6518 0.9312
Total Trades 67 33 34 67 33 34
Winning Trades 57 28 29 57 28 29
Losing Trades 10 5 5 10 5 5
Profitability (%) 85.0746 84.8485 85.2941 85.0746 84.8485 85.2941
Ratio Avg Win / Avg Loss 0.5272 0.7163 0.3578 0.2691 0.4735 0.1606
Largest Winning Trade 127122 127122 21793 367521 367521 143915
Largest Losing Trade -40761 -34140 -40761 -562888 -238247 -562888
Avg Bars in Trades 33 42 23 33 42 23
Avg Bars in Winners 20 25 15 20 25 15
Avg Bars in Losers 104 135 73 104 135 73
Bars Traded 2217 1404 813 2217 1404 813
Profit Streak 34.9035 92.9035 34.9035 34.9035 92.9035 34.9035
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105492 537949 -128937 -107554 568592 -574671
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2840,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1647172800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759182062180,
    "expiration_time": 1762827840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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": [
        [
            311443.4756466521,
            224680.4232455345,
            86763.0524011176,
            797472.3891144203,
            864249.1463057398,
            -66776.7571913199
        ],
        [
            311.443476,
            224.680423,
            86.763052,
            797.472389,
            864.249146,
            -66.776757
        ],
        [
            0.219326,
            0.158226,
            0.061101,
            0.154656,
            0.159718,
            -0.07757
        ],
        [
            59.716758,
            59.716758,
            59.716758,
            59.716758,
            59.716758,
            59.716758
        ],
        [
            -43876,
            -34140,
            -45551,
            -682508,
            -353780,
            -637010
        ],
        [
            3.005142,
            4.011058,
            2.075078,
            1.533811,
            2.651825,
            0.931209
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            85.074627,
            84.848485,
            85.294118,
            85.074627,
            84.848485,
            85.294118
        ],
        [
            0.527218,
            0.71626,
            0.357772,
            0.26909,
            0.47354,
            0.160553
        ],
        [
            127122,
            127122,
            21793,
            367521,
            367521,
            143915
        ],
        [
            -40761,
            -34140,
            -40761,
            -562888,
            -238247,
            -562888
        ],
        [
            33,
            42,
            23,
            33,
            42,
            23
        ],
        [
            20,
            25,
            15,
            20,
            25,
            15
        ],
        [
            104,
            135,
            73,
            104,
            135,
            73
        ],
        [
            2217,
            1404,
            813,
            2217,
            1404,
            813
        ],
        [
            34.903497,
            92.903497,
            34.903497,
            34.903497,
            92.903497,
            34.903497
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105492,
            537949,
            -128937,
            -107554,
            568592,
            -574671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2840,
    "evaluation_days": 1420,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1647172800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759182062180,
    "expiration_time": 1762827840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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)