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Trade: ENS/USDT/240/KCL/MIDPRICE/4363

Strategy
ENS/USDT/240/KCL/MIDPRICE/4363
Pair
ENS_USDT
Interval
4h
Score
446559
Daily Profit
0.203202
Profit Factor
1.870397
Profitability
54.545455
Streak
86.009393
Best Strategy
Training Data Length
1428.500000
Evaluation Time
2025-10-08 15:13
Expiration Time
2025-11-20 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292630.9561 290273.8895 2357.0667 48251.6257 50441.4411 -2189.8154
Total P&L (%) 292.631 290.2739 2.3571 48.2516 50.4414 -2.1898
Avg Daily Profit (%) 0.2049 0.2032 0.0017 0.0276 0.0286 -0.0016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99564 -60354 -55205 -230063 -162437 -69080
Profit Factor 1.5183 1.8704 1.0102 1.066 1.1056 0.9914
Total Trades 89 44 45 89 44 45
Winning Trades 46 24 22 46 24 22
Losing Trades 43 20 23 43 20 23
Profitability (%) 51.6854 54.5455 48.8889 51.6854 54.5455 48.8889
Ratio Avg Win / Avg Loss 1.4193 1.5587 1.0561 0.9964 0.9213 1.0364
Largest Winning Trade 143333 143333 24244 165112 165112 55243
Largest Losing Trade -56163 -56163 -32688 -87457 -87457 -50124
Avg Bars in Trades 83 132 35 83 132 35
Avg Bars in Winners 89 113 62 89 113 62
Avg Bars in Losers 77 154 10 77 154 10
Bars Traded 7431 5813 1618 7431 5813 1618
Profit Streak 84.6761 86.0094 84.6761 84.6761 86.0094 84.6761
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377916 446559 -565501 -305762 -260853 -578919
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8571,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1639224000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925611530,
    "expiration_time": 1763627472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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": [
        [
            292630.9561358789,
            290273.8894709685,
            2357.0666649105,
            48251.6257187902,
            50441.4411285729,
            -2189.8154097826
        ],
        [
            292.630956,
            290.273889,
            2.357067,
            48.251626,
            50.441441,
            -2.189815
        ],
        [
            0.204852,
            0.203202,
            0.00165,
            0.027567,
            0.028594,
            -0.00155
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99564,
            -60354,
            -55205,
            -230063,
            -162437,
            -69080
        ],
        [
            1.518277,
            1.870397,
            1.010198,
            1.065957,
            1.105563,
            0.99137
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            51.685393,
            54.545455,
            48.888889,
            51.685393,
            54.545455,
            48.888889
        ],
        [
            1.419259,
            1.558664,
            1.056116,
            0.996438,
            0.921303,
            1.036432
        ],
        [
            143333,
            143333,
            24244,
            165112,
            165112,
            55243
        ],
        [
            -56163,
            -56163,
            -32688,
            -87457,
            -87457,
            -50124
        ],
        [
            83,
            132,
            35,
            83,
            132,
            35
        ],
        [
            89,
            113,
            62,
            89,
            113,
            62
        ],
        [
            77,
            154,
            10,
            77,
            154,
            10
        ],
        [
            7431,
            5813,
            1618,
            7431,
            5813,
            1618
        ],
        [
            84.676059,
            86.009393,
            84.676059,
            84.676059,
            86.009393,
            84.676059
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377916,
            446559,
            -565501,
            -305762,
            -260853,
            -578919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8571,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1639224000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925611530,
    "expiration_time": 1763627472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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)