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Trade: ENS/USDT/360/KCB/MIDPOINT/1328

Strategy
ENS/USDT/360/KCB/MIDPOINT/1328
Pair
ENS_USDT
Interval
6h
Score
353361
Daily Profit
0.199705
Profit Factor
1.420140
Profitability
53.097345
Streak
7.692183
Best Strategy
Training Data Length
1422.000000
Evaluation Time
2025-10-02 07:36
Expiration Time
2025-11-13 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283981.1463 232168.5977 51812.5486 87713.0448 106163.4217 -18450.3769
Total P&L (%) 283.9811 232.1686 51.8125 87.713 106.1634 -18.4504
Avg Daily Profit (%) 0.1997 0.1633 0.0364 0.0443 0.0509 -0.0143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82091 -63088 -53467 -313225 -249789 -162224
Profit Factor 1.4201 1.6164 1.1731 1.0684 1.146 0.9667
Total Trades 113 56 57 113 56 57
Winning Trades 60 31 29 60 31 29
Losing Trades 53 25 28 53 25 28
Profitability (%) 53.0973 55.3571 50.8772 53.0973 55.3571 50.8772
Ratio Avg Win / Avg Loss 1.2545 1.3036 1.1327 0.9438 0.9242 0.9334
Largest Winning Trade 90534 90534 27483 148569 148569 104145
Largest Losing Trade -47199 -47199 -27628 -116922 -116922 -81513
Avg Bars in Trades 48 64 32 48 64 32
Avg Bars in Winners 49 58 40 49 58 40
Avg Bars in Losers 46 72 23 46 72 23
Bars Traded 5440 3601 1839 5440 3601 1839
Profit Streak 7.6922 0 78.4422 7.6922 0 78.4422
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353361 -170104 -354515 -279268 -365933 -759755
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5688,
    "evaluation_days": 1422,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639159200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759379804644,
    "expiration_time": 1763049024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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": [
        [
            283981.1463366829,
            232168.5977180864,
            51812.5486185964,
            87713.0447960004,
            106163.4216671223,
            -18450.3768711219
        ],
        [
            283.981146,
            232.168598,
            51.812549,
            87.713045,
            106.163422,
            -18.450377
        ],
        [
            0.199705,
            0.163269,
            0.036436,
            0.044296,
            0.050892,
            -0.014342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82091,
            -63088,
            -53467,
            -313225,
            -249789,
            -162224
        ],
        [
            1.42014,
            1.616443,
            1.173116,
            1.068447,
            1.145974,
            0.966708
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            53.097345,
            55.357143,
            50.877193,
            53.097345,
            55.357143,
            50.877193
        ],
        [
            1.254457,
            1.303583,
            1.132664,
            0.943795,
            0.924173,
            0.933374
        ],
        [
            90534,
            90534,
            27483,
            148569,
            148569,
            104145
        ],
        [
            -47199,
            -47199,
            -27628,
            -116922,
            -116922,
            -81513
        ],
        [
            48,
            64,
            32,
            48,
            64,
            32
        ],
        [
            49,
            58,
            40,
            49,
            58,
            40
        ],
        [
            46,
            72,
            23,
            46,
            72,
            23
        ],
        [
            5440,
            3601,
            1839,
            5440,
            3601,
            1839
        ],
        [
            7.692183,
            0,
            78.442183,
            7.692183,
            0,
            78.442183
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353361,
            -170104,
            -354515,
            -279268,
            -365933,
            -759755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5688,
    "evaluation_days": 1422,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1639159200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759379804644,
    "expiration_time": 1763049024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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)