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Trade: ENS/USDT/480/HILO/DCM/1104

Strategy
ENS/USDT/480/HILO/DCM/1104
Pair
ENS_USDT
Interval
8h
Score
344873
Daily Profit
0.166042
Profit Factor
1.397115
Profitability
55.038760
Streak
16.180458
Best Strategy
Training Data Length
1426.330000
Evaluation Time
2025-10-06 07:19
Expiration Time
2025-11-17 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236831.2065 200901.3775 35929.829 104383.4009 97157.683 7225.7179
Total P&L (%) 236.8312 200.9014 35.9298 104.3834 97.1577 7.2257
Avg Daily Profit (%) 0.166 0.1409 0.0252 0.0501 0.0476 0.0049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135589 -75807 -89795 -545597 -298550 -252869
Profit Factor 1.3971 1.6335 1.1287 1.0675 1.1179 1.01
Total Trades 129 64 65 129 64 65
Winning Trades 71 36 35 71 36 35
Losing Trades 58 28 30 58 28 30
Profitability (%) 55.0388 56.25 53.8462 55.0388 56.25 53.8462
Ratio Avg Win / Avg Loss 1.1413 1.2705 0.9674 0.8721 0.8695 0.8657
Largest Winning Trade 71320 71320 24766 169105 169105 105946
Largest Losing Trade -42884 -36063 -42884 -263647 -263647 -200452
Avg Bars in Trades 30 41 19 30 41 19
Avg Bars in Winners 31 41 20 31 41 20
Avg Bars in Losers 29 41 18 29 41 18
Bars Traded 3964 2675 1289 3964 2675 1289
Profit Streak 16.1805 0 50.1805 16.1805 0 50.1805
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344873 -141391 -372802 -272319 -360227 -693583
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4279,
    "evaluation_days": 1426.33,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638748800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724391608,
    "expiration_time": 1763405856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "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": [
        [
            236831.2064568421,
            200901.3774999548,
            35929.8289568874,
            104383.4009029154,
            97157.6829728984,
            7225.7179300169
        ],
        [
            236.831206,
            200.901377,
            35.929829,
            104.383401,
            97.157683,
            7.225718
        ],
        [
            0.166042,
            0.140852,
            0.02519,
            0.050129,
            0.047604,
            0.004891
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135589,
            -75807,
            -89795,
            -545597,
            -298550,
            -252869
        ],
        [
            1.397115,
            1.633487,
            1.128668,
            1.067519,
            1.117883,
            1.010011
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            55.03876,
            56.25,
            53.846154,
            55.03876,
            56.25,
            53.846154
        ],
        [
            1.141305,
            1.27049,
            0.96743,
            0.872057,
            0.869464,
            0.865723
        ],
        [
            71320,
            71320,
            24766,
            169105,
            169105,
            105946
        ],
        [
            -42884,
            -36063,
            -42884,
            -263647,
            -263647,
            -200452
        ],
        [
            30,
            41,
            19,
            30,
            41,
            19
        ],
        [
            31,
            41,
            20,
            31,
            41,
            20
        ],
        [
            29,
            41,
            18,
            29,
            41,
            18
        ],
        [
            3964,
            2675,
            1289,
            3964,
            2675,
            1289
        ],
        [
            16.180458,
            0,
            50.180458,
            16.180458,
            0,
            50.180458
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344873,
            -141391,
            -372802,
            -272319,
            -360227,
            -693583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4279,
    "evaluation_days": 1426.33,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638748800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759724391608,
    "expiration_time": 1763405856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "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)