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Trade: ENS/USDT/480/LINREG/MIDPRICE/2359

Strategy
ENS/USDT/480/LINREG/MIDPRICE/2359
Pair
ENS_USDT
Interval
8h
Score
537327
Daily Profit
0.223261
Profit Factor
3.046212
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1423.330000
Evaluation Time
2025-10-03 06:19
Expiration Time
2025-11-14 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394653.9931 317773.9389 76880.0542 864974.1975 484544.2785 380429.919
Total P&L (%) 394.654 317.7739 76.8801 864.9742 484.5443 380.4299
Avg Daily Profit (%) 0.2773 0.2233 0.054 0.1594 0.1241 0.1103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71031 -45026 -81041 -186288 -156165 -161814
Profit Factor 2.2856 3.0462 1.5069 2.1558 2.033 2.362
Total Trades 71 35 36 71 35 36
Winning Trades 42 21 21 42 21 21
Losing Trades 29 14 15 29 14 15
Profitability (%) 59.1549 60 58.3333 59.1549 60 58.3333
Ratio Avg Win / Avg Loss 1.5782 2.0308 1.0763 1.4885 1.3553 1.6871
Largest Winning Trade 144582 144582 36684 298433 298433 172848
Largest Losing Trade -45026 -45026 -33993 -131618 -131618 -56142
Avg Bars in Trades 50 61 39 50 61 39
Avg Bars in Winners 54 59 50 54 59 50
Avg Bars in Losers 43 64 25 43 64 25
Bars Traded 3567 2138 1429 3567 2138 1429
Profit Streak 28.472 0 331.1387 28.472 0 331.1387
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76639 537327 -116935 -78592 -23262 -38695
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4270,
    "evaluation_days": 1423.33,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1641916800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461583144,
    "expiration_time": 1763138880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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": [
        [
            394653.9931347952,
            317773.9389304382,
            76880.0542043571,
            864974.1974909791,
            484544.2784849765,
            380429.9190060026
        ],
        [
            394.653993,
            317.773939,
            76.880054,
            864.974197,
            484.544278,
            380.429919
        ],
        [
            0.277275,
            0.223261,
            0.054014,
            0.159396,
            0.124128,
            0.110331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71031,
            -45026,
            -81041,
            -186288,
            -156165,
            -161814
        ],
        [
            2.285606,
            3.046212,
            1.506856,
            2.155756,
            2.032954,
            2.361988
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            59.15493,
            60,
            58.333333,
            59.15493,
            60,
            58.333333
        ],
        [
            1.578157,
            2.030808,
            1.076326,
            1.488498,
            1.355303,
            1.687135
        ],
        [
            144582,
            144582,
            36684,
            298433,
            298433,
            172848
        ],
        [
            -45026,
            -45026,
            -33993,
            -131618,
            -131618,
            -56142
        ],
        [
            50,
            61,
            39,
            50,
            61,
            39
        ],
        [
            54,
            59,
            50,
            54,
            59,
            50
        ],
        [
            43,
            64,
            25,
            43,
            64,
            25
        ],
        [
            3567,
            2138,
            1429,
            3567,
            2138,
            1429
        ],
        [
            28.472027,
            0,
            331.138694,
            28.472027,
            0,
            331.138694
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76639,
            537327,
            -116935,
            -78592,
            -23262,
            -38695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4270,
    "evaluation_days": 1423.33,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1641916800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759461583144,
    "expiration_time": 1763138880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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)