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Trade: ENS/USDT/5/BBU/SSF/7952

Strategy
ENS/USDT/5/BBU/SSF/7952
Pair
ENS_USDT
Interval
5m
Score
306517
Daily Profit
0.466309
Profit Factor
2.146535
Profitability
63.636364
Streak
2.113230
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:28
Expiration Time
2025-12-25 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 31616.888 -8863.3924 40480.2804 29835.5194 -8876.2189 38711.7383
Total P&L (%) 31.6169 -8.8634 40.4803 29.8355 -8.8762 38.7117
Avg Daily Profit (%) 0.3642 -0.1021 0.4663 0.3012 -0.107 0.3777
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -13626 -11775 -10844 -14074 -11727 -11701
Profit Factor 1.6132 0.4548 2.1465 1.5637 0.4511 2.0533
Total Trades 67 34 33 67 34 33
Winning Trades 36 15 21 36 15 21
Losing Trades 31 19 12 31 19 12
Profitability (%) 53.7313 44.1176 63.6364 53.7313 44.1176 63.6364
Ratio Avg Win / Avg Loss 1.3891 0.5761 1.2266 1.3466 0.5714 1.1733
Largest Winning Trade 27933 2015 27933 28311 1976 28311
Largest Losing Trade -8709 -6177 -8709 -9529 -5929 -9529
Avg Bars in Trades 369 14 736 369 14 736
Avg Bars in Winners 416 13 704 416 13 704
Avg Bars in Losers 315 14 792 315 14 792
Bars Traded 24779 484 24295 24779 484 24295
Profit Streak 2.1098 2.1098 2.1132 2.1098 2.1098 2.1132
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115976 -586448 306517 -116920 -586448 267101
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752691200000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174883067,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 229,
            "offset": 0,
            "std": 4.1179
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            31616.8879874753,
            -8863.3924300854,
            40480.2804175606,
            29835.5193697288,
            -8876.2189280854,
            38711.7382978142
        ],
        [
            31.616888,
            -8.863392,
            40.48028,
            29.835519,
            -8.876219,
            38.711738
        ],
        [
            0.364208,
            -0.102101,
            0.466309,
            0.301223,
            -0.107017,
            0.377658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -13626,
            -11775,
            -10844,
            -14074,
            -11727,
            -11701
        ],
        [
            1.613164,
            0.454792,
            2.146535,
            1.563738,
            0.45108,
            2.053262
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            53.731343,
            44.117647,
            63.636364,
            53.731343,
            44.117647,
            63.636364
        ],
        [
            1.389113,
            0.57607,
            1.226592,
            1.346552,
            0.571368,
            1.173293
        ],
        [
            27933,
            2015,
            27933,
            28311,
            1976,
            28311
        ],
        [
            -8709,
            -6177,
            -8709,
            -9529,
            -5929,
            -9529
        ],
        [
            369,
            14,
            736,
            369,
            14,
            736
        ],
        [
            416,
            13,
            704,
            416,
            13,
            704
        ],
        [
            315,
            14,
            792,
            315,
            14,
            792
        ],
        [
            24779,
            484,
            24295,
            24779,
            484,
            24295
        ],
        [
            2.109758,
            2.109758,
            2.11323,
            2.109758,
            2.109758,
            2.11323
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115976,
            -586448,
            306517,
            -116920,
            -586448,
            267101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752675000000,
    "first_datapoint_time": 1752691200000,
    "last_datapoint_time": 1760174700000,
    "evaluation_time": 1760174883067,
    "expiration_time": 1766654700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 229,
            "offset": 0,
            "std": 4.1179
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    }
}

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)