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Trade: ENS/USDT/5/LINREG/BBU/6131

Strategy
ENS/USDT/5/LINREG/BBU/6131
Pair
ENS_USDT
Interval
5m
Score
307545
Daily Profit
0.463875
Profit Factor
1.606041
Profitability
66.666667
Streak
11.275169
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 10:56
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 46063.4239 40268.9803 5794.4436 47503.286 39142.5721 8360.7139
Total P&L (%) 46.0634 40.269 5.7944 47.5033 39.1426 8.3607
Avg Daily Profit (%) 0.5306 0.4639 0.0667 0.4487 0.3812 0.0925
Buy And Hold Return (%) 12.5332 12.5332 12.5332 12.5332 12.5332 12.5332
Max Trade Drawdown -19426 -22279 -7818 -27120 -34882 -10444
Profit Factor 1.5552 1.606 1.3508 1.4265 1.4313 1.4053
Total Trades 79 39 40 79 39 40
Winning Trades 54 26 28 54 26 28
Losing Trades 25 13 12 25 13 12
Profitability (%) 68.3544 66.6667 70 68.3544 66.6667 70
Ratio Avg Win / Avg Loss 0.72 0.803 0.5789 0.6604 0.7157 0.6023
Largest Winning Trade 15272 15272 3076 17524 17524 4278
Largest Losing Trade -16381 -16381 -5425 -23482 -23482 -7875
Avg Bars in Trades 283 541 32 283 541 32
Avg Bars in Winners 199 376 34 199 376 34
Avg Bars in Losers 466 871 27 466 871 27
Bars Traded 22413 21109 1304 22413 21109 1304
Profit Streak 11.2752 11.2752 15.0148 11.2752 11.2752 15.0148
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21043 307545 -268416 -22427 241716 -233698
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751276700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759046174637,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 1.64194
        }
    }
}
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": [
        [
            46063.4239090931,
            40268.9803167107,
            5794.4435923823,
            47503.2859901084,
            39142.5720905001,
            8360.7138996083
        ],
        [
            46.063424,
            40.26898,
            5.794444,
            47.503286,
            39.142572,
            8.360714
        ],
        [
            0.530623,
            0.463875,
            0.066749,
            0.448741,
            0.381244,
            0.092538
        ],
        [
            12.533192,
            12.533192,
            12.533192,
            12.533192,
            12.533192,
            12.533192
        ],
        [
            -19426,
            -22279,
            -7818,
            -27120,
            -34882,
            -10444
        ],
        [
            1.555232,
            1.606041,
            1.350827,
            1.426514,
            1.431327,
            1.40534
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            68.35443,
            66.666667,
            70,
            68.35443,
            66.666667,
            70
        ],
        [
            0.720015,
            0.803021,
            0.578926,
            0.660423,
            0.715663,
            0.602289
        ],
        [
            15272,
            15272,
            3076,
            17524,
            17524,
            4278
        ],
        [
            -16381,
            -16381,
            -5425,
            -23482,
            -23482,
            -7875
        ],
        [
            283,
            541,
            32,
            283,
            541,
            32
        ],
        [
            199,
            376,
            34,
            199,
            376,
            34
        ],
        [
            466,
            871,
            27,
            466,
            871,
            27
        ],
        [
            22413,
            21109,
            1304,
            22413,
            21109,
            1304
        ],
        [
            11.275169,
            11.275169,
            15.014753,
            11.275169,
            11.275169,
            15.014753
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21043,
            307545,
            -268416,
            -22427,
            241716,
            -233698
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751276700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759046174637,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 1.64194
        }
    }
}

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)