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Trade: ENS/USDT/720/HILO/MIDPRICE/7708

Strategy
ENS/USDT/720/HILO/MIDPRICE/7708
Pair
ENS_USDT
Interval
12h
Score
312633
Daily Profit
0.196890
Profit Factor
1.329554
Profitability
46.341463
Streak
0.000000
Best Strategy
Training Data Length
1432.500000
Evaluation Time
2025-10-12 09:05
Expiration Time
2025-11-24 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282044.8536 215010.2788 67034.5748 4128.9981 -43372.3709 47501.369
Total P&L (%) 282.0449 215.0103 67.0346 4.129 -43.3724 47.5014
Avg Daily Profit (%) 0.1969 0.1501 0.0468 0.0028 -0.0397 0.0271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105719 -93926 -50445 -151790 -129750 -75043
Profit Factor 1.3296 1.3967 1.2136 1.0054 0.9116 1.1721
Total Trades 164 82 82 164 82 82
Winning Trades 76 35 41 76 35 41
Losing Trades 88 47 41 88 47 41
Profitability (%) 46.3415 42.6829 50 46.3415 42.6829 50
Ratio Avg Win / Avg Loss 1.5395 1.8756 1.2136 1.1641 1.2241 1.1721
Largest Winning Trade 127822 127822 28400 102150 102150 39808
Largest Losing Trade -42257 -42257 -38356 -64979 -64979 -56971
Avg Bars in Trades 17 23 10 17 23 10
Avg Bars in Winners 20 29 13 20 29 13
Avg Bars in Losers 14 19 7 14 19 7
Bars Traded 2814 1957 857 2814 1957 857
Profit Streak 0 0 90.2537 0 0 90.2537
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312633 70368 -133872 -569707 -586137 -192201
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2865,
    "evaluation_days": 1432.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638360000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249120522,
    "expiration_time": 1763940240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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": [
        [
            282044.8536252073,
            215010.2787867095,
            67034.5748384977,
            4128.9981208521,
            -43372.3708688832,
            47501.3689897353
        ],
        [
            282.044854,
            215.010279,
            67.034575,
            4.128998,
            -43.372371,
            47.501369
        ],
        [
            0.19689,
            0.150094,
            0.046796,
            0.002824,
            -0.03969,
            0.027136
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105719,
            -93926,
            -50445,
            -151790,
            -129750,
            -75043
        ],
        [
            1.329554,
            1.396716,
            1.21358,
            1.005386,
            0.911594,
            1.172114
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            88,
            47,
            41,
            88,
            47,
            41
        ],
        [
            46.341463,
            42.682927,
            50,
            46.341463,
            42.682927,
            50
        ],
        [
            1.539484,
            1.87559,
            1.21358,
            1.164131,
            1.22414,
            1.172114
        ],
        [
            127822,
            127822,
            28400,
            102150,
            102150,
            39808
        ],
        [
            -42257,
            -42257,
            -38356,
            -64979,
            -64979,
            -56971
        ],
        [
            17,
            23,
            10,
            17,
            23,
            10
        ],
        [
            20,
            29,
            13,
            20,
            29,
            13
        ],
        [
            14,
            19,
            7,
            14,
            19,
            7
        ],
        [
            2814,
            1957,
            857,
            2814,
            1957,
            857
        ],
        [
            0,
            0,
            90.25371,
            0,
            0,
            90.25371
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312633,
            70368,
            -133872,
            -569707,
            -586137,
            -192201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2865,
    "evaluation_days": 1432.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638360000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760249120522,
    "expiration_time": 1763940240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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)