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Trade: ENS/USDT/120/KCL/DCL/2377

Strategy
ENS/USDT/120/KCL/DCL/2377
Pair
ENS_USDT
Interval
2h
Score
328579
Daily Profit
0.200402
Profit Factor
1.198061
Profitability
60.639777
Streak
0.000000
Best Strategy
Training Data Length
1430.580000
Evaluation Time
2025-10-10 22:19
Expiration Time
2025-12-01 08:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286691.1102 183740.2795 102950.8307 97370.0928 195690.3713 -98320.2786
Total P&L (%) 286.6911 183.7403 102.9508 97.3701 195.6904 -98.3203
Avg Daily Profit (%) 0.2004 0.1284 0.072 0.0475 0.0758 -0.2852
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83285 -83270 -109056 -365218 -209385 -499209
Profit Factor 1.1981 1.2733 1.1328 1.0226 1.0994 0.958
Total Trades 719 359 360 719 359 360
Winning Trades 436 208 228 436 208 228
Losing Trades 283 151 132 283 151 132
Profitability (%) 60.6398 57.9387 63.3333 60.6398 57.9387 63.3333
Ratio Avg Win / Avg Loss 0.7776 0.9244 0.6558 0.6638 0.7981 0.5546
Largest Winning Trade 44242 44242 30923 73424 73424 50653
Largest Losing Trade -47065 -47065 -42479 -171049 -171049 -160415
Avg Bars in Trades 23 21 25 23 21 25
Avg Bars in Winners 16 13 20 16 13 20
Avg Bars in Losers 33 33 34 33 33 34
Bars Traded 16949 7807 9142 16949 7807 9142
Profit Streak 0 2.0549 0 0 2.0549 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328579 -22697 -169620 -320924 -203948 -577445
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17167,
    "evaluation_days": 1430.58,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637546400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760123944588,
    "expiration_time": 1764568886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 143,
            "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": [
        [
            286691.1101933592,
            183740.2795388991,
            102950.8306544599,
            97370.0927587009,
            195690.3713222996,
            -98320.2785635989
        ],
        [
            286.69111,
            183.74028,
            102.950831,
            97.370093,
            195.690371,
            -98.320279
        ],
        [
            0.200402,
            0.128438,
            0.071964,
            0.047538,
            0.075812,
            -0.285249
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83285,
            -83270,
            -109056,
            -365218,
            -209385,
            -499209
        ],
        [
            1.198061,
            1.273286,
            1.132814,
            1.022602,
            1.099423,
            0.957979
        ],
        [
            719,
            359,
            360,
            719,
            359,
            360
        ],
        [
            436,
            208,
            228,
            436,
            208,
            228
        ],
        [
            283,
            151,
            132,
            283,
            151,
            132
        ],
        [
            60.639777,
            57.938719,
            63.333333,
            60.639777,
            57.938719,
            63.333333
        ],
        [
            0.777641,
            0.924357,
            0.65584,
            0.663753,
            0.798139,
            0.55462
        ],
        [
            44242,
            44242,
            30923,
            73424,
            73424,
            50653
        ],
        [
            -47065,
            -47065,
            -42479,
            -171049,
            -171049,
            -160415
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            16,
            13,
            20,
            16,
            13,
            20
        ],
        [
            33,
            33,
            34,
            33,
            33,
            34
        ],
        [
            16949,
            7807,
            9142,
            16949,
            7807,
            9142
        ],
        [
            0,
            2.054914,
            0,
            0,
            2.054914,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328579,
            -22697,
            -169620,
            -320924,
            -203948,
            -577445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 17167,
    "evaluation_days": 1430.58,
    "actual_first_datapoint_time": 1636524000000,
    "first_datapoint_time": 1637546400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760123944588,
    "expiration_time": 1764568886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 143,
            "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)