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Trade: ENS/USDT/15/DCM/KCU/1441

Strategy
ENS/USDT/15/DCM/KCU/1441
Pair
ENS_USDT
Interval
15m
Score
311641
Daily Profit
0.269853
Profit Factor
1.220997
Profitability
48.768473
Streak
8.104369
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 21:15
Expiration Time
2025-12-18 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70275.0342 32800.7974 37474.2368 38030.4266 10040.0256 27990.4011
Total P&L (%) 70.275 32.8008 37.4742 38.0304 10.04 27.9904
Avg Daily Profit (%) 0.2699 0.126 0.1439 0.1238 0.0367 0.0948
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74867 -68458 -23921 -147441 -110200 -49548
Profit Factor 1.221 1.1432 1.4211 1.0855 1.0324 1.2075
Total Trades 203 102 101 203 102 101
Winning Trades 99 45 54 99 45 54
Losing Trades 104 57 47 104 57 47
Profitability (%) 48.7685 44.1176 53.4653 48.7685 44.1176 53.4653
Ratio Avg Win / Avg Loss 1.2827 1.4481 1.2369 1.1403 1.3077 1.0509
Largest Winning Trade 38554 38554 8360 52962 52962 10940
Largest Losing Trade -21883 -21883 -6807 -24867 -24867 -17234
Avg Bars in Trades 122 204 39 122 204 39
Avg Bars in Winners 129 231 44 129 231 44
Avg Bars in Losers 115 182 34 115 182 34
Bars Traded 24802 20810 3992 24802 20810 3992
Profit Streak 8.1044 8.1356 8.1044 8.1044 8.1356 8.1044
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311641 -93112 -2664 -155728 -495644 -70266
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737101700000,
    "first_datapoint_time": 1737267300000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759601717468,
    "expiration_time": 1766080800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            70275.0341533606,
            32800.797393649,
            37474.2367597117,
            38030.4266347958,
            10040.0255505435,
            27990.4010842523
        ],
        [
            70.275034,
            32.800797,
            37.474237,
            38.030427,
            10.040026,
            27.990401
        ],
        [
            0.269853,
            0.125953,
            0.143899,
            0.12384,
            0.036745,
            0.094809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74867,
            -68458,
            -23921,
            -147441,
            -110200,
            -49548
        ],
        [
            1.220997,
            1.143232,
            1.421123,
            1.085495,
            1.032397,
            1.207453
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            99,
            45,
            54,
            99,
            45,
            54
        ],
        [
            104,
            57,
            47,
            104,
            57,
            47
        ],
        [
            48.768473,
            44.117647,
            53.465347,
            48.768473,
            44.117647,
            53.465347
        ],
        [
            1.282663,
            1.448094,
            1.236903,
            1.140318,
            1.307703,
            1.050931
        ],
        [
            38554,
            38554,
            8360,
            52962,
            52962,
            10940
        ],
        [
            -21883,
            -21883,
            -6807,
            -24867,
            -24867,
            -17234
        ],
        [
            122,
            204,
            39,
            122,
            204,
            39
        ],
        [
            129,
            231,
            44,
            129,
            231,
            44
        ],
        [
            115,
            182,
            34,
            115,
            182,
            34
        ],
        [
            24802,
            20810,
            3992,
            24802,
            20810,
            3992
        ],
        [
            8.104369,
            8.135619,
            8.104369,
            8.104369,
            8.135619,
            8.104369
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311641,
            -93112,
            -2664,
            -155728,
            -495644,
            -70266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737101700000,
    "first_datapoint_time": 1737267300000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759601717468,
    "expiration_time": 1766080800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)