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Trade: ENS/USDT/240/BBM/MIDPRICE/9089

Strategy
ENS/USDT/240/BBM/MIDPRICE/9089
Pair
ENS_USDT
Interval
4h
Score
457832
Daily Profit
0.240135
Profit Factor
1.699109
Profitability
56.842105
Streak
12.954317
Best Strategy
Training Data Length
1425.000000
Evaluation Time
2025-10-05 05:54
Expiration Time
2025-11-16 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342191.9715 261105.3929 81086.5786 435590.9529 343702.6418 91888.3111
Total P&L (%) 342.192 261.1054 81.0866 435.591 343.7026 91.8883
Avg Daily Profit (%) 0.2401 0.1832 0.0569 0.1178 0.1046 0.0457
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76057 -49988 -43636 -747837 -550690 -320885
Profit Factor 1.6991 1.9937 1.3577 1.2035 1.3046 1.0908
Total Trades 95 47 48 95 47 48
Winning Trades 54 24 30 54 24 30
Losing Trades 41 23 18 41 23 18
Profitability (%) 56.8421 51.0638 62.5 56.8421 51.0638 62.5
Ratio Avg Win / Avg Loss 1.2901 1.9107 0.8146 0.9138 1.2503 0.6545
Largest Winning Trade 89291 89291 24974 398003 398003 185628
Largest Losing Trade -38347 -33004 -38347 -354080 -354080 -220390
Avg Bars in Trades 80 108 54 80 108 54
Avg Bars in Winners 81 118 52 81 118 52
Avg Bars in Losers 79 98 56 79 98 56
Bars Traded 7691 5092 2599 7691 5092 2599
Profit Streak 12.9543 12.9543 81.121 12.9543 12.9543 81.121
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457832 435394 -115089 -35216 -52379 -251053
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8550,
    "evaluation_days": 1425,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1639108800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632853028,
    "expiration_time": 1763316000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 74,
            "offset": 0,
            "std": 4.56653
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "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": [
        [
            342191.9715272502,
            261105.3928982041,
            81086.5786290462,
            435590.95291011,
            343702.6417658292,
            91888.311144281
        ],
        [
            342.191972,
            261.105393,
            81.086579,
            435.590953,
            343.702642,
            91.888311
        ],
        [
            0.240135,
            0.183232,
            0.056903,
            0.117838,
            0.104615,
            0.045747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76057,
            -49988,
            -43636,
            -747837,
            -550690,
            -320885
        ],
        [
            1.699109,
            1.993747,
            1.35765,
            1.203518,
            1.304629,
            1.090795
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            56.842105,
            51.06383,
            62.5,
            56.842105,
            51.06383,
            62.5
        ],
        [
            1.290064,
            1.910675,
            0.81459,
            0.913782,
            1.250269,
            0.654477
        ],
        [
            89291,
            89291,
            24974,
            398003,
            398003,
            185628
        ],
        [
            -38347,
            -33004,
            -38347,
            -354080,
            -354080,
            -220390
        ],
        [
            80,
            108,
            54,
            80,
            108,
            54
        ],
        [
            81,
            118,
            52,
            81,
            118,
            52
        ],
        [
            79,
            98,
            56,
            79,
            98,
            56
        ],
        [
            7691,
            5092,
            2599,
            7691,
            5092,
            2599
        ],
        [
            12.954317,
            12.954317,
            81.120984,
            12.954317,
            12.954317,
            81.120984
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457832,
            435394,
            -115089,
            -35216,
            -52379,
            -251053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8550,
    "evaluation_days": 1425,
    "actual_first_datapoint_time": 1636516800000,
    "first_datapoint_time": 1639108800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632853028,
    "expiration_time": 1763316000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 74,
            "offset": 0,
            "std": 4.56653
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "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)