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Trade: ENS/USDT/5/DEMA/BBL/1814

Strategy
ENS/USDT/5/DEMA/BBL/1814
Pair
ENS_USDT
Interval
5m
Score
453417
Daily Profit
0.553064
Profit Factor
2.378634
Profitability
65.625000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 00:01
Expiration Time
2025-12-26 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 43410.8229 -4600.6292 48011.4521 45044.5303 -3324.0254 48368.5558
Total P&L (%) 43.4108 -4.6006 48.0115 45.0445 -3.324 48.3686
Avg Daily Profit (%) 0.5001 -0.053 0.5531 0.4293 -0.0389 0.4555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21343 -11886 -14504 -21260 -11888 -14358
Profit Factor 1.814 0.7514 2.3786 1.8211 0.8214 2.3344
Total Trades 65 33 32 65 33 32
Winning Trades 38 17 21 38 17 21
Losing Trades 27 16 11 27 16 11
Profitability (%) 58.4615 51.5152 65.625 58.4615 51.5152 65.625
Ratio Avg Win / Avg Loss 1.2889 0.7072 1.246 1.294 0.773 1.2228
Largest Winning Trade 29558 2563 29558 32227 3630 32227
Largest Losing Trade -10069 -2573 -10069 -9783 -2696 -9783
Avg Bars in Trades 362 41 692 362 41 692
Avg Bars in Winners 340 44 580 340 44 580
Avg Bars in Losers 391 37 907 391 37 907
Bars Traded 23532 1359 22173 23532 1359 22173
Profit Streak 0.5251 0.9869 0 0.5251 0.9869 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129677 -584602 453417 -130123 -584602 421466
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752803100000,
    "first_datapoint_time": 1752867000000,
    "last_datapoint_time": 1760302800000,
    "evaluation_time": 1760302864324,
    "expiration_time": 1766782800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.54706
        }
    }
}
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": [
        [
            43410.8229090689,
            -4600.6292124295,
            48011.4521214984,
            45044.5303396456,
            -3324.0254489357,
            48368.5557885813
        ],
        [
            43.410823,
            -4.600629,
            48.011452,
            45.04453,
            -3.324025,
            48.368556
        ],
        [
            0.500067,
            -0.052997,
            0.553064,
            0.429292,
            -0.038934,
            0.455509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21343,
            -11886,
            -14504,
            -21260,
            -11888,
            -14358
        ],
        [
            1.814033,
            0.751354,
            2.378634,
            1.821145,
            0.821361,
            2.334369
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            58.461538,
            51.515152,
            65.625,
            58.461538,
            51.515152,
            65.625
        ],
        [
            1.288918,
            0.707157,
            1.245951,
            1.293972,
            0.773045,
            1.222764
        ],
        [
            29558,
            2563,
            29558,
            32227,
            3630,
            32227
        ],
        [
            -10069,
            -2573,
            -10069,
            -9783,
            -2696,
            -9783
        ],
        [
            362,
            41,
            692,
            362,
            41,
            692
        ],
        [
            340,
            44,
            580,
            340,
            44,
            580
        ],
        [
            391,
            37,
            907,
            391,
            37,
            907
        ],
        [
            23532,
            1359,
            22173,
            23532,
            1359,
            22173
        ],
        [
            0.52505,
            0.986856,
            0,
            0.52505,
            0.986856,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129677,
            -584602,
            453417,
            -130123,
            -584602,
            421466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752803100000,
    "first_datapoint_time": 1752867000000,
    "last_datapoint_time": 1760302800000,
    "evaluation_time": 1760302864324,
    "expiration_time": 1766782800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.54706
        }
    }
}

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)