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Trade: ENS/USDT/60/DCM/MIDPRICE/4439

Strategy
ENS/USDT/60/DCM/MIDPRICE/4439
Pair
ENS_USDT
Interval
1h
Score
360836
Daily Profit
0.202647
Profit Factor
2.307826
Profitability
55.319149
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 04:47
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183079.4612 211081.2436 -28001.7824 -4142.7259 102214.5937 -106357.3196
Total P&L (%) 183.0795 211.0812 -28.0018 -4.1427 102.2146 -106.3573
Avg Daily Profit (%) 0.1758 0.2026 -0.0269 -0.0041 0.0676 0
Buy And Hold Return (%) 62.7015 62.7015 62.7015 62.7015 62.7015 62.7015
Max Trade Drawdown -132263 -46298 -131511 -198420 -42135 -169393
Profit Factor 1.4093 2.3078 0.902 0.9919 1.6828 0.708
Total Trades 94 47 47 94 47 47
Winning Trades 53 26 27 53 26 27
Losing Trades 41 21 20 41 21 20
Profitability (%) 56.383 55.3191 57.4468 56.383 55.3191 57.4468
Ratio Avg Win / Avg Loss 1.0902 1.864 0.6682 0.7673 1.3592 0.5244
Largest Winning Trade 153905 153905 30156 54536 43579 54536
Largest Losing Trade -59790 -28027 -59790 -140201 -35105 -140201
Avg Bars in Trades 255 243 268 255 243 268
Avg Bars in Winners 236 208 263 236 208 263
Avg Bars in Losers 280 286 274 280 286 274
Bars Traded 24040 11439 12601 24040 11439 12601
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 218216 360836 -579731 -579699 -109146 -579731
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669334400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758937671460,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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": [
        [
            183079.4612482971,
            211081.2436329788,
            -28001.7823846817,
            -4142.7259492936,
            102214.593653926,
            -106357.3196032196
        ],
        [
            183.079461,
            211.081244,
            -28.001782,
            -4.142726,
            102.214594,
            -106.35732
        ],
        [
            0.175764,
            0.202647,
            -0.026883,
            -0.004062,
            0.067625,
            0
        ],
        [
            62.701458,
            62.701458,
            62.701458,
            62.701458,
            62.701458,
            62.701458
        ],
        [
            -132263,
            -46298,
            -131511,
            -198420,
            -42135,
            -169393
        ],
        [
            1.409323,
            2.307826,
            0.902049,
            0.991938,
            1.682783,
            0.707951
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            56.382979,
            55.319149,
            57.446809,
            56.382979,
            55.319149,
            57.446809
        ],
        [
            1.090231,
            1.864014,
            0.668184,
            0.767349,
            1.359171,
            0.524408
        ],
        [
            153905,
            153905,
            30156,
            54536,
            43579,
            54536
        ],
        [
            -59790,
            -28027,
            -59790,
            -140201,
            -35105,
            -140201
        ],
        [
            255,
            243,
            268,
            255,
            243,
            268
        ],
        [
            236,
            208,
            263,
            236,
            208,
            263
        ],
        [
            280,
            286,
            274,
            280,
            286,
            274
        ],
        [
            24040,
            11439,
            12601,
            24040,
            11439,
            12601
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            218216,
            360836,
            -579731,
            -579699,
            -109146,
            -579731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669334400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758937671460,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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)