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Trade: ENS/USDT/720/HILO/MIDPOINT/3820

Strategy
ENS/USDT/720/HILO/MIDPOINT/3820
Pair
ENS_USDT
Interval
12h
Score
316988
Daily Profit
0.174153
Profit Factor
1.276718
Profitability
45.945946
Streak
7.153352
Best Strategy
Training Data Length
1415.000000
Evaluation Time
2025-09-26 18:40
Expiration Time
2025-11-06 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 246426.6994 208772.215 37654.4844 -17261.9145 50720.8692 -67982.7838
Total P&L (%) 246.4267 208.7722 37.6545 -17.2619 50.7209 -67.9828
Avg Daily Profit (%) 0.1742 0.1475 0.0266 -0.0134 0.029 -0.0805
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124328 -91622 -101682 -234638 -128076 -161004
Profit Factor 1.2767 1.3974 1.1031 0.9846 1.0809 0.8626
Total Trades 185 92 93 185 92 93
Winning Trades 85 36 49 85 36 49
Losing Trades 100 56 44 100 56 44
Profitability (%) 45.9459 39.1304 52.6882 45.9459 39.1304 52.6882
Ratio Avg Win / Avg Loss 1.502 2.1737 0.9905 1.1584 1.6814 0.7746
Largest Winning Trade 138709 138709 28785 107850 107850 41668
Largest Losing Trade -46078 -46078 -38356 -107522 -42743 -107522
Avg Bars in Trades 15 20 9 15 20 9
Avg Bars in Winners 17 26 11 17 26 11
Avg Bars in Losers 12 16 7 12 16 7
Bars Traded 2781 1881 900 2781 1881 900
Profit Streak 7.1534 0 79.1534 7.1534 0 79.1534
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316988 52160 -266842 -578758 -290076 -579088

Evaluation Data

{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638100800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901249611,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 38,
            "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": [
        [
            246426.6994027596,
            208772.2149981871,
            37654.4844045723,
            -17261.9145226741,
            50720.869239474,
            -67982.7837621479
        ],
        [
            246.426699,
            208.772215,
            37.654484,
            -17.261915,
            50.720869,
            -67.982784
        ],
        [
            0.174153,
            0.147542,
            0.026611,
            -0.013391,
            0.028998,
            -0.080455
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124328,
            -91622,
            -101682,
            -234638,
            -128076,
            -161004
        ],
        [
            1.276718,
            1.397408,
            1.103107,
            0.984608,
            1.080932,
            0.862601
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            85,
            36,
            49,
            85,
            36,
            49
        ],
        [
            100,
            56,
            44,
            100,
            56,
            44
        ],
        [
            45.945946,
            39.130435,
            52.688172,
            45.945946,
            39.130435,
            52.688172
        ],
        [
            1.502021,
            2.173745,
            0.990545,
            1.158363,
            1.681449,
            0.774581
        ],
        [
            138709,
            138709,
            28785,
            107850,
            107850,
            41668
        ],
        [
            -46078,
            -46078,
            -38356,
            -107522,
            -42743,
            -107522
        ],
        [
            15,
            20,
            9,
            15,
            20,
            9
        ],
        [
            17,
            26,
            11,
            17,
            26,
            11
        ],
        [
            12,
            16,
            7,
            12,
            16,
            7
        ],
        [
            2781,
            1881,
            900,
            2781,
            1881,
            900
        ],
        [
            7.153352,
            0,
            79.153352,
            7.153352,
            0,
            79.153352
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316988,
            52160,
            -266842,
            -578758,
            -290076,
            -579088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2830,
    "evaluation_days": 1415,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638100800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901249611,
    "expiration_time": 1762382880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 38,
            "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)