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Trade: ENS/USDT/720/HILO/MIDPRICE/2953

Strategy
ENS/USDT/720/HILO/MIDPRICE/2953
Pair
ENS_USDT
Interval
12h
Score
469380
Daily Profit
0.286010
Profit Factor
1.701614
Profitability
52.066116
Streak
14.518369
Best Strategy
Training Data Length
1426.500000
Evaluation Time
2025-10-06 15:26
Expiration Time
2025-11-17 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407993.2965 329324.6845 78668.612 424258.961 417490.1855 6768.7754
Total P&L (%) 407.9933 329.3247 78.6686 424.259 417.4902 6.7688
Avg Daily Profit (%) 0.286 0.2309 0.0551 0.1162 0.1153 0.0046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123208 -67928 -63937 -1292477 -792785 -707003
Profit Factor 1.7016 1.9229 1.3501 1.125 1.204 1.005
Total Trades 121 60 61 121 60 61
Winning Trades 63 28 35 63 28 35
Losing Trades 58 32 26 58 32 26
Profitability (%) 52.0661 46.6667 57.377 52.0661 46.6667 57.377
Ratio Avg Win / Avg Loss 1.5666 2.1976 1.003 1.0357 1.376 0.7466
Largest Winning Trade 132596 132596 26605 565427 565427 315509
Largest Losing Trade -49857 -49857 -23429 -490436 -490436 -309318
Avg Bars in Trades 21 30 13 21 30 13
Avg Bars in Winners 24 33 17 24 33 17
Avg Bars in Losers 18 28 6 18 28 6
Bars Traded 2645 1841 804 2645 1841 804
Profit Streak 14.5184 0 83.0184 14.5184 0 83.0184
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469380 -158940 -277966 -119433 -210051 -728211
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2853,
    "evaluation_days": 1426.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638878400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753587085,
    "expiration_time": 1763406288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            407993.2964964596,
            329324.6844913833,
            78668.6120050762,
            424258.9609815906,
            417490.1855388517,
            6768.7754427389
        ],
        [
            407.993296,
            329.324684,
            78.668612,
            424.258961,
            417.490186,
            6.768775
        ],
        [
            0.28601,
            0.230862,
            0.055148,
            0.116213,
            0.115301,
            0.004591
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123208,
            -67928,
            -63937,
            -1292477,
            -792785,
            -707003
        ],
        [
            1.701614,
            1.922936,
            1.35013,
            1.124992,
            1.203991,
            1.005023
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            52.066116,
            46.666667,
            57.377049,
            52.066116,
            46.666667,
            57.377049
        ],
        [
            1.566565,
            2.197641,
            1.002954,
            1.035707,
            1.37599,
            0.746588
        ],
        [
            132596,
            132596,
            26605,
            565427,
            565427,
            315509
        ],
        [
            -49857,
            -49857,
            -23429,
            -490436,
            -490436,
            -309318
        ],
        [
            21,
            30,
            13,
            21,
            30,
            13
        ],
        [
            24,
            33,
            17,
            24,
            33,
            17
        ],
        [
            18,
            28,
            6,
            18,
            28,
            6
        ],
        [
            2645,
            1841,
            804,
            2645,
            1841,
            804
        ],
        [
            14.518369,
            0,
            83.018369,
            14.518369,
            0,
            83.018369
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469380,
            -158940,
            -277966,
            -119433,
            -210051,
            -728211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2853,
    "evaluation_days": 1426.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1638878400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759753587085,
    "expiration_time": 1763406288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)