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Trade: ENS/USDT/720/LINREG/DCM/3840

Strategy
ENS/USDT/720/LINREG/DCM/3840
Pair
ENS_USDT
Interval
12h
Score
381495
Daily Profit
0.219732
Profit Factor
1.508612
Profitability
56.756757
Streak
0.000000
Best Strategy
Training Data Length
1428.500000
Evaluation Time
2025-10-08 14:06
Expiration Time
2025-11-19 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313886.975 249313.8139 64573.1612 81046.6757 26296.0387 54750.637
Total P&L (%) 313.887 249.3138 64.5732 81.0467 26.296 54.7506
Avg Daily Profit (%) 0.2197 0.1745 0.0452 0.0416 0.0163 0.0306
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75425 -69035 -49964 -107840 -123406 -43547
Profit Factor 1.5086 1.6626 1.2681 1.1424 1.0655 1.326
Total Trades 111 56 55 111 56 55
Winning Trades 63 33 30 63 33 30
Losing Trades 48 23 25 48 23 25
Profitability (%) 56.7568 58.9286 54.5455 56.7568 58.9286 54.5455
Ratio Avg Win / Avg Loss 1.1494 1.1588 1.0567 0.8704 0.7426 1.105
Largest Winning Trade 123429 123429 33610 95994 95994 35049
Largest Losing Trade -69035 -69035 -39751 -107070 -107070 -26005
Avg Bars in Trades 25 32 17 25 32 17
Avg Bars in Winners 24 28 19 24 28 19
Avg Bars in Losers 25 37 14 25 37 14
Bars Traded 2776 1822 953 2776 1822 953
Profit Streak 0 0 92.4632 0 0 92.4632
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381495 -169456 -311638 -201525 -503472 -331447
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2857,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639872000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759921618982,
    "expiration_time": 1763584272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 31,
            "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": [
        [
            313886.9750477748,
            249313.8138974793,
            64573.1611502957,
            81046.6757400601,
            26296.038727285,
            54750.637012775
        ],
        [
            313.886975,
            249.313814,
            64.573161,
            81.046676,
            26.296039,
            54.750637
        ],
        [
            0.219732,
            0.174528,
            0.045203,
            0.041562,
            0.016344,
            0.030571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75425,
            -69035,
            -49964,
            -107840,
            -123406,
            -43547
        ],
        [
            1.508612,
            1.662628,
            1.268055,
            1.142373,
            1.065522,
            1.326047
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            56.756757,
            58.928571,
            54.545455,
            56.756757,
            58.928571,
            54.545455
        ],
        [
            1.149418,
            1.158801,
            1.056713,
            0.87038,
            0.742636,
            1.10504
        ],
        [
            123429,
            123429,
            33610,
            95994,
            95994,
            35049
        ],
        [
            -69035,
            -69035,
            -39751,
            -107070,
            -107070,
            -26005
        ],
        [
            25,
            32,
            17,
            25,
            32,
            17
        ],
        [
            24,
            28,
            19,
            24,
            28,
            19
        ],
        [
            25,
            37,
            14,
            25,
            37,
            14
        ],
        [
            2776,
            1822,
            953,
            2776,
            1822,
            953
        ],
        [
            0,
            0,
            92.463183,
            0,
            0,
            92.463183
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381495,
            -169456,
            -311638,
            -201525,
            -503472,
            -331447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2857,
    "evaluation_days": 1428.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1639872000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759921618982,
    "expiration_time": 1763584272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 31,
            "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)