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Trade: ENS/USDT/720/OHLC4/MIDPRICE/5612

Strategy
ENS/USDT/720/OHLC4/MIDPRICE/5612
Pair
ENS_USDT
Interval
12h
Score
604522
Daily Profit
0.156569
Profit Factor
3.974669
Profitability
84.848485
Streak
98.377551
Best Strategy
Training Data Length
1420.500000
Evaluation Time
2025-09-30 12:03
Expiration Time
2025-11-11 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305761.598 222406.4757 83355.1224 750030.9485 803155.3189 -53124.3704
Total P&L (%) 305.7616 222.4065 83.3551 750.0309 803.1553 -53.1244
Avg Daily Profit (%) 0.2152 0.1566 0.0587 0.1508 0.155 -0.0533
Buy And Hold Return (%) 36.2457 36.2457 36.2457 36.2457 36.2457 36.2457
Max Trade Drawdown -43876 -34140 -45551 -585145 -321205 -576088
Profit Factor 2.9667 3.9747 2.0329 1.5502 2.6929 0.9402
Total Trades 67 33 34 67 33 34
Winning Trades 57 28 29 57 28 29
Losing Trades 10 5 5 10 5 5
Profitability (%) 85.0746 84.8485 85.2941 85.0746 84.8485 85.2941
Ratio Avg Win / Avg Loss 0.5205 0.7098 0.3505 0.272 0.4809 0.1621
Largest Winning Trade 127122 127122 21793 332372 332372 130151
Largest Losing Trade -40761 -34140 -40761 -509055 -215462 -509055
Avg Bars in Trades 33 42 24 33 42 24
Avg Bars in Winners 20 26 15 20 26 15
Avg Bars in Losers 103 133 73 103 133 73
Bars Traded 2224 1397 827 2224 1397 827
Profit Streak 35.3776 98.3776 35.3776 35.3776 98.3776 35.3776
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104411 604522 -112266 -107487 571184 -574673
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2841,
    "evaluation_days": 1420.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646784000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759223020407,
    "expiration_time": 1762872336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "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": [
        [
            305761.5980330968,
            222406.4756781685,
            83355.1223549284,
            750030.9485244751,
            803155.318919183,
            -53124.3703947079
        ],
        [
            305.761598,
            222.406476,
            83.355122,
            750.030949,
            803.155319,
            -53.12437
        ],
        [
            0.215249,
            0.156569,
            0.05868,
            0.150772,
            0.155046,
            -0.053324
        ],
        [
            36.245734,
            36.245734,
            36.245734,
            36.245734,
            36.245734,
            36.245734
        ],
        [
            -43876,
            -34140,
            -45551,
            -585145,
            -321205,
            -576088
        ],
        [
            2.966682,
            3.974669,
            2.03285,
            1.550174,
            2.692885,
            0.940231
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            85.074627,
            84.848485,
            85.294118,
            85.074627,
            84.848485,
            85.294118
        ],
        [
            0.520471,
            0.709762,
            0.350491,
            0.27196,
            0.480872,
            0.162109
        ],
        [
            127122,
            127122,
            21793,
            332372,
            332372,
            130151
        ],
        [
            -40761,
            -34140,
            -40761,
            -509055,
            -215462,
            -509055
        ],
        [
            33,
            42,
            24,
            33,
            42,
            24
        ],
        [
            20,
            26,
            15,
            20,
            26,
            15
        ],
        [
            103,
            133,
            73,
            103,
            133,
            73
        ],
        [
            2224,
            1397,
            827,
            2224,
            1397,
            827
        ],
        [
            35.377551,
            98.377551,
            35.377551,
            35.377551,
            98.377551,
            35.377551
        ],
        [
            6,
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            3,
            6,
            7,
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        ],
        [
            0.8,
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            0.8,
            1.45,
            1.45
        ],
        [
            -104411,
            604522,
            -112266,
            -107487,
            571184,
            -574673
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2841,
    "evaluation_days": 1420.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646784000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759223020407,
    "expiration_time": 1762872336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "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)