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Trade: ENS/USDT/720/SSF/HLC3/8403

Strategy
ENS/USDT/720/SSF/HLC3/8403
Pair
ENS_USDT
Interval
12h
Score
517604
Daily Profit
0.186668
Profit Factor
3.831695
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
1419.500000
Evaluation Time
2025-09-29 03:49
Expiration Time
2025-11-10 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346296.214 264974.8159 81321.3981 544933.6838 404327.8408 140605.843
Total P&L (%) 346.2962 264.9748 81.3214 544.9337 404.3278 140.6058
Avg Daily Profit (%) 0.244 0.1867 0.0573 0.1314 0.1141 0.0619
Buy And Hold Return (%) 44.3416 44.3416 44.3416 44.3416 44.3416 44.3416
Max Trade Drawdown -66308 -30599 -67134 -292025 -54651 -253847
Profit Factor 2.7098 3.8317 1.7463 1.9929 3.4087 1.3691
Total Trades 58 29 29 58 29 29
Winning Trades 34 16 18 34 16 18
Losing Trades 24 13 11 24 13 11
Profitability (%) 58.6207 55.1724 62.069 58.6207 55.1724 62.069
Ratio Avg Win / Avg Loss 1.9128 3.1133 1.0672 1.4067 2.7696 0.8367
Largest Winning Trade 145578 145578 59072 290790 290790 289775
Largest Losing Trade -64300 -25541 -64300 -212205 -47304 -212205
Avg Bars in Trades 39 38 40 39 38 40
Avg Bars in Winners 40 44 37 40 44 37
Avg Bars in Losers 37 30 44 37 30 44
Bars Traded 2281 1108 1173 2281 1108 1173
Profit Streak 0 0 10.0344 0 0 10.0344
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165215 517604 -120045 -192899 -33601 -112259
Evaluation Data
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2839,
    "evaluation_days": 1419.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646870400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106973484,
    "expiration_time": 1762783344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 240
        }
    }
}
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": [
        [
            346296.2140218096,
            264974.8159127092,
            81321.3981091004,
            544933.6837691879,
            404327.8407804313,
            140605.8429887564
        ],
        [
            346.296214,
            264.974816,
            81.321398,
            544.933684,
            404.327841,
            140.605843
        ],
        [
            0.243956,
            0.186668,
            0.057289,
            0.131398,
            0.114053,
            0.061871
        ],
        [
            44.341637,
            44.341637,
            44.341637,
            44.341637,
            44.341637,
            44.341637
        ],
        [
            -66308,
            -30599,
            -67134,
            -292025,
            -54651,
            -253847
        ],
        [
            2.709766,
            3.831695,
            1.746304,
            1.992881,
            3.408696,
            1.369064
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            58.62069,
            55.172414,
            62.068966,
            58.62069,
            55.172414,
            62.068966
        ],
        [
            1.912776,
            3.113252,
            1.067186,
            1.40674,
            2.769566,
            0.836651
        ],
        [
            145578,
            145578,
            59072,
            290790,
            290790,
            289775
        ],
        [
            -64300,
            -25541,
            -64300,
            -212205,
            -47304,
            -212205
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            40,
            44,
            37,
            40,
            44,
            37
        ],
        [
            37,
            30,
            44,
            37,
            30,
            44
        ],
        [
            2281,
            1108,
            1173,
            2281,
            1108,
            1173
        ],
        [
            0,
            0,
            10.034415,
            0,
            0,
            10.034415
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165215,
            517604,
            -120045,
            -192899,
            -33601,
            -112259
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ENS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2839,
    "evaluation_days": 1419.5,
    "actual_first_datapoint_time": 1636502400000,
    "first_datapoint_time": 1646870400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106973484,
    "expiration_time": 1762783344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 240
        }
    }
}

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)