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Trade: CHZ/USDT/120/ALMA/HILO/7706

Strategy
CHZ/USDT/120/ALMA/HILO/7706
Pair
CHZ_USDT
Interval
2h
Score
373951
Daily Profit
0.629801
Profit Factor
2.261947
Profitability
39.263804
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 09:28
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1311560.8461 1227587.4373 83973.4088 4994628.3618 4697017.7886 297610.5733
Total P&L (%) 1311.5608 1227.5874 83.9734 4994.6284 4697.0178 297.6106
Avg Daily Profit (%) 0.6298 0.5895 0.0403 0.1889 0.186 0.0663
Buy And Hold Return (%) 445.1743 445.1743 445.1743 445.1743 445.1743 445.1743
Max Trade Drawdown -115454 -63598 -126431 -9499564 -6762786 -5818023
Profit Factor 2.2619 3.6842 1.1443 1.1075 1.2169 1.012
Total Trades 326 163 163 326 163 163
Winning Trades 128 61 67 128 61 67
Losing Trades 198 102 96 198 102 96
Profitability (%) 39.2638 37.4233 41.1043 39.2638 37.4233 41.1043
Ratio Avg Win / Avg Loss 3.4989 6.1605 1.6396 1.7131 2.0349 1.45
Largest Winning Trade 865006 865006 53808 3888625 3888625 2105955
Largest Losing Trade -30074 -19880 -30074 -2035866 -1481994 -2035866
Avg Bars in Trades 76 71 80 76 71 80
Avg Bars in Winners 121 113 129 121 113 129
Avg Bars in Losers 46 46 46 46 46 46
Bars Traded 24777 11611 13166 24777 11611 13166
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373951 369989 -368678 -95712 144477 -480677
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579672800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954511346,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1311560.84610889,
            1227587.4372900133,
            83973.4088188778,
            4994628.3618471995,
            4697017.788566204,
            297610.573280995
        ],
        [
            1311.560846,
            1227.587437,
            83.973409,
            4994.628362,
            4697.017789,
            297.610573
        ],
        [
            0.629801,
            0.589478,
            0.040323,
            0.188931,
            0.186035,
            0.066303
        ],
        [
            445.174263,
            445.174263,
            445.174263,
            445.174263,
            445.174263,
            445.174263
        ],
        [
            -115454,
            -63598,
            -126431,
            -9499564,
            -6762786,
            -5818023
        ],
        [
            2.261947,
            3.684195,
            1.14429,
            1.107483,
            1.216947,
            1.011992
        ],
        [
            326,
            163,
            163,
            326,
            163,
            163
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            198,
            102,
            96,
            198,
            102,
            96
        ],
        [
            39.263804,
            37.423313,
            41.104294,
            39.263804,
            37.423313,
            41.104294
        ],
        [
            3.498949,
            6.160458,
            1.63958,
            1.713138,
            2.034895,
            1.450018
        ],
        [
            865006,
            865006,
            53808,
            3888625,
            3888625,
            2105955
        ],
        [
            -30074,
            -19880,
            -30074,
            -2035866,
            -1481994,
            -2035866
        ],
        [
            76,
            71,
            80,
            76,
            71,
            80
        ],
        [
            121,
            113,
            129,
            121,
            113,
            129
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            24777,
            11611,
            13166,
            24777,
            11611,
            13166
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373951,
            369989,
            -368678,
            -95712,
            144477,
            -480677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579672800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954511346,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)