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Trade: CHZ/USDT/120/ALMA/LINREG/2556

Strategy
CHZ/USDT/120/ALMA/LINREG/2556
Pair
CHZ_USDT
Interval
2h
Score
305635
Daily Profit
0.682324
Profit Factor
2.537692
Profitability
32.894737
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-28 18:58
Expiration Time
2025-12-12 15:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1421055.6859 1301363.9807 119691.7052 10129119.3386 7093003.3144 3036116.0242
Total P&L (%) 1421.0557 1301.364 119.6917 10129.1193 7093.0033 3036.116
Avg Daily Profit (%) 0.6823 0.6249 0.0575 0.2225 0.2055 0.1656
Buy And Hold Return (%) 462.9598 462.9598 462.9598 462.9598 462.9598 462.9598
Max Trade Drawdown -111876 -72787 -112887 -20915835 -16027815 -10856794
Profit Factor 2.5377 3.891 1.2525 1.1342 1.1815 1.0834
Total Trades 228 114 114 228 114 114
Winning Trades 75 37 38 75 37 38
Losing Trades 153 77 76 153 77 76
Profitability (%) 32.8947 32.4561 33.3333 32.8947 32.4561 33.3333
Ratio Avg Win / Avg Loss 5.1769 8.0975 2.505 2.3138 2.4588 2.1669
Largest Winning Trade 908402 908402 52568 9014802 9014802 4828564
Largest Losing Trade -24364 -24364 -21865 -4166289 -4166289 -3006799
Avg Bars in Trades 108 105 111 108 105 111
Avg Bars in Winners 213 209 217 213 209 217
Avg Bars in Losers 57 56 58 57 56 58
Bars Traded 24767 12078 12689 24767 12078 12689
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 305635 298723 -287785 -69012 -18773 -126916
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579060800000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075120507,
    "expiration_time": 1765545926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "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": [
        [
            1421055.685933846,
            1301363.9807497226,
            119691.705184124,
            10129119.338647151,
            7093003.314418102,
            3036116.024229047
        ],
        [
            1421.055686,
            1301.363981,
            119.691705,
            10129.119339,
            7093.003314,
            3036.116024
        ],
        [
            0.682324,
            0.624854,
            0.05747,
            0.222453,
            0.20551,
            0.165577
        ],
        [
            462.959758,
            462.959758,
            462.959758,
            462.959758,
            462.959758,
            462.959758
        ],
        [
            -111876,
            -72787,
            -112887,
            -20915835,
            -16027815,
            -10856794
        ],
        [
            2.537692,
            3.890983,
            1.252513,
            1.134212,
            1.181483,
            1.083439
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            32.894737,
            32.45614,
            33.333333,
            32.894737,
            32.45614,
            33.333333
        ],
        [
            5.176892,
            8.09745,
            2.505026,
            2.313793,
            2.458762,
            2.166878
        ],
        [
            908402,
            908402,
            52568,
            9014802,
            9014802,
            4828564
        ],
        [
            -24364,
            -24364,
            -21865,
            -4166289,
            -4166289,
            -3006799
        ],
        [
            108,
            105,
            111,
            108,
            105,
            111
        ],
        [
            213,
            209,
            217,
            213,
            209,
            217
        ],
        [
            57,
            56,
            58,
            57,
            56,
            58
        ],
        [
            24767,
            12078,
            12689,
            24767,
            12078,
            12689
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305635,
            298723,
            -287785,
            -69012,
            -18773,
            -126916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579060800000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759075120507,
    "expiration_time": 1765545926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 47,
            "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)