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Trade: CHZ/USDT/120/BBL/DCM/4660

Strategy
CHZ/USDT/120/BBL/DCM/4660
Pair
CHZ_USDT
Interval
2h
Score
674399
Daily Profit
2.169127
Profit Factor
12.738988
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 06:04
Expiration Time
2025-12-25 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4518793.4167 4519007.9686 -214.5519 198136.1035 66051.665 132084.4384
Total P&L (%) 4518.7934 4519.008 -0.2146 198.1361 66.0517 132.0844
Avg Daily Profit (%) 2.169 2.1691 -0.0001 0.0524 0.0243 0.0404
Buy And Hold Return (%) 143.1301 143.1301 143.1301 143.1301 143.1301 143.1301
Max Trade Drawdown -166388 -163713 -29453 -4197185 -4139715 -810200
Profit Factor 10.8467 12.739 0.9971 1.0273 1.0106 1.1306
Total Trades 66 33 33 66 33 33
Winning Trades 29 13 16 29 13 16
Losing Trades 37 20 17 37 20 17
Profitability (%) 43.9394 39.3939 48.4848 43.9394 39.3939 48.4848
Ratio Avg Win / Avg Loss 13.8388 19.5984 1.0594 1.3107 1.5547 1.2012
Largest Winning Trade 4659103 4659103 11589 4202187 4202187 316014
Largest Losing Trade -51891 -51891 -13055 -2055409 -2055409 -434795
Avg Bars in Trades 357 693 20 357 693 20
Avg Bars in Winners 270 571 25 270 571 25
Avg Bars in Losers 425 773 15 425 773 15
Bars Traded 23568 22900 668 23568 22900 668
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 -108251 674399 -579447 -490708 -538050 -381941
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580083200000,
    "first_datapoint_time": 1581537600000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151856549,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 1.52591
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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": [
        [
            4518793.416664982,
            4519007.9685957935,
            -214.551930809,
            198136.1034840286,
            66051.6650375306,
            132084.4384464975
        ],
        [
            4518.793417,
            4519.007969,
            -0.214552,
            198.136103,
            66.051665,
            132.084438
        ],
        [
            2.169024,
            2.169127,
            -0.000103,
            0.052448,
            0.024345,
            0.040421
        ],
        [
            143.130051,
            143.130051,
            143.130051,
            143.130051,
            143.130051,
            143.130051
        ],
        [
            -166388,
            -163713,
            -29453,
            -4197185,
            -4139715,
            -810200
        ],
        [
            10.846662,
            12.738988,
            0.997099,
            1.027313,
            1.010581,
            1.130556
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            43.939394,
            39.393939,
            48.484848,
            43.939394,
            39.393939,
            48.484848
        ],
        [
            13.838844,
            19.598444,
            1.059418,
            1.31071,
            1.55474,
            1.201216
        ],
        [
            4659103,
            4659103,
            11589,
            4202187,
            4202187,
            316014
        ],
        [
            -51891,
            -51891,
            -13055,
            -2055409,
            -2055409,
            -434795
        ],
        [
            357,
            693,
            20,
            357,
            693,
            20
        ],
        [
            270,
            571,
            25,
            270,
            571,
            25
        ],
        [
            425,
            773,
            15,
            425,
            773,
            15
        ],
        [
            23568,
            22900,
            668,
            23568,
            22900,
            668
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108251,
            674399,
            -579447,
            -490708,
            -538050,
            -381941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580083200000,
    "first_datapoint_time": 1581537600000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151856549,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 1.52591
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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)