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Trade: CHZ/USDT/120/DCL/HMA/8794

Strategy
CHZ/USDT/120/DCL/HMA/8794
Pair
CHZ_USDT
Interval
2h
Score
647227
Daily Profit
1.316642
Profit Factor
9.533616
Profitability
37.837838
Streak
99.561164
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 04:28
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 2796449.7959 2741907.3136 54542.4823 2253871.5001 -146881.9225 2400753.4226
Total P&L (%) 2796.4498 2741.9073 54.5425 2253.8715 -146.8819 2400.7534
Avg Daily Profit (%) 1.3428 1.3166 0.0262 0.1518 0 0.1547
Buy And Hold Return (%) 337.3118 337.3118 337.3118 337.3118 337.3118 337.3118
Max Trade Drawdown -123698 -98253 -39262 -7050925 -5762504 -2524293
Profit Factor 7.2148 9.5336 1.4239 1.1054 0.9906 1.4135
Total Trades 75 37 38 75 37 38
Winning Trades 28 14 14 28 14 14
Losing Trades 47 23 24 47 23 24
Profitability (%) 37.3333 37.8378 36.8421 37.3333 37.8378 36.8421
Ratio Avg Win / Avg Loss 12.1105 15.6624 2.441 1.8555 1.6274 2.4231
Largest Winning Trade 2664223 2664223 41996 3591952 3591952 1951688
Largest Losing Trade -34744 -34744 -20944 -1810234 -1810234 -1482930
Avg Bars in Trades 315 533 104 315 533 104
Avg Bars in Winners 580 1007 154 580 1007 154
Avg Bars in Losers 158 245 74 158 245 74
Bars Traded 23689 19734 3955 23689 19734 3955
Profit Streak 0 99.5612 0 0 99.5612 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44038 647227 -326814 -162248 -582164 159663

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": 1581213600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850084560,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 222,
            "offset": 124
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "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": [
        [
            2796449.795922176,
            2741907.31362659,
            54542.4822955854,
            2253871.5000897907,
            -146881.9224850939,
            2400753.4225748857
        ],
        [
            2796.449796,
            2741.907314,
            54.542482,
            2253.8715,
            -146.881922,
            2400.753423
        ],
        [
            1.342833,
            1.316642,
            0.026191,
            0.151791,
            0,
            0.154702
        ],
        [
            337.311828,
            337.311828,
            337.311828,
            337.311828,
            337.311828,
            337.311828
        ],
        [
            -123698,
            -98253,
            -39262,
            -7050925,
            -5762504,
            -2524293
        ],
        [
            7.21479,
            9.533616,
            1.423926,
            1.105416,
            0.990569,
            1.413484
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            37.333333,
            37.837838,
            36.842105,
            37.333333,
            37.837838,
            36.842105
        ],
        [
            12.110541,
            15.66237,
            2.441017,
            1.855519,
            1.627364,
            2.423115
        ],
        [
            2664223,
            2664223,
            41996,
            3591952,
            3591952,
            1951688
        ],
        [
            -34744,
            -34744,
            -20944,
            -1810234,
            -1810234,
            -1482930
        ],
        [
            315,
            533,
            104,
            315,
            533,
            104
        ],
        [
            580,
            1007,
            154,
            580,
            1007,
            154
        ],
        [
            158,
            245,
            74,
            158,
            245,
            74
        ],
        [
            23689,
            19734,
            3955,
            23689,
            19734,
            3955
        ],
        [
            0,
            99.561164,
            0,
            0,
            99.561164,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44038,
            647227,
            -326814,
            -162248,
            -582164,
            159663
        ]
    ]
}
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": 1581213600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850084560,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 222,
            "offset": 124
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "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)