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Trade: CHZ/USDT/120/DCM/HILO/9092

Strategy
CHZ/USDT/120/DCM/HILO/9092
Pair
CHZ_USDT
Interval
2h
Score
325625
Daily Profit
0.364902
Profit Factor
1.477066
Profitability
47.583643
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-09 19:16
Expiration Time
2025-12-23 15:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 760029.1281 639127.5771 120901.551 3240034.3851 1502382.3851 1737652.0001
Total P&L (%) 760.0291 639.1276 120.9016 3240.0344 1502.3824 1737.652
Avg Daily Profit (%) 0.3649 0.3069 0.058 0.1686 0.1333 0.1399
Buy And Hold Return (%) 323.3129 323.3129 323.3129 323.3129 323.3129 323.3129
Max Trade Drawdown -113458 -76569 -115620 -7858418 -5756730 -4669330
Profit Factor 1.4771 1.853 1.1433 1.0624 1.0604 1.0642
Total Trades 538 269 269 538 269 269
Winning Trades 256 124 132 256 124 132
Losing Trades 282 145 137 282 145 137
Profitability (%) 47.5836 46.0967 49.0706 47.5836 46.0967 49.0706
Ratio Avg Win / Avg Loss 1.6271 2.1668 1.1866 1.1703 1.24 1.1045
Largest Winning Trade 157776 157776 44945 1733379 1584036 1733379
Largest Losing Trade -46369 -29258 -46369 -1675544 -1564749 -1675544
Avg Bars in Trades 46 38 53 46 38 53
Avg Bars in Winners 53 39 66 53 39 66
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 24760 10262 14498 24760 10262 14498
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 325625 171277 -343624 -142269 -171090 -156406
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581004800000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760026583519,
    "expiration_time": 1766496844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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": [
        [
            760029.1280678213,
            639127.5770805839,
            120901.5509872376,
            3240034.3851188417,
            1502382.3850671353,
            1737652.0000516986
        ],
        [
            760.029128,
            639.127577,
            120.901551,
            3240.034385,
            1502.382385,
            1737.652
        ],
        [
            0.364902,
            0.306855,
            0.058047,
            0.168594,
            0.133277,
            0.139863
        ],
        [
            323.312883,
            323.312883,
            323.312883,
            323.312883,
            323.312883,
            323.312883
        ],
        [
            -113458,
            -76569,
            -115620,
            -7858418,
            -5756730,
            -4669330
        ],
        [
            1.477066,
            1.852994,
            1.143273,
            1.062379,
            1.060398,
            1.0642
        ],
        [
            538,
            269,
            269,
            538,
            269,
            269
        ],
        [
            256,
            124,
            132,
            256,
            124,
            132
        ],
        [
            282,
            145,
            137,
            282,
            145,
            137
        ],
        [
            47.583643,
            46.096654,
            49.070632,
            47.583643,
            46.096654,
            49.070632
        ],
        [
            1.62708,
            2.166807,
            1.186578,
            1.170277,
            1.239982,
            1.10451
        ],
        [
            157776,
            157776,
            44945,
            1733379,
            1584036,
            1733379
        ],
        [
            -46369,
            -29258,
            -46369,
            -1675544,
            -1564749,
            -1675544
        ],
        [
            46,
            38,
            53,
            46,
            38,
            53
        ],
        [
            53,
            39,
            66,
            53,
            39,
            66
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            24760,
            10262,
            14498,
            24760,
            10262,
            14498
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325625,
            171277,
            -343624,
            -142269,
            -171090,
            -156406
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581004800000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760026583519,
    "expiration_time": 1766496844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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)