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Trade: CHZ/USDT/120/KCB/ZLMA/9728

Strategy
CHZ/USDT/120/KCB/ZLMA/9728
Pair
CHZ_USDT
Interval
2h
Score
643154
Daily Profit
1.093813
Profit Factor
4.264193
Profitability
45.038168
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 19:09
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 2277866.3699 2202504.198 75362.1718 3199539.1911 2089681.0248 1109858.1662
Total P&L (%) 2277.8664 2202.5042 75.3622 3199.5392 2089.681 1109.8582
Avg Daily Profit (%) 1.0938 1.0576 0.0362 0.168 0.1483 0.1198
Buy And Hold Return (%) 441.6889 441.6889 441.6889 441.6889 441.6889 441.6889
Max Trade Drawdown -121394 -71324 -104783 -3886626 -1682457 -3287543
Profit Factor 4.2642 7.3177 1.2158 1.1872 1.2489 1.1276
Total Trades 131 65 66 131 65 66
Winning Trades 59 32 27 59 32 27
Losing Trades 72 33 39 72 33 39
Profitability (%) 45.0382 49.2308 40.9091 45.0382 49.2308 40.9091
Ratio Avg Win / Avg Loss 5.2038 7.5463 1.7562 1.4487 1.2879 1.6288
Largest Winning Trade 2032427 2032427 44293 3062405 3062405 1666319
Largest Losing Trade -43047 -43047 -31711 -1023434 -907527 -1023434
Avg Bars in Trades 187 178 197 187 178 197
Avg Bars in Winners 271 246 301 271 246 301
Avg Bars in Losers 119 112 125 119 112 125
Bars Traded 24599 11583 13016 24599 11583 13016
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 643154 -111406 -437646 -8466 -128418 -243267

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": 1580313600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902991121,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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": [
        [
            2277866.369856154,
            2202504.1980219185,
            75362.1718342348,
            3199539.1910650013,
            2089681.0248172157,
            1109858.166247787
        ],
        [
            2277.86637,
            2202.504198,
            75.362172,
            3199.539191,
            2089.681025,
            1109.858166
        ],
        [
            1.093813,
            1.057625,
            0.036188,
            0.168034,
            0.148314,
            0.119788
        ],
        [
            441.688865,
            441.688865,
            441.688865,
            441.688865,
            441.688865,
            441.688865
        ],
        [
            -121394,
            -71324,
            -104783,
            -3886626,
            -1682457,
            -3287543
        ],
        [
            4.264193,
            7.317658,
            1.215809,
            1.187162,
            1.248859,
            1.127599
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            45.038168,
            49.230769,
            40.909091,
            45.038168,
            49.230769,
            40.909091
        ],
        [
            5.203761,
            7.546335,
            1.756168,
            1.44874,
            1.287886,
            1.628754
        ],
        [
            2032427,
            2032427,
            44293,
            3062405,
            3062405,
            1666319
        ],
        [
            -43047,
            -43047,
            -31711,
            -1023434,
            -907527,
            -1023434
        ],
        [
            187,
            178,
            197,
            187,
            178,
            197
        ],
        [
            271,
            246,
            301,
            271,
            246,
            301
        ],
        [
            119,
            112,
            125,
            119,
            112,
            125
        ],
        [
            24599,
            11583,
            13016,
            24599,
            11583,
            13016
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            643154,
            -111406,
            -437646,
            -8466,
            -128418,
            -243267
        ]
    ]
}
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": 1580313600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902991121,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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)