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Trade: CHZ/USDT/120/KCL/DEMA/3645

Strategy
CHZ/USDT/120/KCL/DEMA/3645
Pair
CHZ_USDT
Interval
2h
Score
660072
Daily Profit
1.942102
Profit Factor
7.405166
Profitability
38.095238
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 4046039.7127 3906832.0721 139207.6406 7615018.4205 5325717.3783 2289301.0422
Total P&L (%) 4046.0397 3906.8321 139.2076 7615.0184 5325.7174 2289.301
Avg Daily Profit (%) 1.9421 1.8753 0.0668 0.2088 0.1919 0.1524
Buy And Hold Return (%) 176.1642 176.1642 176.1642 176.1642 176.1642 176.1642
Max Trade Drawdown -198558 -110615 -104776 -5268167 -3728325 -2834204
Profit Factor 7.4052 11.5445 1.533 1.4374 1.5104 1.3283
Total Trades 105 52 53 105 52 53
Winning Trades 40 17 23 40 17 23
Losing Trades 65 35 30 65 35 30
Profitability (%) 38.0952 32.6923 43.3962 38.0952 32.6923 43.3962
Ratio Avg Win / Avg Loss 12.0334 23.7681 1.9996 2.3358 3.1097 1.7325
Largest Winning Trade 3783332 3783332 42279 5679809 5679809 1227321
Largest Losing Trade -35380 -35380 -31936 -1104081 -1104081 -1099311
Avg Bars in Trades 233 319 148 233 319 148
Avg Bars in Winners 439 673 267 439 673 267
Avg Bars in Losers 106 147 58 106 147 58
Bars Traded 24494 16607 7887 24494 16607 7887
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 660072 -164436 -449495 208716 -176614 -173624
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": 1581516000000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151858651,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 87,
            "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": [
        [
            4046039.712746117,
            3906832.072142417,
            139207.6406037013,
            7615018.420512305,
            5325717.378325442,
            2289301.042186861
        ],
        [
            4046.039713,
            3906.832072,
            139.207641,
            7615.018421,
            5325.717378,
            2289.301042
        ],
        [
            1.942102,
            1.875282,
            0.06682,
            0.208814,
            0.191883,
            0.152448
        ],
        [
            176.164246,
            176.164246,
            176.164246,
            176.164246,
            176.164246,
            176.164246
        ],
        [
            -198558,
            -110615,
            -104776,
            -5268167,
            -3728325,
            -2834204
        ],
        [
            7.405166,
            11.544495,
            1.533006,
            1.437444,
            1.510426,
            1.328256
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            38.095238,
            32.692308,
            43.396226,
            38.095238,
            32.692308,
            43.396226
        ],
        [
            12.033395,
            23.768078,
            1.999573,
            2.335846,
            3.1097,
            1.732508
        ],
        [
            3783332,
            3783332,
            42279,
            5679809,
            5679809,
            1227321
        ],
        [
            -35380,
            -35380,
            -31936,
            -1104081,
            -1104081,
            -1099311
        ],
        [
            233,
            319,
            148,
            233,
            319,
            148
        ],
        [
            439,
            673,
            267,
            439,
            673,
            267
        ],
        [
            106,
            147,
            58,
            106,
            147,
            58
        ],
        [
            24494,
            16607,
            7887,
            24494,
            16607,
            7887
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            660072,
            -164436,
            -449495,
            208716,
            -176614,
            -173624
        ]
    ]
}
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": 1581516000000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151858651,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 87,
            "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)