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Trade: CHZ/USDT/120/KCL/LINREG/6839

Strategy
CHZ/USDT/120/KCL/LINREG/6839
Pair
CHZ_USDT
Interval
2h
Score
664161
Daily Profit
1.427018
Profit Factor
4.548136
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-04 12:01
Expiration Time
2025-12-18 09:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2972592.5337 2984051.9875 -11459.4539 200221.4137 -135245.8613 335467.275
Total P&L (%) 2972.5925 2984.052 -11.4595 200.2214 -135.2459 335.4673
Avg Daily Profit (%) 1.427 1.4325 -0.0055 0.0528 0 0.0707
Buy And Hold Return (%) 453.78 453.78 453.78 453.78 453.78 453.78
Max Trade Drawdown -121827 -116658 -46865 -2644571 -2816714 -309338
Profit Factor 4.5481 5.7681 0.9459 1.0285 0.9765 1.2648
Total Trades 133 66 67 133 66 67
Winning Trades 57 27 30 57 27 30
Losing Trades 76 39 37 76 39 37
Profitability (%) 42.8571 40.9091 44.7761 42.8571 40.9091 44.7761
Ratio Avg Win / Avg Loss 6.0642 8.3317 1.1667 1.3713 1.4105 1.5599
Largest Winning Trade 2922907 2922907 28908 2226646 2226646 291340
Largest Losing Trade -61041 -61041 -21063 -1580302 -1580302 -143060
Avg Bars in Trades 184 314 55 184 314 55
Avg Bars in Winners 251 470 54 251 470 54
Avg Bars in Losers 133 207 56 133 207 56
Bars Traded 24477 20779 3698 24477 20779 3698
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 664161 -106202 -698100 -479789 -707104 -382388
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568477738,
    "expiration_time": 1766044022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 172,
            "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": [
        [
            2972592.53366013,
            2984051.9875222435,
            -11459.453862112,
            200221.4136839702,
            -135245.8612802413,
            335467.2749642114
        ],
        [
            2972.592534,
            2984.051988,
            -11.459454,
            200.221414,
            -135.245861,
            335.467275
        ],
        [
            1.427018,
            1.432519,
            -0.005501,
            0.052789,
            0,
            0.070654
        ],
        [
            453.779963,
            453.779963,
            453.779963,
            453.779963,
            453.779963,
            453.779963
        ],
        [
            -121827,
            -116658,
            -46865,
            -2644571,
            -2816714,
            -309338
        ],
        [
            4.548136,
            5.768072,
            0.945933,
            1.028511,
            0.976502,
            1.264806
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            42.857143,
            40.909091,
            44.776119,
            42.857143,
            40.909091,
            44.776119
        ],
        [
            6.064181,
            8.33166,
            1.166651,
            1.371348,
            1.410503,
            1.559927
        ],
        [
            2922907,
            2922907,
            28908,
            2226646,
            2226646,
            291340
        ],
        [
            -61041,
            -61041,
            -21063,
            -1580302,
            -1580302,
            -143060
        ],
        [
            184,
            314,
            55,
            184,
            314,
            55
        ],
        [
            251,
            470,
            54,
            251,
            470,
            54
        ],
        [
            133,
            207,
            56,
            133,
            207,
            56
        ],
        [
            24477,
            20779,
            3698,
            24477,
            20779,
            3698
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            664161,
            -106202,
            -698100,
            -479789,
            -707104,
            -382388
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568477738,
    "expiration_time": 1766044022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 172,
            "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)