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Trade: CHZ/USDT/120/KCL/MIDPRICE/9688

Strategy
CHZ/USDT/120/KCL/MIDPRICE/9688
Pair
CHZ_USDT
Interval
2h
Score
364389
Daily Profit
1.205023
Profit Factor
4.441353
Profitability
29.139073
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 01:33
Expiration Time
2025-12-23 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2510460.2421 2597038.2543 -86578.0122 11170.8979 908234.6912 -897063.7934
Total P&L (%) 2510.4602 2597.0383 -86.578 11.1709 908.2347 -897.0638
Avg Daily Profit (%) 1.205 1.2466 -0.0416 0.0051 0.111 0
Buy And Hold Return (%) 277.5501 277.5501 277.5501 277.5501 277.5501 277.5501
Max Trade Drawdown -215213 -154588 -96523 -2470612 -1609022 -907204
Profit Factor 4.4414 6.5802 0.6722 1.002 1.2666 0.571
Total Trades 151 75 76 151 75 76
Winning Trades 44 19 25 44 19 25
Losing Trades 107 56 51 107 56 51
Profitability (%) 29.1391 25.3333 32.8947 29.1391 25.3333 32.8947
Ratio Avg Win / Avg Loss 10.8006 19.3942 1.3712 2.4368 3.733 1.1648
Largest Winning Trade 2705440 2705440 35171 2487099 2487099 268540
Largest Losing Trade -27896 -27896 -15978 -518817 -518817 -412088
Avg Bars in Trades 156 259 54 156 259 54
Avg Bars in Winners 370 720 103 370 720 103
Avg Bars in Losers 68 103 30 68 103 30
Bars Traded 23639 19497 4142 23639 19497 4142
Profit Streak 0 111.1067 0 0 111.1067 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 364389 -62659 -635221 -579768 -131037 -635221
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579896000000,
    "first_datapoint_time": 1581458400000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759962814863,
    "expiration_time": 1766440800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "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": [
        [
            2510460.2421040363,
            2597038.254298466,
            -86578.0121944288,
            11170.8978748497,
            908234.6912352002,
            -897063.7933603507
        ],
        [
            2510.460242,
            2597.038254,
            -86.578012,
            11.170898,
            908.234691,
            -897.063793
        ],
        [
            1.205023,
            1.24658,
            -0.041558,
            0.005083,
            0.110979,
            0
        ],
        [
            277.550119,
            277.550119,
            277.550119,
            277.550119,
            277.550119,
            277.550119
        ],
        [
            -215213,
            -154588,
            -96523,
            -2470612,
            -1609022,
            -907204
        ],
        [
            4.441353,
            6.580181,
            0.67217,
            1.002032,
            1.266567,
            0.570967
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            107,
            56,
            51,
            107,
            56,
            51
        ],
        [
            29.139073,
            25.333333,
            32.894737,
            29.139073,
            25.333333,
            32.894737
        ],
        [
            10.800563,
            19.394217,
            1.371226,
            2.436759,
            3.733038,
            1.164773
        ],
        [
            2705440,
            2705440,
            35171,
            2487099,
            2487099,
            268540
        ],
        [
            -27896,
            -27896,
            -15978,
            -518817,
            -518817,
            -412088
        ],
        [
            156,
            259,
            54,
            156,
            259,
            54
        ],
        [
            370,
            720,
            103,
            370,
            720,
            103
        ],
        [
            68,
            103,
            30,
            68,
            103,
            30
        ],
        [
            23639,
            19497,
            4142,
            23639,
            19497,
            4142
        ],
        [
            0,
            111.106653,
            0,
            0,
            111.106653,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364389,
            -62659,
            -635221,
            -579768,
            -131037,
            -635221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579896000000,
    "first_datapoint_time": 1581458400000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759962814863,
    "expiration_time": 1766440800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "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)