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Trade: CHZ/USDT/120/KCL/T3/5954

Strategy
CHZ/USDT/120/KCL/T3/5954
Pair
CHZ_USDT
Interval
2h
Score
768115
Daily Profit
1.211816
Profit Factor
4.536477
Profitability
57.142857
Streak
50.957047
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 17:58
Expiration Time
2025-12-16 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2524612.4864 2520337.7537 4274.7328 427537.4835 3024337.4006 -2596799.9171
Total P&L (%) 2524.6125 2520.3378 4.2747 427.5375 3024.3374 -2596.7999
Avg Daily Profit (%) 1.2118 1.2098 0.0021 0.0799 0.1653 0
Buy And Hold Return (%) 516.1074 516.1074 516.1074 516.1074 516.1074 516.1074
Max Trade Drawdown -215836 -174733 -66727 -9214755 -7177434 -3196121
Profit Factor 4.5365 5.8759 1.0217 1.0282 1.3288 0.5627
Total Trades 112 56 56 112 56 56
Winning Trades 64 29 35 64 29 35
Losing Trades 48 27 21 48 27 21
Profitability (%) 57.1429 51.7857 62.5 57.1429 51.7857 62.5
Ratio Avg Win / Avg Loss 3.4024 5.4706 0.613 0.7712 1.2371 0.3376
Largest Winning Trade 2430571 2430571 21510 4669273 4669273 1465243
Largest Losing Trade -48282 -48282 -33363 -4191182 -4191182 -3196121
Avg Bars in Trades 221 381 61 221 381 61
Avg Bars in Winners 195 379 43 195 379 43
Avg Bars in Losers 255 383 89 255 383 89
Bars Traded 24783 21363 3420 24783 21363 3420
Profit Streak 50.957 98.457 0 50.957 98.457 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 768115 -157944 -732604 -441445 -171225 -759212
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417088881,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "offset": 79,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.63273
        }
    }
}
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": [
        [
            2524612.4864415256,
            2520337.753684757,
            4274.7327567684,
            427537.4835484053,
            3024337.4006093065,
            -2596799.9170609023
        ],
        [
            2524.612486,
            2520.337754,
            4.274733,
            427.537484,
            3024.337401,
            -2596.799917
        ],
        [
            1.211816,
            1.209764,
            0.002052,
            0.079858,
            0.165344,
            0
        ],
        [
            516.107383,
            516.107383,
            516.107383,
            516.107383,
            516.107383,
            516.107383
        ],
        [
            -215836,
            -174733,
            -66727,
            -9214755,
            -7177434,
            -3196121
        ],
        [
            4.536477,
            5.875877,
            1.021702,
            1.028243,
            1.328753,
            0.56273
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            57.142857,
            51.785714,
            62.5,
            57.142857,
            51.785714,
            62.5
        ],
        [
            3.402358,
            5.470644,
            0.613021,
            0.771182,
            1.237115,
            0.337638
        ],
        [
            2430571,
            2430571,
            21510,
            4669273,
            4669273,
            1465243
        ],
        [
            -48282,
            -48282,
            -33363,
            -4191182,
            -4191182,
            -3196121
        ],
        [
            221,
            381,
            61,
            221,
            381,
            61
        ],
        [
            195,
            379,
            43,
            195,
            379,
            43
        ],
        [
            255,
            383,
            89,
            255,
            383,
            89
        ],
        [
            24783,
            21363,
            3420,
            24783,
            21363,
            3420
        ],
        [
            50.957047,
            98.457047,
            0,
            50.957047,
            98.457047,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            768115,
            -157944,
            -732604,
            -441445,
            -171225,
            -759212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417088881,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "offset": 79,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.63273
        }
    }
}

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)