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Trade: CHZ/USDT/120/KCU/ZLMA/2752

Strategy
CHZ/USDT/120/KCU/ZLMA/2752
Pair
CHZ_USDT
Interval
2h
Score
471671
Daily Profit
0.921148
Profit Factor
3.528386
Profitability
36.893204
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 1918291.3844 1963563.6634 -45272.279 225058.614 981184.0233 -756125.4093
Total P&L (%) 1918.2914 1963.5637 -45.2723 225.0586 981.184 -756.1254
Avg Daily Profit (%) 0.9211 0.9429 -0.0217 0.0566 0.1144 0
Buy And Hold Return (%) 458.8842 458.8842 458.8842 458.8842 458.8842 458.8842
Max Trade Drawdown -114750 -45324 -181123 -1136359 -407099 -958128
Profit Factor 3.5284 9.004 0.9118 1.0571 1.7294 0.7085
Total Trades 103 52 51 103 52 51
Winning Trades 38 20 18 38 20 18
Losing Trades 65 32 33 65 32 33
Profitability (%) 36.8932 38.4615 35.2941 36.8932 38.4615 35.2941
Ratio Avg Win / Avg Loss 6.0354 14.4064 1.6717 1.8083 2.767 1.2989
Largest Winning Trade 1885747 1885747 55793 1216209 1216209 363080
Largest Losing Trade -56537 -19879 -56537 -461827 -195502 -461827
Avg Bars in Trades 238 100 379 238 100 379
Avg Bars in Winners 469 191 778 469 191 778
Avg Bars in Losers 104 43 162 104 43 162
Bars Traded 24603 5228 19375 24603 5228 19375
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 471671 -164698 -763774 -444476 -227112 -764885

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": 1580335200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902994204,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "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": [
        [
            1918291.3844325417,
            1963563.663415517,
            -45272.2789829751,
            225058.6140041109,
            981184.0233099761,
            -756125.4093058655
        ],
        [
            1918.291384,
            1963.563663,
            -45.272279,
            225.058614,
            981.184023,
            -756.125409
        ],
        [
            0.921148,
            0.942888,
            -0.021739,
            0.056623,
            0.114382,
            0
        ],
        [
            458.884156,
            458.884156,
            458.884156,
            458.884156,
            458.884156,
            458.884156
        ],
        [
            -114750,
            -45324,
            -181123,
            -1136359,
            -407099,
            -958128
        ],
        [
            3.528386,
            9.004015,
            0.911815,
            1.057136,
            1.729373,
            0.708485
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            36.893204,
            38.461538,
            35.294118,
            36.893204,
            38.461538,
            35.294118
        ],
        [
            6.035397,
            14.406424,
            1.671661,
            1.808258,
            2.766997,
            1.29889
        ],
        [
            1885747,
            1885747,
            55793,
            1216209,
            1216209,
            363080
        ],
        [
            -56537,
            -19879,
            -56537,
            -461827,
            -195502,
            -461827
        ],
        [
            238,
            100,
            379,
            238,
            100,
            379
        ],
        [
            469,
            191,
            778,
            469,
            191,
            778
        ],
        [
            104,
            43,
            162,
            104,
            43,
            162
        ],
        [
            24603,
            5228,
            19375,
            24603,
            5228,
            19375
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471671,
            -164698,
            -763774,
            -444476,
            -227112,
            -764885
        ]
    ]
}
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": 1580335200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902994204,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "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)