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Trade: CHZ/USDT/120/MIDPRICE/EMA/1657

Strategy
CHZ/USDT/120/MIDPRICE/EMA/1657
Pair
CHZ_USDT
Interval
2h
Score
342402
Daily Profit
0.212244
Profit Factor
1.267460
Profitability
43.478261
Streak
10.040342
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 759610.8834 688982.4071 70628.4763 3151597.7705 8185126.6215 -5033528.851
Total P&L (%) 759.6109 688.9824 70.6285 3151.5978 8185.1266 -5033.5289
Avg Daily Profit (%) 0.3646 0.3307 0.0339 0.1673 0.2122 0
Buy And Hold Return (%) 492.7935 492.7935 492.7935 492.7935 492.7935 492.7935
Max Trade Drawdown -154209 -107427 -214257 -7910925 -4721028 -7674839
Profit Factor 1.3124 1.6197 1.0535 1.0457 1.2675 0.8687
Total Trades 967 483 484 967 483 484
Winning Trades 421 210 211 421 210 211
Losing Trades 546 273 273 546 273 273
Profitability (%) 43.5367 43.4783 43.595 43.5367 43.4783 43.595
Ratio Avg Win / Avg Loss 1.7021 2.1056 1.3631 1.3562 1.6477 1.124
Largest Winning Trade 124164 124164 45841 4069517 4069517 1191209
Largest Losing Trade -27901 -27516 -27901 -2159341 -1883774 -2159341
Avg Bars in Trades 25 25 26 25 25 26
Avg Bars in Winners 34 33 35 34 33 35
Avg Bars in Losers 19 18 19 19 18 19
Bars Traded 24931 12163 12768 24931 12163 12768
Profit Streak 0 10.0403 0 0 10.0403 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 144025 -29325 -475274 -159661 342402 -579350
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": 1579708800000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417085583,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 20,
            "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": [
        [
            759610.883429078,
            688982.4070999096,
            70628.476329169,
            3151597.770517289,
            8185126.621492854,
            -5033528.85097558
        ],
        [
            759.610883,
            688.982407,
            70.628476,
            3151.597771,
            8185.126621,
            -5033.528851
        ],
        [
            0.364614,
            0.330712,
            0.033902,
            0.167263,
            0.212244,
            0
        ],
        [
            492.793491,
            492.793491,
            492.793491,
            492.793491,
            492.793491,
            492.793491
        ],
        [
            -154209,
            -107427,
            -214257,
            -7910925,
            -4721028,
            -7674839
        ],
        [
            1.312415,
            1.619718,
            1.053521,
            1.045709,
            1.26746,
            0.868734
        ],
        [
            967,
            483,
            484,
            967,
            483,
            484
        ],
        [
            421,
            210,
            211,
            421,
            210,
            211
        ],
        [
            546,
            273,
            273,
            546,
            273,
            273
        ],
        [
            43.536711,
            43.478261,
            43.595041,
            43.536711,
            43.478261,
            43.595041
        ],
        [
            1.702087,
            2.105634,
            1.363086,
            1.356193,
            1.647698,
            1.124001
        ],
        [
            124164,
            124164,
            45841,
            4069517,
            4069517,
            1191209
        ],
        [
            -27901,
            -27516,
            -27901,
            -2159341,
            -1883774,
            -2159341
        ],
        [
            25,
            25,
            26,
            25,
            25,
            26
        ],
        [
            34,
            33,
            35,
            34,
            33,
            35
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            24931,
            12163,
            12768,
            24931,
            12163,
            12768
        ],
        [
            0,
            10.040342,
            0,
            0,
            10.040342,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            144025,
            -29325,
            -475274,
            -159661,
            342402,
            -579350
        ]
    ]
}
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": 1579708800000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417085583,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 20,
            "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)