← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CHZ/USDT/120/MIDPRICE/JMA/3267

Strategy
CHZ/USDT/120/MIDPRICE/JMA/3267
Pair
CHZ_USDT
Interval
2h
Score
344163
Daily Profit
0.338254
Profit Factor
1.645576
Profitability
46.976744
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-09 19:16
Expiration Time
2025-12-23 15:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704524.8633 633699.3497 70825.5136 1303519.6483 1759053.1113 -455533.4629
Total P&L (%) 704.5249 633.6994 70.8255 1303.5196 1759.0531 -455.5335
Avg Daily Profit (%) 0.3383 0.3042 0.034 0.1269 0.1404 0
Buy And Hold Return (%) 205.1495 205.1495 205.1495 205.1495 205.1495 205.1495
Max Trade Drawdown -123807 -74234 -100504 -5290337 -2718906 -4573398
Profit Factor 1.6456 2.2282 1.1231 1.041 1.1136 0.972
Total Trades 215 107 108 215 107 108
Winning Trades 101 52 49 101 52 49
Losing Trades 114 55 59 114 55 59
Profitability (%) 46.9767 48.5981 45.3704 46.9767 48.5981 45.3704
Ratio Avg Win / Avg Loss 1.8574 2.3567 1.3523 1.175 1.1778 1.1704
Largest Winning Trade 157776 157776 47643 2442958 2442958 2102346
Largest Losing Trade -42938 -35459 -42938 -2240240 -1512906 -2240240
Avg Bars in Trades 114 99 130 114 99 130
Avg Bars in Winners 138 107 169 138 107 169
Avg Bars in Losers 94 91 96 94 91 96
Bars Traded 24689 10644 14045 24689 10644 14045
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 344163 335622 -400429 -199059 -101556 -581178
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581559200000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760026590326,
    "expiration_time": 1766496844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "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": [
        [
            704524.8633153895,
            633699.3497064225,
            70825.5136089672,
            1303519.6483300051,
            1759053.11125729,
            -455533.462927286
        ],
        [
            704.524863,
            633.69935,
            70.825514,
            1303.519648,
            1759.053111,
            -455.533463
        ],
        [
            0.338254,
            0.304249,
            0.034004,
            0.126906,
            0.14042,
            0
        ],
        [
            205.149539,
            205.149539,
            205.149539,
            205.149539,
            205.149539,
            205.149539
        ],
        [
            -123807,
            -74234,
            -100504,
            -5290337,
            -2718906,
            -4573398
        ],
        [
            1.645576,
            2.228189,
            1.1231,
            1.041028,
            1.113589,
            0.972028
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            101,
            52,
            49,
            101,
            52,
            49
        ],
        [
            114,
            55,
            59,
            114,
            55,
            59
        ],
        [
            46.976744,
            48.598131,
            45.37037,
            46.976744,
            48.598131,
            45.37037
        ],
        [
            1.857382,
            2.356739,
            1.352304,
            1.175022,
            1.177834,
            1.170401
        ],
        [
            157776,
            157776,
            47643,
            2442958,
            2442958,
            2102346
        ],
        [
            -42938,
            -35459,
            -42938,
            -2240240,
            -1512906,
            -2240240
        ],
        [
            114,
            99,
            130,
            114,
            99,
            130
        ],
        [
            138,
            107,
            169,
            138,
            107,
            169
        ],
        [
            94,
            91,
            96,
            94,
            91,
            96
        ],
        [
            24689,
            10644,
            14045,
            24689,
            10644,
            14045
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344163,
            335622,
            -400429,
            -199059,
            -101556,
            -581178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581559200000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760026590326,
    "expiration_time": 1766496844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "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)