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Trade: CHZ/USDT/120/T3/JMA/5901

Strategy
CHZ/USDT/120/T3/JMA/5901
Pair
CHZ_USDT
Interval
2h
Score
305153
Daily Profit
0.602680
Profit Factor
3.727724
Profitability
33.582090
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 20:13
Expiration Time
2025-12-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1371405.2035 1255580.6876 115824.5159 8048343.6471 3473942.0376 4574401.6095
Total P&L (%) 1371.4052 1255.5807 115.8245 8048.3436 3473.942 4574.4016
Avg Daily Profit (%) 0.6583 0.6027 0.0556 0.2114 0.1718 0.1847
Buy And Hold Return (%) 447.0629 447.0629 447.0629 447.0629 447.0629 447.0629
Max Trade Drawdown -109157 -74856 -116017 -10229132 -11261438 -5995295
Profit Factor 2.3335 3.7277 1.2039 1.1562 1.1328 1.1804
Total Trades 267 134 133 267 134 133
Winning Trades 86 45 41 86 45 41
Losing Trades 181 89 92 181 89 92
Profitability (%) 32.2097 33.5821 30.8271 32.2097 33.5821 30.8271
Ratio Avg Win / Avg Loss 4.9112 7.3726 2.7014 2.4334 2.2404 2.6486
Largest Winning Trade 889150 889150 50862 7882387 7882387 2886932
Largest Losing Trade -26400 -15797 -26400 -2436214 -2420847 -2436214
Avg Bars in Trades 93 87 98 93 87 98
Avg Bars in Winners 187 169 207 187 169 207
Avg Bars in Losers 48 45 50 48 45 50
Bars Traded 24838 11714 13124 24838 11714 13124
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 281728 305153 -291506 -44982 -72146 -20771
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1579543200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166018448,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 63,
            "offset": 0,
            "a": 0.15316
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 37,
            "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": [
        [
            1371405.203509962,
            1255580.6875973896,
            115824.5159125728,
            8048343.647118293,
            3473942.0375943934,
            4574401.609523904
        ],
        [
            1371.405204,
            1255.580688,
            115.824516,
            8048.343647,
            3473.942038,
            4574.40161
        ],
        [
            0.658276,
            0.60268,
            0.055596,
            0.211443,
            0.171808,
            0.184716
        ],
        [
            447.062889,
            447.062889,
            447.062889,
            447.062889,
            447.062889,
            447.062889
        ],
        [
            -109157,
            -74856,
            -116017,
            -10229132,
            -11261438,
            -5995295
        ],
        [
            2.333512,
            3.727724,
            1.203876,
            1.1562,
            1.132779,
            1.180359
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            181,
            89,
            92,
            181,
            89,
            92
        ],
        [
            32.209738,
            33.58209,
            30.827068,
            32.209738,
            33.58209,
            30.827068
        ],
        [
            4.911229,
            7.372609,
            2.70138,
            2.433397,
            2.240386,
            2.648611
        ],
        [
            889150,
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            7882387,
            2886932
        ],
        [
            -26400,
            -15797,
            -26400,
            -2436214,
            -2420847,
            -2436214
        ],
        [
            93,
            87,
            98,
            93,
            87,
            98
        ],
        [
            187,
            169,
            207,
            187,
            169,
            207
        ],
        [
            48,
            45,
            50,
            48,
            45,
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        ],
        [
            24838,
            11714,
            13124,
            24838,
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        ],
        [
            0,
            0,
            0,
            0,
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        ],
        [
            0,
            0,
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        ],
        [
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        ],
        [
            281728,
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            -291506,
            -44982,
            -72146,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1579543200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166018448,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 63,
            "offset": 0,
            "a": 0.15316
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 37,
            "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)