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Trade: CHZ/USDT/240/HL2/DCM/2744

Strategy
CHZ/USDT/240/HL2/DCM/2744
Pair
CHZ_USDT
Interval
4h
Score
640104
Daily Profit
1.055376
Profit Factor
8.524863
Profitability
43.925234
Streak
40.108079
Best Strategy
Training Data Length
2218.500000
Evaluation Time
2025-10-02 21:35
Expiration Time
2025-12-08 07:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2405115.1561 2341350.6314 63764.5247 2228563.1027 6128422.4579 -3899859.3552
Total P&L (%) 2405.1152 2341.3506 63.7645 2228.5631 6128.4225 -3899.8594
Avg Daily Profit (%) 1.0841 1.0554 0.0287 0.142 0.1864 0
Buy And Hold Return (%) 768.8587 768.8587 768.8587 768.8587 768.8587 768.8587
Max Trade Drawdown -207705 -127328 -103525 -14095325 -6067939 -9981344
Profit Factor 4.506 8.5249 1.1701 1.074 1.5262 0.7888
Total Trades 214 107 107 214 107 107
Winning Trades 95 47 48 95 47 48
Losing Trades 119 60 59 119 60 59
Profitability (%) 44.3925 43.9252 44.8598 44.3925 43.9252 44.8598
Ratio Avg Win / Avg Loss 5.6444 10.8828 1.4383 1.3453 1.9483 0.9696
Largest Winning Trade 2184339 2184339 52108 7102263 7102263 3268153
Largest Losing Trade -51601 -33803 -51601 -6963099 -1913057 -6963099
Avg Bars in Trades 60 59 62 60 59 62
Avg Bars in Winners 93 85 101 93 85 101
Avg Bars in Losers 34 39 30 34 39 30
Bars Traded 13040 6379 6661 13040 6379 6661
Profit Streak 0 40.1081 0 0 40.1081 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 604350 640104 -355940 -146458 339640 -583046
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13311,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571112000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759430138006,
    "expiration_time": 1765171152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "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": [
        [
            2405115.1560843056,
            2341350.631384276,
            63764.5247000293,
            2228563.102675887,
            6128422.457887436,
            -3899859.35521154
        ],
        [
            2405.115156,
            2341.350631,
            63.764525,
            2228.563103,
            6128.422458,
            -3899.859355
        ],
        [
            1.084118,
            1.055376,
            0.028742,
            0.141991,
            0.186412,
            0
        ],
        [
            768.858655,
            768.858655,
            768.858655,
            768.858655,
            768.858655,
            768.858655
        ],
        [
            -207705,
            -127328,
            -103525,
            -14095325,
            -6067939,
            -9981344
        ],
        [
            4.506002,
            8.524863,
            1.170106,
            1.073999,
            1.526179,
            0.788844
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            44.392523,
            43.925234,
            44.859813,
            44.392523,
            43.925234,
            44.859813
        ],
        [
            5.64436,
            10.882803,
            1.438256,
            1.345325,
            1.948313,
            0.96962
        ],
        [
            2184339,
            2184339,
            52108,
            7102263,
            7102263,
            3268153
        ],
        [
            -51601,
            -33803,
            -51601,
            -6963099,
            -1913057,
            -6963099
        ],
        [
            60,
            59,
            62,
            60,
            59,
            62
        ],
        [
            93,
            85,
            101,
            93,
            85,
            101
        ],
        [
            34,
            39,
            30,
            34,
            39,
            30
        ],
        [
            13040,
            6379,
            6661,
            13040,
            6379,
            6661
        ],
        [
            0,
            40.108079,
            0,
            0,
            40.108079,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            604350,
            640104,
            -355940,
            -146458,
            339640,
            -583046
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13311,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571112000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759430138006,
    "expiration_time": 1765171152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 234
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 42,
            "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)