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Trade: CHZ/USDT/240/KCL/JMA/1076

Strategy
CHZ/USDT/240/KCL/JMA/1076
Pair
CHZ_USDT
Interval
4h
Score
616558
Daily Profit
1.277179
Profit Factor
5.583964
Profitability
44.791667
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-25 18:31
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2822986.6885 2765965.5003 57021.1882 3043401.0871 2300986.7076 742414.3795
Total P&L (%) 2822.9867 2765.9655 57.0212 3043.4011 2300.9867 742.4144
Avg Daily Profit (%) 1.2772 1.2514 0.0258 0.1561 0.1439 0.0965
Buy And Hold Return (%) 874.1317 874.1317 874.1317 874.1317 874.1317 874.1317
Max Trade Drawdown -97234 -63132 -71458 -2264442 -2089444 -1052599
Profit Factor 5.584 8.23 1.2444 1.2815 1.3527 1.1731
Total Trades 96 48 48 96 48 48
Winning Trades 43 19 24 43 19 24
Losing Trades 53 29 24 53 29 24
Profitability (%) 44.7917 39.5833 50 44.7917 39.5833 50
Ratio Avg Win / Avg Loss 6.8826 12.5616 1.2444 1.5795 2.0647 1.1731
Largest Winning Trade 2585408 2585408 49082 2450975 2450975 879358
Largest Losing Trade -45378 -45378 -36999 -1312038 -1312038 -773324
Avg Bars in Trades 133 188 77 133 188 77
Avg Bars in Winners 214 341 113 214 341 113
Avg Bars in Losers 67 87 42 67 87 42
Bars Traded 12774 9037 3737 12774 9037 3737
Profit Streak 0 104.1466 0 0 104.1466 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 616558 565910 -324353 154502 -5839 -259573

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569556800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814262598,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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": [
        [
            2822986.688534149,
            2765965.500323588,
            57021.1882105605,
            3043401.0871255966,
            2300986.707599339,
            742414.3795262586
        ],
        [
            2822.986689,
            2765.9655,
            57.021188,
            3043.401087,
            2300.986708,
            742.41438
        ],
        [
            1.277179,
            1.251381,
            0.025798,
            0.156112,
            0.143904,
            0.096462
        ],
        [
            874.131737,
            874.131737,
            874.131737,
            874.131737,
            874.131737,
            874.131737
        ],
        [
            -97234,
            -63132,
            -71458,
            -2264442,
            -2089444,
            -1052599
        ],
        [
            5.583964,
            8.230019,
            1.24444,
            1.281467,
            1.352704,
            1.173106
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            44.791667,
            39.583333,
            50,
            44.791667,
            39.583333,
            50
        ],
        [
            6.88256,
            12.561607,
            1.24444,
            1.579483,
            2.064654,
            1.173106
        ],
        [
            2585408,
            2585408,
            49082,
            2450975,
            2450975,
            879358
        ],
        [
            -45378,
            -45378,
            -36999,
            -1312038,
            -1312038,
            -773324
        ],
        [
            133,
            188,
            77,
            133,
            188,
            77
        ],
        [
            214,
            341,
            113,
            214,
            341,
            113
        ],
        [
            67,
            87,
            42,
            67,
            87,
            42
        ],
        [
            12774,
            9037,
            3737,
            12774,
            9037,
            3737
        ],
        [
            0,
            104.146558,
            0,
            0,
            104.146558,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            616558,
            565910,
            -324353,
            154502,
            -5839,
            -259573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569556800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814262598,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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)