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Trade: CHZ/USDT/240/MIDPOINT/SSF/1715

Strategy
CHZ/USDT/240/MIDPOINT/SSF/1715
Pair
CHZ_USDT
Interval
4h
Score
414403
Daily Profit
0.522243
Profit Factor
1.763205
Profitability
55.835240
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-26 18:09
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 1154329.5632 909520.0573 244809.5059 152594717.8141 47668398.5781 104926319.236
Total P&L (%) 1154.3296 909.5201 244.8095 152594.7178 47668.3986 104926.3192
Avg Daily Profit (%) 0.5222 0.4115 0.1108 0.3322 0.2795 0.3152
Buy And Hold Return (%) 491.1337 491.1337 491.1337 491.1337 491.1337 491.1337
Max Trade Drawdown -91544 -61783 -112950 -148366132 -137530744 -60227144
Profit Factor 1.7632 2.3478 1.2923 1.1963 1.1236 1.2678
Total Trades 437 219 218 437 219 218
Winning Trades 244 124 120 244 124 120
Losing Trades 193 95 98 193 95 98
Profitability (%) 55.8352 56.621 55.0459 55.8352 56.621 55.0459
Ratio Avg Win / Avg Loss 1.3947 1.7987 1.0553 0.9462 0.8608 1.0354
Largest Winning Trade 107649 107649 41077 64409142 62502913 64409142
Largest Losing Trade -37618 -29160 -37618 -49914690 -30187251 -49914690
Avg Bars in Trades 30 26 33 30 26 33
Avg Bars in Winners 31 25 36 31 25 36
Avg Bars in Losers 28 27 29 28 27 29
Bars Traded 13145 5821 7324 13145 5821 7324
Profit Streak 0 0 8.1314 0 0 8.1314
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414403 294016 -208958 212333 -75794 389625

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": 1568678400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899351839,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1154329.5631661494,
            909520.0572827194,
            244809.5058834283,
            152594717.81409976,
            47668398.57806362,
            104926319.236036
        ],
        [
            1154.329563,
            909.520057,
            244.809506,
            152594.717814,
            47668.398578,
            104926.319236
        ],
        [
            0.522243,
            0.411486,
            0.110757,
            0.332222,
            0.279486,
            0.315236
        ],
        [
            491.133721,
            491.133721,
            491.133721,
            491.133721,
            491.133721,
            491.133721
        ],
        [
            -91544,
            -61783,
            -112950,
            -148366132,
            -137530744,
            -60227144
        ],
        [
            1.763205,
            2.347815,
            1.292252,
            1.196258,
            1.123596,
            1.267777
        ],
        [
            437,
            219,
            218,
            437,
            219,
            218
        ],
        [
            244,
            124,
            120,
            244,
            124,
            120
        ],
        [
            193,
            95,
            98,
            193,
            95,
            98
        ],
        [
            55.83524,
            56.621005,
            55.045872,
            55.83524,
            56.621005,
            55.045872
        ],
        [
            1.394666,
            1.798729,
            1.055339,
            0.94622,
            0.86082,
            1.035351
        ],
        [
            107649,
            107649,
            41077,
            64409142,
            62502913,
            64409142
        ],
        [
            -37618,
            -29160,
            -37618,
            -49914690,
            -30187251,
            -49914690
        ],
        [
            30,
            26,
            33,
            30,
            26,
            33
        ],
        [
            31,
            25,
            36,
            31,
            25,
            36
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            13145,
            5821,
            7324,
            13145,
            5821,
            7324
        ],
        [
            0,
            0,
            8.131387,
            0,
            0,
            8.131387
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414403,
            294016,
            -208958,
            212333,
            -75794,
            389625
        ]
    ]
}
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": 1568678400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899351839,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 2
        }
    }
}

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)