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Trade: CHZ/USDT/360/ALMA/MIDPRICE/3037

Strategy
CHZ/USDT/360/ALMA/MIDPRICE/3037
Pair
CHZ_USDT
Interval
6h
Score
641839
Daily Profit
0.855873
Profit Factor
5.610574
Profitability
38.095238
Streak
115.789006
Best Strategy
Training Data Length
2222.250000
Evaluation Time
2025-10-06 03:56
Expiration Time
2025-12-11 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1880401.3357 1901962.729 -21561.3933 182594.0421 953219.6285 -770625.5864
Total P&L (%) 1880.4013 1901.9627 -21.5614 182.594 953.2196 -770.6256
Avg Daily Profit (%) 0.8462 0.8559 -0.0097 0.0468 0.106 0
Buy And Hold Return (%) 176.7043 176.7043 176.7043 176.7043 176.7043 176.7043
Max Trade Drawdown -139945 -114307 -83025 -2850673 -2116260 -967628
Profit Factor 3.6433 5.6106 0.9279 1.0227 1.1816 0.7234
Total Trades 85 42 43 85 42 43
Winning Trades 35 16 19 35 16 19
Losing Trades 50 26 24 50 26 24
Profitability (%) 41.1765 38.0952 44.186 41.1765 38.0952 44.186
Ratio Avg Win / Avg Loss 5.2047 9.1172 1.172 1.461 1.9201 0.9137
Largest Winning Trade 1823401 1823401 40288 2902366 2902366 490113
Largest Losing Trade -58068 -58068 -34953 -1764449 -1764449 -422493
Avg Bars in Trades 99 139 60 99 139 60
Avg Bars in Winners 133 181 92 133 181 92
Avg Bars in Losers 76 113 35 76 113 35
Bars Traded 8468 5860 2608 8468 5860 2608
Profit Streak 0 115.789 0 0 115.789 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 604866 641839 -581321 -484605 -75432 -582988
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8889,
    "evaluation_days": 2222.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572955200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759712170129,
    "expiration_time": 1765468872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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": [
        [
            1880401.335665077,
            1901962.7289935534,
            -21561.3933284761,
            182594.0421097201,
            953219.6285286669,
            -770625.5864189471
        ],
        [
            1880.401336,
            1901.962729,
            -21.561393,
            182.594042,
            953.219629,
            -770.625586
        ],
        [
            0.84617,
            0.855873,
            -0.009703,
            0.046758,
            0.106004,
            0
        ],
        [
            176.704292,
            176.704292,
            176.704292,
            176.704292,
            176.704292,
            176.704292
        ],
        [
            -139945,
            -114307,
            -83025,
            -2850673,
            -2116260,
            -967628
        ],
        [
            3.643296,
            5.610574,
            0.927855,
            1.022724,
            1.181576,
            0.723363
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            41.176471,
            38.095238,
            44.186047,
            41.176471,
            38.095238,
            44.186047
        ],
        [
            5.204709,
            9.117183,
            1.172028,
            1.461034,
            1.92006,
            0.913721
        ],
        [
            1823401,
            1823401,
            40288,
            2902366,
            2902366,
            490113
        ],
        [
            -58068,
            -58068,
            -34953,
            -1764449,
            -1764449,
            -422493
        ],
        [
            99,
            139,
            60,
            99,
            139,
            60
        ],
        [
            133,
            181,
            92,
            133,
            181,
            92
        ],
        [
            76,
            113,
            35,
            76,
            113,
            35
        ],
        [
            8468,
            5860,
            2608,
            8468,
            5860,
            2608
        ],
        [
            0,
            115.789006,
            0,
            0,
            115.789006,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            604866,
            641839,
            -581321,
            -484605,
            -75432,
            -582988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8889,
    "evaluation_days": 2222.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572955200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759712170129,
    "expiration_time": 1765468872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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)