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Trade: CHZ/USDT/360/KCB/WMA/1532

Strategy
CHZ/USDT/360/KCB/WMA/1532
Pair
CHZ_USDT
Interval
6h
Score
406182
Daily Profit
0.248716
Profit Factor
1.649149
Profitability
56.666667
Streak
0.000000
Best Strategy
Training Data Length
2218.750000
Evaluation Time
2025-10-02 16:51
Expiration Time
2025-12-08 03:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3542151.2781 148424.7647 -3690576.0428 -11954728.1799 24652809.7987 -36607537.9785
Total P&L (%) -3542.1513 148.4248 -3690.576 -11954.7282 24652.8098 -36607.538
Avg Daily Profit (%) -1.5965 0.0669 -1.6634 0 0.2487 0
Buy And Hold Return (%) 320.4973 320.4973 320.4973 320.4973 320.4973 320.4973
Max Trade Drawdown -3918520 -90813 -3870316 -51071211 -20126609 -46545168
Profit Factor 0.1738 1.6321 0.0893 0.888 1.6491 0.4675
Total Trades 61 30 31 61 30 31
Winning Trades 37 19 18 29 17 12
Losing Trades 24 11 13 32 13 19
Profitability (%) 60.6557 63.3333 58.0645 47.541 56.6667 38.7097
Ratio Avg Win / Avg Loss 0.1128 0.9449 0.0645 0.9798 1.2611 0.7401
Largest Winning Trade 58986 58986 45513 15288729 13323311 15288729
Largest Losing Trade -3870316 -48448 -3870316 -22118030 -13834393 -22118030
Avg Bars in Trades 141 147 136 141 147 136
Avg Bars in Winners 92 88 97 185 200 165
Avg Bars in Losers 217 249 189 101 77 118
Bars Traded 8638 4413 4225 8638 4413 4225
Profit Streak 134.5776 134.5776 259.8276 0 0 0
Trades During Streak 7 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -743915 -266044 -578398 -747734 406182 -585208
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8875,
    "evaluation_days": 2218.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572415200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413104517,
    "expiration_time": 1765157400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "offset": 211
        }
    }
}
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": [
        [
            -3542151.2780606127,
            148424.7646918049,
            -3690576.0427524173,
            -11954728.179877743,
            24652809.79865236,
            -36607537.97853012
        ],
        [
            -3542.151278,
            148.424765,
            -3690.576043,
            -11954.72818,
            24652.809799,
            -36607.537979
        ],
        [
            -1.596463,
            0.066896,
            -1.663358,
            0,
            0.248716,
            0
        ],
        [
            320.497293,
            320.497293,
            320.497293,
            320.497293,
            320.497293,
            320.497293
        ],
        [
            -3918520,
            -90813,
            -3870316,
            -51071211,
            -20126609,
            -46545168
        ],
        [
            0.173829,
            1.632098,
            0.089335,
            0.887979,
            1.649149,
            0.46746
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            37,
            19,
            18,
            29,
            17,
            12
        ],
        [
            24,
            11,
            13,
            32,
            13,
            19
        ],
        [
            60.655738,
            63.333333,
            58.064516,
            47.540984,
            56.666667,
            38.709677
        ],
        [
            0.112754,
            0.944899,
            0.06452,
            0.979839,
            1.261114,
            0.740145
        ],
        [
            58986,
            58986,
            45513,
            15288729,
            13323311,
            15288729
        ],
        [
            -3870316,
            -48448,
            -3870316,
            -22118030,
            -13834393,
            -22118030
        ],
        [
            141,
            147,
            136,
            141,
            147,
            136
        ],
        [
            92,
            88,
            97,
            185,
            200,
            165
        ],
        [
            217,
            249,
            189,
            101,
            77,
            118
        ],
        [
            8638,
            4413,
            4225,
            8638,
            4413,
            4225
        ],
        [
            134.577598,
            134.577599,
            259.827598,
            0,
            0,
            0
        ],
        [
            7,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -743915,
            -266044,
            -578398,
            -747734,
            406182,
            -585208
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8875,
    "evaluation_days": 2218.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572415200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413104517,
    "expiration_time": 1765157400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "offset": 211
        }
    }
}

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)