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Trade: CHZ/USDT/360/LINREG/HMA/5878

Strategy
CHZ/USDT/360/LINREG/HMA/5878
Pair
CHZ_USDT
Interval
6h
Score
833047
Daily Profit
1.046841
Profit Factor
9.666744
Profitability
59.459459
Streak
0.000000
Best Strategy
Training Data Length
2223.000000
Evaluation Time
2025-10-07 03:08
Expiration Time
2025-12-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2480349.6259 2327128.4878 153221.1381 9718559.9945 -990073.1651 10708633.1596
Total P&L (%) 2480.3496 2327.1285 153.2211 9718.56 -990.0732 10708.6332
Avg Daily Profit (%) 1.1158 1.0468 0.0689 0.2065 0 0.2109
Buy And Hold Return (%) 246.6293 246.6293 246.6293 246.6293 246.6293 246.6293
Max Trade Drawdown -89422 -56586 -78155 -14506955 -12240047 -8544204
Profit Factor 5.4591 9.6667 1.5325 1.1645 0.9725 1.4638
Total Trades 75 37 38 75 37 38
Winning Trades 39 22 17 39 22 17
Losing Trades 36 15 21 36 15 21
Profitability (%) 52 59.4595 44.7368 52 59.4595 44.7368
Ratio Avg Win / Avg Loss 5.0392 6.591 1.8931 1.0749 0.6631 1.8083
Largest Winning Trade 2122023 2122023 46116 7923037 7923037 4575046
Largest Losing Trade -47436 -47436 -38008 -7356862 -7356862 -3627583
Avg Bars in Trades 114 132 96 114 132 96
Avg Bars in Winners 151 160 139 151 160 139
Avg Bars in Losers 75 92 62 75 92 62
Bars Traded 8593 4913 3680 8593 4913 3680
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39446 833047 -266101 -92534 -579546 298553
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572674400000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759795720775,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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": [
        [
            2480349.62591345,
            2327128.487787948,
            153221.1381255031,
            9718559.994451126,
            -990073.1651377107,
            10708633.159588832
        ],
        [
            2480.349626,
            2327.128488,
            153.221138,
            9718.559994,
            -990.073165,
            10708.63316
        ],
        [
            1.115767,
            1.046841,
            0.068925,
            0.206549,
            0,
            0.21088
        ],
        [
            246.629345,
            246.629345,
            246.629345,
            246.629345,
            246.629345,
            246.629345
        ],
        [
            -89422,
            -56586,
            -78155,
            -14506955,
            -12240047,
            -8544204
        ],
        [
            5.459142,
            9.666744,
            1.532523,
            1.16447,
            0.972501,
            1.463838
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            52,
            59.459459,
            44.736842,
            52,
            59.459459,
            44.736842
        ],
        [
            5.039208,
            6.590962,
            1.893117,
            1.074895,
            0.663069,
            1.808271
        ],
        [
            2122023,
            2122023,
            46116,
            7923037,
            7923037,
            4575046
        ],
        [
            -47436,
            -47436,
            -38008,
            -7356862,
            -7356862,
            -3627583
        ],
        [
            114,
            132,
            96,
            114,
            132,
            96
        ],
        [
            151,
            160,
            139,
            151,
            160,
            139
        ],
        [
            75,
            92,
            62,
            75,
            92,
            62
        ],
        [
            8593,
            4913,
            3680,
            8593,
            4913,
            3680
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39446,
            833047,
            -266101,
            -92534,
            -579546,
            298553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572674400000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759795720775,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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)