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Trade: CHZ/USDT/360/MIDPOINT/HMA/1931

Strategy
CHZ/USDT/360/MIDPOINT/HMA/1931
Pair
CHZ_USDT
Interval
6h
Score
580118
Daily Profit
0.202827
Profit Factor
4.074171
Profitability
52.127660
Streak
77.826054
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 16:49
Expiration Time
2025-11-29 21:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 608270.9079 568280.7193 39990.1886 -679919.2809 8718677.1189 -9398596.3998
Total P&L (%) 608.2709 568.2807 39.9902 -679.9193 8718.6771 -9398.5964
Avg Daily Profit (%) 0.2751 0.2571 0.0181 0 0.2028 0
Buy And Hold Return (%) 718.4745 718.4745 718.4745 718.4745 718.4745 718.4745
Max Trade Drawdown -175966 -77099 -184208 -9234875 -661102 -10741966
Profit Factor 1.6047 2.3557 1.0682 0.9571 4.0742 0.277
Total Trades 188 94 94 188 94 94
Winning Trades 103 56 47 93 49 44
Losing Trades 85 38 47 95 45 50
Profitability (%) 54.7872 59.5745 50 49.4681 52.1277 46.8085
Ratio Avg Win / Avg Loss 1.3243 1.5985 1.0682 0.9776 3.7416 0.3148
Largest Winning Trade 90200 90200 47858 2647181 2647181 410869
Largest Losing Trade -110266 -27852 -110266 -5084014 -406605 -5084014
Avg Bars in Trades 45 38 52 45 38 52
Avg Bars in Winners 49 33 68 44 45 44
Avg Bars in Losers 41 46 37 46 32 59
Bars Traded 8617 3658 4959 8617 3658 4959
Profit Streak 0 0 0 77.8261 77.8261 82.3261
Trades During Streak 0 0 0 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153566 -151827 -480319 -578535 580118 -580956

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570989600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894571071,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 142,
            "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": [
        [
            608270.9079426717,
            568280.7193271238,
            39990.188615548,
            -679919.2809265801,
            8718677.118902639,
            -9398596.399829222
        ],
        [
            608.270908,
            568.280719,
            39.990189,
            -679.919281,
            8718.677119,
            -9398.5964
        ],
        [
            0.275142,
            0.257053,
            0.018089,
            0,
            0.202827,
            0
        ],
        [
            718.474542,
            718.474542,
            718.474542,
            718.474542,
            718.474542,
            718.474542
        ],
        [
            -175966,
            -77099,
            -184208,
            -9234875,
            -661102,
            -10741966
        ],
        [
            1.604709,
            2.355704,
            1.06816,
            0.957064,
            4.074171,
            0.27701
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            103,
            56,
            47,
            93,
            49,
            44
        ],
        [
            85,
            38,
            47,
            95,
            45,
            50
        ],
        [
            54.787234,
            59.574468,
            50,
            49.468085,
            52.12766,
            46.808511
        ],
        [
            1.324274,
            1.598513,
            1.06816,
            0.977646,
            3.741585,
            0.314784
        ],
        [
            90200,
            90200,
            47858,
            2647181,
            2647181,
            410869
        ],
        [
            -110266,
            -27852,
            -110266,
            -5084014,
            -406605,
            -5084014
        ],
        [
            45,
            38,
            52,
            45,
            38,
            52
        ],
        [
            49,
            33,
            68,
            44,
            45,
            44
        ],
        [
            41,
            46,
            37,
            46,
            32,
            59
        ],
        [
            8617,
            3658,
            4959,
            8617,
            3658,
            4959
        ],
        [
            0,
            0,
            0,
            77.826054,
            77.826054,
            82.326054
        ],
        [
            0,
            0,
            0,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153566,
            -151827,
            -480319,
            -578535,
            580118,
            -580956
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570989600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894571071,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 142,
            "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)