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Trade: CHZ/USDT/360/T3/MIDPOINT/1719

Strategy
CHZ/USDT/360/T3/MIDPOINT/1719
Pair
CHZ_USDT
Interval
6h
Score
517324
Daily Profit
1.206273
Profit Factor
4.800735
Profitability
39.639640
Streak
0.000000
Best Strategy
Training Data Length
2216.750000
Evaluation Time
2025-09-30 19:48
Expiration Time
2025-12-06 02:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2674006.6771 2515631.3119 158375.3652 23463933.5613 18652846.5949 4811086.9664
Total P&L (%) 2674.0067 2515.6313 158.3754 23463.9336 18652.8466 4811.087
Avg Daily Profit (%) 1.2063 1.1348 0.0714 0.2467 0.2364 0.1758
Buy And Hold Return (%) 875.628 875.628 875.628 875.628 875.628 875.628
Max Trade Drawdown -131487 -85830 -113875 -17140470 -8283844 -12088845
Profit Factor 4.8007 7.9648 1.4626 1.2964 1.4569 1.1255
Total Trades 111 56 55 111 56 55
Winning Trades 44 21 23 44 21 23
Losing Trades 67 35 32 67 35 32
Profitability (%) 39.6396 37.5 41.8182 39.6396 37.5 41.8182
Ratio Avg Win / Avg Loss 7.3102 13.2747 2.0349 1.9741 2.4281 1.5659
Largest Winning Trade 2108966 2108966 50104 19819463 19819463 8138228
Largest Losing Trade -52774 -33051 -52774 -10955654 -3240223 -10955654
Avg Bars in Trades 78 82 73 78 82 73
Avg Bars in Winners 138 153 125 138 153 125
Avg Bars in Losers 38 40 36 38 40 36
Bars Traded 8678 4629 4049 8678 4629 4049
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 517324 -166433 -444372 211539 -174691 -257755
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8867,
    "evaluation_days": 2216.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569542400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250898306,
    "expiration_time": 1764979416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 85,
            "offset": 0,
            "a": 0.76237
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "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": [
        [
            2674006.67713987,
            2515631.3119121655,
            158375.3652277047,
            23463933.561289404,
            18652846.594850592,
            4811086.966438808
        ],
        [
            2674.006677,
            2515.631312,
            158.375365,
            23463.933561,
            18652.846595,
            4811.086966
        ],
        [
            1.206273,
            1.134829,
            0.071445,
            0.246714,
            0.236387,
            0.175821
        ],
        [
            875.627953,
            875.627953,
            875.627953,
            875.627953,
            875.627953,
            875.627953
        ],
        [
            -131487,
            -85830,
            -113875,
            -17140470,
            -8283844,
            -12088845
        ],
        [
            4.800735,
            7.964797,
            1.462602,
            1.296426,
            1.45688,
            1.125519
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            39.63964,
            37.5,
            41.818182,
            39.63964,
            37.5,
            41.818182
        ],
        [
            7.31021,
            13.274662,
            2.034925,
            1.974103,
            2.428134,
            1.565939
        ],
        [
            2108966,
            2108966,
            50104,
            19819463,
            19819463,
            8138228
        ],
        [
            -52774,
            -33051,
            -52774,
            -10955654,
            -3240223,
            -10955654
        ],
        [
            78,
            82,
            73,
            78,
            82,
            73
        ],
        [
            138,
            153,
            125,
            138,
            153,
            125
        ],
        [
            38,
            40,
            36,
            38,
            40,
            36
        ],
        [
            8678,
            4629,
            4049,
            8678,
            4629,
            4049
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            517324,
            -166433,
            -444372,
            211539,
            -174691,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8867,
    "evaluation_days": 2216.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569542400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250898306,
    "expiration_time": 1764979416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 85,
            "offset": 0,
            "a": 0.76237
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "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)