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Trade: CHZ/USDT/360/ZLMA/BBM/1226

Strategy
CHZ/USDT/360/ZLMA/BBM/1226
Pair
CHZ_USDT
Interval
6h
Score
349217
Daily Profit
0.196480
Profit Factor
1.883833
Profitability
43.750000
Streak
15.778535
Best Strategy
Training Data Length
2219.500000
Evaluation Time
2025-10-03 15:41
Expiration Time
2025-12-08 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3563616.0939 46559.6385 -3610175.7323 -5280635.2452 7699184.9684 -12979820.2137
Total P&L (%) -3563.6161 46.5596 -3610.1757 -5280.6352 7699.185 -12979.8202
Avg Daily Profit (%) -1.6056 0.021 -1.6266 0 0.1965 0
Buy And Hold Return (%) 743.3415 743.3415 743.3415 743.3415 743.3415 743.3415
Max Trade Drawdown -3864473 -71295 -3802117 -12024088 -2946725 -13070552
Profit Factor 0.1417 1.2047 0.0801 0.8042 1.8838 0.2888
Total Trades 64 32 32 64 32 32
Winning Trades 37 16 21 24 14 10
Losing Trades 27 16 11 40 18 22
Profitability (%) 57.8125 50 65.625 37.5 43.75 31.25
Ratio Avg Win / Avg Loss 0.1034 1.2047 0.0419 1.3403 2.4221 0.6354
Largest Winning Trade 59645 59645 42075 3638400 3638400 2230620
Largest Losing Trade -3762680 -47556 -3762680 -7062789 -1949345 -7062789
Avg Bars in Trades 134 147 121 134 147 121
Avg Bars in Winners 60 59 61 213 243 171
Avg Bars in Losers 235 235 235 87 72 99
Bars Traded 8610 4715 3895 8610 4715 3895
Profit Streak 0 0 272.7785 14.2785 15.7785 0
Trades During Streak 0 0 6 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -723265 -331144 -577368 -727156 349217 -588102
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571097600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495265405,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 208,
            "offset": 0,
            "std": 2.77812
        }
    }
}
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": [
        [
            -3563616.0938722333,
            46559.6384747731,
            -3610175.732347005,
            -5280635.245233306,
            7699184.968442256,
            -12979820.213675557
        ],
        [
            -3563.616094,
            46.559638,
            -3610.175732,
            -5280.635245,
            7699.184968,
            -12979.820214
        ],
        [
            -1.605594,
            0.020978,
            -1.626572,
            0,
            0.19648,
            0
        ],
        [
            743.341542,
            743.341542,
            743.341542,
            743.341542,
            743.341542,
            743.341542
        ],
        [
            -3864473,
            -71295,
            -3802117,
            -12024088,
            -2946725,
            -13070552
        ],
        [
            0.141668,
            1.204706,
            0.080057,
            0.80415,
            1.883833,
            0.288835
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            37,
            16,
            21,
            24,
            14,
            10
        ],
        [
            27,
            16,
            11,
            40,
            18,
            22
        ],
        [
            57.8125,
            50,
            65.625,
            37.5,
            43.75,
            31.25
        ],
        [
            0.10338,
            1.204706,
            0.041935,
            1.34025,
            2.42207,
            0.635438
        ],
        [
            59645,
            59645,
            42075,
            3638400,
            3638400,
            2230620
        ],
        [
            -3762680,
            -47556,
            -3762680,
            -7062789,
            -1949345,
            -7062789
        ],
        [
            134,
            147,
            121,
            134,
            147,
            121
        ],
        [
            60,
            59,
            61,
            213,
            243,
            171
        ],
        [
            235,
            235,
            235,
            87,
            72,
            99
        ],
        [
            8610,
            4715,
            3895,
            8610,
            4715,
            3895
        ],
        [
            0,
            0,
            272.778535,
            14.278535,
            15.778535,
            0
        ],
        [
            0,
            0,
            6,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -723265,
            -331144,
            -577368,
            -727156,
            349217,
            -588102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571097600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495265405,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 208,
            "offset": 0,
            "std": 2.77812
        }
    }
}

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)