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Trade: CHZ/USDT/480/FWMA/KCL/4268

Strategy
CHZ/USDT/480/FWMA/KCL/4268
Pair
CHZ_USDT
Interval
8h
Score
620912
Daily Profit
0.744609
Profit Factor
8.770879
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
2212.670000
Evaluation Time
2025-09-26 14:16
Expiration Time
2025-12-01 19:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1616725.988 1647574.9552 -30848.9673 105836.224 242827.9761 -136991.7522
Total P&L (%) 1616.726 1647.575 -30.849 105.8362 242.828 -136.9918
Avg Daily Profit (%) 0.7307 0.7446 -0.0139 0.0326 0.0557 0
Buy And Hold Return (%) 433.8472 433.8472 433.8472 433.8472 433.8472 433.8472
Max Trade Drawdown -149453 -87242 -215064 -259505 -111920 -291341
Profit Factor 4.0919 8.7709 0.9008 1.1616 2.0367 0.6744
Total Trades 75 37 38 75 37 38
Winning Trades 31 17 14 31 17 14
Losing Trades 44 20 24 44 20 24
Profitability (%) 41.3333 45.9459 36.8421 41.3333 45.9459 36.8421
Ratio Avg Win / Avg Loss 5.8079 10.3187 1.5442 1.6487 2.3961 1.1561
Largest Winning Trade 1638319 1638319 44288 274096 274096 64411
Largest Losing Trade -71508 -37290 -71508 -149374 -81197 -149374
Avg Bars in Trades 82 71 93 82 71 93
Avg Bars in Winners 121 99 149 121 99 149
Avg Bars in Losers 54 47 60 54 47 60
Bars Traded 6190 2638 3552 6190 2638 3552
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 -47410 620912 -583104 -421393 -282021 -584215

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6638,
    "evaluation_days": 2212.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578038400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885390775,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 119,
            "offset": 240
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1616725.9879641247,
            1647574.9552253503,
            -30848.9672612253,
            105836.2239553285,
            242827.976116368,
            -136991.7521610396
        ],
        [
            1616.725988,
            1647.574955,
            -30.848967,
            105.836224,
            242.827976,
            -136.991752
        ],
        [
            0.730667,
            0.744609,
            -0.013942,
            0.032632,
            0.055697,
            0
        ],
        [
            433.847232,
            433.847232,
            433.847232,
            433.847232,
            433.847232,
            433.847232
        ],
        [
            -149453,
            -87242,
            -215064,
            -259505,
            -111920,
            -291341
        ],
        [
            4.091924,
            8.770879,
            0.900765,
            1.161587,
            2.036696,
            0.674409
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            41.333333,
            45.945946,
            36.842105,
            41.333333,
            45.945946,
            36.842105
        ],
        [
            5.807893,
            10.318682,
            1.544168,
            1.648704,
            2.396113,
            1.156129
        ],
        [
            1638319,
            1638319,
            44288,
            274096,
            274096,
            64411
        ],
        [
            -71508,
            -37290,
            -71508,
            -149374,
            -81197,
            -149374
        ],
        [
            82,
            71,
            93,
            82,
            71,
            93
        ],
        [
            121,
            99,
            149,
            121,
            99,
            149
        ],
        [
            54,
            47,
            60,
            54,
            47,
            60
        ],
        [
            6190,
            2638,
            3552,
            6190,
            2638,
            3552
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47410,
            620912,
            -583104,
            -421393,
            -282021,
            -584215
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6638,
    "evaluation_days": 2212.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578038400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885390775,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 119,
            "offset": 240
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 137,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)