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Trade: CHZ/USDT/480/LINREG/MIDPRICE/8400

Strategy
CHZ/USDT/480/LINREG/MIDPRICE/8400
Pair
CHZ_USDT
Interval
8h
Score
378550
Daily Profit
0.266152
Profit Factor
3.538598
Profitability
54.838710
Streak
138.643278
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-02 02:26
Expiration Time
2025-12-07 06:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486867.4781 590324.3753 -103456.8972 -357627.0117 435720.928 -793347.9396
Total P&L (%) 486.8675 590.3244 -103.4569 -357.627 435.7209 -793.3479
Avg Daily Profit (%) 0.2195 0.2662 -0.0466 0 0.0757 0
Buy And Hold Return (%) 283.8838 283.8838 283.8838 283.8838 283.8838 283.8838
Max Trade Drawdown -331546 -76635 -330878 -783437 -202587 -875033
Profit Factor 1.6776 3.5386 0.7871 0.7918 1.8631 0.3458
Total Trades 62 31 31 62 31 31
Winning Trades 33 17 16 27 18 9
Losing Trades 29 14 15 35 13 22
Profitability (%) 53.2258 54.8387 51.6129 43.5484 58.0645 29.0323
Ratio Avg Win / Avg Loss 1.4743 2.9141 0.7379 1.0264 1.3455 0.8452
Largest Winning Trade 405067 405067 57697 169775 169775 107683
Largest Losing Trade -155139 -48446 -155139 -201544 -121406 -201544
Avg Bars in Trades 102 125 80 102 125 80
Avg Bars in Winners 83 88 78 145 170 95
Avg Bars in Losers 123 169 81 69 61 73
Bars Traded 6356 3876 2480 6356 3876 2480
Profit Streak 138.6433 138.6433 531.9766 0 0 0
Trades During Streak 5 2 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155600 378550 -579222 -740397 -98429 -592860
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574553600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759361179223,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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": [
        [
            486867.478076185,
            590324.3752992762,
            -103456.8972230916,
            -357627.0116509614,
            435720.927997589,
            -793347.9396485505
        ],
        [
            486.867478,
            590.324375,
            -103.456897,
            -357.627012,
            435.720928,
            -793.34794
        ],
        [
            0.219507,
            0.266152,
            -0.046644,
            0,
            0.075702,
            0
        ],
        [
            283.883797,
            283.883797,
            283.883797,
            283.883797,
            283.883797,
            283.883797
        ],
        [
            -331546,
            -76635,
            -330878,
            -783437,
            -202587,
            -875033
        ],
        [
            1.677632,
            3.538598,
            0.787101,
            0.791773,
            1.863061,
            0.345765
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            33,
            17,
            16,
            27,
            18,
            9
        ],
        [
            29,
            14,
            15,
            35,
            13,
            22
        ],
        [
            53.225806,
            54.83871,
            51.612903,
            43.548387,
            58.064516,
            29.032258
        ],
        [
            1.474283,
            2.914139,
            0.737907,
            1.026373,
            1.345544,
            0.845203
        ],
        [
            405067,
            405067,
            57697,
            169775,
            169775,
            107683
        ],
        [
            -155139,
            -48446,
            -155139,
            -201544,
            -121406,
            -201544
        ],
        [
            102,
            125,
            80,
            102,
            125,
            80
        ],
        [
            83,
            88,
            78,
            145,
            170,
            95
        ],
        [
            123,
            169,
            81,
            69,
            61,
            73
        ],
        [
            6356,
            3876,
            2480,
            6356,
            3876,
            2480
        ],
        [
            138.643278,
            138.643278,
            531.976611,
            0,
            0,
            0
        ],
        [
            5,
            2,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155600,
            378550,
            -579222,
            -740397,
            -98429,
            -592860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574553600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759361179223,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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)