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Trade: CHZ/USDT/480/MIDPRICE/JMA/4304

Strategy
CHZ/USDT/480/MIDPRICE/JMA/4304
Pair
CHZ_USDT
Interval
8h
Score
536981
Daily Profit
0.995900
Profit Factor
10.003778
Profitability
40.425532
Streak
0.000000
Best Strategy
Training Data Length
2221.670000
Evaluation Time
2025-10-05 20:17
Expiration Time
2025-12-11 01:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2328868.3616 2212561.8013 116306.5603 11134873.646 20271186.5153 -9136312.8693
Total P&L (%) 2328.8684 2212.5618 116.3066 11134.8736 20271.1865 -9136.3129
Avg Daily Profit (%) 1.0483 0.9959 0.0524 0.2128 0.2396 0
Buy And Hold Return (%) 795.6222 795.6222 795.6222 795.6222 795.6222 795.6222
Max Trade Drawdown -130041 -74645 -84592 -39799355 -20437025 -27090422
Profit Factor 4.8787 10.0038 1.3279 1.0891 1.3549 0.8653
Total Trades 94 47 47 94 47 47
Winning Trades 36 19 17 36 19 17
Losing Trades 58 28 30 58 28 30
Profitability (%) 38.2979 40.4255 36.1702 38.2979 40.4255 36.1702
Ratio Avg Win / Avg Loss 7.8602 14.7424 2.3434 1.7547 1.9967 1.527
Largest Winning Trade 1920610 1920610 54449 21825150 21825150 11984879
Largest Losing Trade -44458 -31136 -44458 -10399095 -10121032 -10399095
Avg Bars in Trades 69 59 79 69 59 79
Avg Bars in Winners 130 101 162 130 101 162
Avg Bars in Losers 31 30 33 31 30 33
Bars Traded 6529 2782 3748 6529 2782 3748
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 490009 536981 -292714 -117543 225521 -583297
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 2221.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570694400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759684657104,
    "expiration_time": 1765409760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "offset": 49
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 18,
            "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": [
        [
            2328868.361571596,
            2212561.801257904,
            116306.5603136909,
            11134873.645951442,
            20271186.515261162,
            -9136312.869309722
        ],
        [
            2328.868362,
            2212.561801,
            116.30656,
            11134.873646,
            20271.186515,
            -9136.312869
        ],
        [
            1.048251,
            0.9959,
            0.052351,
            0.212751,
            0.239598,
            0
        ],
        [
            795.622213,
            795.622213,
            795.622213,
            795.622213,
            795.622213,
            795.622213
        ],
        [
            -130041,
            -74645,
            -84592,
            -39799355,
            -20437025,
            -27090422
        ],
        [
            4.87874,
            10.003778,
            1.327918,
            1.089115,
            1.35492,
            0.865315
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            38.297872,
            40.425532,
            36.170213,
            38.297872,
            40.425532,
            36.170213
        ],
        [
            7.860193,
            14.742409,
            2.343385,
            1.754685,
            1.996724,
            1.527026
        ],
        [
            1920610,
            1920610,
            54449,
            21825150,
            21825150,
            11984879
        ],
        [
            -44458,
            -31136,
            -44458,
            -10399095,
            -10121032,
            -10399095
        ],
        [
            69,
            59,
            79,
            69,
            59,
            79
        ],
        [
            130,
            101,
            162,
            130,
            101,
            162
        ],
        [
            31,
            30,
            33,
            31,
            30,
            33
        ],
        [
            6529,
            2782,
            3748,
            6529,
            2782,
            3748
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490009,
            536981,
            -292714,
            -117543,
            225521,
            -583297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 2221.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570694400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759684657104,
    "expiration_time": 1765409760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "offset": 49
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 18,
            "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)