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Trade: CHZ/USDT/480/RMA/MIDPRICE/1394

Strategy
CHZ/USDT/480/RMA/MIDPRICE/1394
Pair
CHZ_USDT
Interval
8h
Score
775781
Daily Profit
1.223188
Profit Factor
11.049343
Profitability
47.222222
Streak
138.469839
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 2671853.3891 2706511.991 -34658.6019 105695.6386 518909.5158 -413213.8772
Total P&L (%) 2671.8534 2706.512 -34.6586 105.6956 518.9095 -413.2139
Avg Daily Profit (%) 1.2075 1.2232 -0.0157 0.0326 0.0824 0
Buy And Hold Return (%) 187.4717 187.4717 187.4717 187.4717 187.4717 187.4717
Max Trade Drawdown -249675 -158570 -147611 -2373623 -1475042 -952144
Profit Factor 6.0142 11.0493 0.8685 1.0389 1.3186 0.6204
Total Trades 73 36 37 73 36 37
Winning Trades 33 17 16 33 17 16
Losing Trades 40 19 21 40 19 21
Profitability (%) 45.2055 47.2222 43.2432 45.2055 47.2222 43.2432
Ratio Avg Win / Avg Loss 7.29 12.3493 1.1399 1.2593 1.4737 0.8143
Largest Winning Trade 2797415 2797415 32443 1937976 1937976 439785
Largest Losing Trade -65520 -65520 -34748 -660655 -660655 -549480
Avg Bars in Trades 79 121 38 79 121 38
Avg Bars in Winners 85 101 69 85 101 69
Avg Bars in Losers 74 139 14 74 139 14
Bars Traded 5790 4376 1414 5790 4376 1414
Profit Streak 138.4698 138.4698 352.1365 138.4698 138.4698 352.1365
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54742 775781 -580390 -569651 -86136 -582057

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": 1573257600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885394076,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "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": [
        [
            2671853.389053993,
            2706511.9909756714,
            -34658.6019216782,
            105695.6385600408,
            518909.5157504308,
            -413213.8771903901
        ],
        [
            2671.853389,
            2706.511991,
            -34.658602,
            105.695639,
            518.909516,
            -413.213877
        ],
        [
            1.207525,
            1.223188,
            -0.015664,
            0.032601,
            0.082414,
            0
        ],
        [
            187.471698,
            187.471698,
            187.471698,
            187.471698,
            187.471698,
            187.471698
        ],
        [
            -249675,
            -158570,
            -147611,
            -2373623,
            -1475042,
            -952144
        ],
        [
            6.014246,
            11.049343,
            0.868483,
            1.038893,
            1.318561,
            0.620448
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            45.205479,
            47.222222,
            43.243243,
            45.205479,
            47.222222,
            43.243243
        ],
        [
            7.289995,
            12.349265,
            1.139884,
            1.259264,
            1.473685,
            0.814338
        ],
        [
            2797415,
            2797415,
            32443,
            1937976,
            1937976,
            439785
        ],
        [
            -65520,
            -65520,
            -34748,
            -660655,
            -660655,
            -549480
        ],
        [
            79,
            121,
            38,
            79,
            121,
            38
        ],
        [
            85,
            101,
            69,
            85,
            101,
            69
        ],
        [
            74,
            139,
            14,
            74,
            139,
            14
        ],
        [
            5790,
            4376,
            1414,
            5790,
            4376,
            1414
        ],
        [
            138.469839,
            138.469839,
            352.136505,
            138.469839,
            138.469839,
            352.136505
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54742,
            775781,
            -580390,
            -569651,
            -86136,
            -582057
        ]
    ]
}
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": 1573257600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885394076,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "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)