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Trade: CHZ/USDT/480/SSF/HILO/3223

Strategy
CHZ/USDT/480/SSF/HILO/3223
Pair
CHZ_USDT
Interval
8h
Score
637727
Daily Profit
1.051404
Profit Factor
6.148030
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
2219.330000
Evaluation Time
2025-10-03 09:13
Expiration Time
2025-12-08 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2234995.4628 2333412.3977 -98416.9349 -242139.6308 -657514.0209 415374.3901
Total P&L (%) 2234.9955 2333.4124 -98.4169 -242.1396 -657.514 415.3744
Avg Daily Profit (%) 1.0071 1.0514 -0.0443 0 0 0.0739
Buy And Hold Return (%) 612.4275 612.4275 612.4275 612.4275 612.4275 612.4275
Max Trade Drawdown -184001 -87747 -141275 -1237293 -1243485 -368017
Profit Factor 2.997 6.148 0.8522 0.9278 0.6869 1.3318
Total Trades 182 91 91 182 91 91
Winning Trades 84 42 42 97 49 48
Losing Trades 98 49 49 85 42 43
Profitability (%) 46.1538 46.1538 46.1538 53.2967 53.8462 52.7473
Ratio Avg Win / Avg Loss 3.4965 7.1727 0.9942 0.813 0.5888 1.193
Largest Winning Trade 2221540 2221540 46923 386151 386151 263623
Largest Losing Trade -118712 -38911 -118712 -1201903 -1201903 -139095
Avg Bars in Trades 35 32 39 35 32 39
Avg Bars in Winners 50 45 55 23 21 25
Avg Bars in Losers 23 21 25 50 45 54
Bars Traded 6541 2956 3585 6541 2956 3585
Profit Streak 0 0 0 63.5926 63.5926 90.9259
Trades During Streak 0 0 0 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 575764 637727 -582584 -577843 -579203 -258352
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759471999265,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2234995.462763226,
            2333412.3976589805,
            -98416.9348957532,
            -242139.6308357139,
            -657514.0209364288,
            415374.3901007151
        ],
        [
            2234.995463,
            2333.412398,
            -98.416935,
            -242.139631,
            -657.514021,
            415.37439
        ],
        [
            1.007059,
            1.051404,
            -0.044345,
            0,
            0,
            0.073911
        ],
        [
            612.427519,
            612.427519,
            612.427519,
            612.427519,
            612.427519,
            612.427519
        ],
        [
            -184001,
            -87747,
            -141275,
            -1237293,
            -1243485,
            -368017
        ],
        [
            2.996978,
            6.14803,
            0.85221,
            0.92777,
            0.686937,
            1.331753
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            84,
            42,
            42,
            97,
            49,
            48
        ],
        [
            98,
            49,
            49,
            85,
            42,
            43
        ],
        [
            46.153846,
            46.153846,
            46.153846,
            53.296703,
            53.846154,
            52.747253
        ],
        [
            3.496474,
            7.172701,
            0.994245,
            0.812994,
            0.588803,
            1.193028
        ],
        [
            2221540,
            2221540,
            46923,
            386151,
            386151,
            263623
        ],
        [
            -118712,
            -38911,
            -118712,
            -1201903,
            -1201903,
            -139095
        ],
        [
            35,
            32,
            39,
            35,
            32,
            39
        ],
        [
            50,
            45,
            55,
            23,
            21,
            25
        ],
        [
            23,
            21,
            25,
            50,
            45,
            54
        ],
        [
            6541,
            2956,
            3585,
            6541,
            2956,
            3585
        ],
        [
            0,
            0,
            0,
            63.592584,
            63.592584,
            90.925917
        ],
        [
            0,
            0,
            0,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            575764,
            637727,
            -582584,
            -577843,
            -579203,
            -258352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759471999265,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)