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Trade: CHZ/USDT/480/SSF/MIDPRICE/1770

Strategy
CHZ/USDT/480/SSF/MIDPRICE/1770
Pair
CHZ_USDT
Interval
8h
Score
538881
Daily Profit
0.945634
Profit Factor
7.298039
Profitability
43.589744
Streak
126.299192
Best Strategy
Training Data Length
2222.330000
Evaluation Time
2025-10-06 10:10
Expiration Time
2025-12-11 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2096615.1628 2101511.6652 -4896.5024 302167.9325 4992853.2914 -4690685.359
Total P&L (%) 2096.6152 2101.5117 -4.8965 302.1679 4992.8533 -4690.6854
Avg Daily Profit (%) 0.9434 0.9456 -0.0022 0.0626 0.177 0
Buy And Hold Return (%) 917.1177 917.1177 917.1177 917.1177 917.1177 917.1177
Max Trade Drawdown -189694 -126579 -139422 -7966377 -3425775 -4951842
Profit Factor 4.0182 7.298 0.9864 1.0246 1.9927 0.355
Total Trades 78 39 39 78 39 39
Winning Trades 35 17 18 35 17 18
Losing Trades 43 22 21 43 22 21
Profitability (%) 44.8718 43.5897 46.1538 44.8718 43.5897 46.1538
Ratio Avg Win / Avg Loss 4.9367 9.4445 1.1508 1.2587 2.5788 0.4141
Largest Winning Trade 1994298 1994298 52655 7840902 7840902 1055409
Largest Losing Trade -52454 -33685 -52454 -4319127 -1318752 -4319127
Avg Bars in Trades 82 88 77 82 88 77
Avg Bars in Winners 121 132 110 121 132 110
Avg Bars in Losers 51 54 48 51 54 48
Bars Traded 6449 3446 3003 6449 3446 3003
Profit Streak 87.2992 126.2992 87.2992 87.2992 126.2992 87.2992
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24427 538881 -580028 -508379 312639 -581694
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6667,
    "evaluation_days": 2222.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569340800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734650211,
    "expiration_time": 1765469088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "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": [
        [
            2096615.1628260408,
            2101511.665189129,
            -4896.5023630881,
            302167.9324548449,
            4992853.29142853,
            -4690685.358973687
        ],
        [
            2096.615163,
            2101.511665,
            -4.896502,
            302.167932,
            4992.853291,
            -4690.685359
        ],
        [
            0.943431,
            0.945634,
            -0.002203,
            0.062643,
            0.177017,
            0
        ],
        [
            917.117742,
            917.117742,
            917.117742,
            917.117742,
            917.117742,
            917.117742
        ],
        [
            -189694,
            -126579,
            -139422,
            -7966377,
            -3425775,
            -4951842
        ],
        [
            4.018222,
            7.298039,
            0.986435,
            1.024563,
            1.992674,
            0.354978
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            44.871795,
            43.589744,
            46.153846,
            44.871795,
            43.589744,
            46.153846
        ],
        [
            4.936672,
            9.444521,
            1.150841,
            1.258749,
            2.578754,
            0.414141
        ],
        [
            1994298,
            1994298,
            52655,
            7840902,
            7840902,
            1055409
        ],
        [
            -52454,
            -33685,
            -52454,
            -4319127,
            -1318752,
            -4319127
        ],
        [
            82,
            88,
            77,
            82,
            88,
            77
        ],
        [
            121,
            132,
            110,
            121,
            132,
            110
        ],
        [
            51,
            54,
            48,
            51,
            54,
            48
        ],
        [
            6449,
            3446,
            3003,
            6449,
            3446,
            3003
        ],
        [
            87.299192,
            126.299192,
            87.299192,
            87.299192,
            126.299192,
            87.299192
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24427,
            538881,
            -580028,
            -508379,
            312639,
            -581694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6667,
    "evaluation_days": 2222.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569340800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734650211,
    "expiration_time": 1765469088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "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)