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Trade: CHZ/USDT/480/SSF/MIDPRICE/2870

Strategy
CHZ/USDT/480/SSF/MIDPRICE/2870
Pair
CHZ_USDT
Interval
8h
Score
549192
Daily Profit
0.875939
Profit Factor
3.015210
Profitability
47.402597
Streak
32.892391
Best Strategy
Training Data Length
2217.000000
Evaluation Time
2025-10-01 00:25
Expiration Time
2025-12-06 06:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1941956.8807 1957079.8766 -15122.9959 173289.6009 113792.5824 59497.0185
Total P&L (%) 1941.9569 1957.0799 -15.123 173.2896 113.7926 59.497
Avg Daily Profit (%) 0.8759 0.8828 -0.0068 0.0454 0.0343 0.0211
Buy And Hold Return (%) 801.7065 801.7065 801.7065 801.7065 801.7065 801.7065
Max Trade Drawdown -201569 -140104 -104721 -2205208 -1916554 -1046930
Profit Factor 3.0152 4.587 0.9638 1.0288 1.0321 1.024
Total Trades 154 77 77 154 77 77
Winning Trades 73 41 32 73 41 32
Losing Trades 81 36 45 81 36 45
Profitability (%) 47.4026 53.2468 41.5584 47.4026 53.2468 41.5584
Ratio Avg Win / Avg Loss 3.3456 4.0276 1.3554 1.1415 0.9062 1.4401
Largest Winning Trade 1899928 1899928 31435 939817 939817 456245
Largest Losing Trade -44954 -44954 -27303 -734766 -734766 -450731
Avg Bars in Trades 41 59 23 41 59 23
Avg Bars in Winners 48 59 33 48 59 33
Avg Bars in Losers 36 60 16 36 60 16
Bars Traded 6447 4618 1829 6447 4618 1829
Profit Streak 32.8924 35.5591 0 32.8924 35.5591 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549192 -24212 -624074 -486625 -540753 -569542
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6651,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570262400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759267502552,
    "expiration_time": 1764994464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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": [
        [
            1941956.8807149003,
            1957079.87662818,
            -15122.9959132791,
            173289.6009200245,
            113792.5824349603,
            59497.0184850633
        ],
        [
            1941.956881,
            1957.079877,
            -15.122996,
            173.289601,
            113.792582,
            59.497018
        ],
        [
            0.875939,
            0.88276,
            -0.006821,
            0.045358,
            0.034279,
            0.02106
        ],
        [
            801.706485,
            801.706485,
            801.706485,
            801.706485,
            801.706485,
            801.706485
        ],
        [
            -201569,
            -140104,
            -104721,
            -2205208,
            -1916554,
            -1046930
        ],
        [
            3.01521,
            4.587002,
            0.963825,
            1.028792,
            1.032103,
            1.024047
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            81,
            36,
            45,
            81,
            36,
            45
        ],
        [
            47.402597,
            53.246753,
            41.558442,
            47.402597,
            53.246753,
            41.558442
        ],
        [
            3.345644,
            4.027612,
            1.355378,
            1.141536,
            0.906237,
            1.440066
        ],
        [
            1899928,
            1899928,
            31435,
            939817,
            939817,
            456245
        ],
        [
            -44954,
            -44954,
            -27303,
            -734766,
            -734766,
            -450731
        ],
        [
            41,
            59,
            23,
            41,
            59,
            23
        ],
        [
            48,
            59,
            33,
            48,
            59,
            33
        ],
        [
            36,
            60,
            16,
            36,
            60,
            16
        ],
        [
            6447,
            4618,
            1829,
            6447,
            4618,
            1829
        ],
        [
            32.892391,
            35.559057,
            0,
            32.892391,
            35.559057,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549192,
            -24212,
            -624074,
            -486625,
            -540753,
            -569542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6651,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570262400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759267502552,
    "expiration_time": 1764994464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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)