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Trade: CHZ/USDT/480/SSF/WMA/7490

Strategy
CHZ/USDT/480/SSF/WMA/7490
Pair
CHZ_USDT
Interval
8h
Score
642921
Daily Profit
0.991116
Profit Factor
7.487398
Profitability
44.736842
Streak
0.000000
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 2143335.7232 2193011.5648 -49675.8416 -91060.6069 47744.2788 -138804.8857
Total P&L (%) 2143.3357 2193.0116 -49.6758 -91.0606 47.7443 -138.8049
Avg Daily Profit (%) 0.9687 0.9911 -0.0225 -0.1091 0.0176 0
Buy And Hold Return (%) 511.5928 511.5928 511.5928 511.5928 511.5928 511.5928
Max Trade Drawdown -152698 -101971 -130125 -76383 -36797 -45838
Profit Factor 3.7184 7.4874 0.8897 0.5989 1.8445 0.186
Total Trades 76 38 38 76 38 38
Winning Trades 32 17 15 32 17 15
Losing Trades 44 21 23 44 21 23
Profitability (%) 42.1053 44.7368 39.4737 42.1053 44.7368 39.4737
Ratio Avg Win / Avg Loss 5.1128 9.2491 1.3642 0.8235 2.2786 0.2851
Largest Winning Trade 2083983 2083983 47320 77429 77429 4298
Largest Losing Trade -98958 -43268 -98958 -98958 -24230 -98958
Avg Bars in Trades 85 81 89 85 81 89
Avg Bars in Winners 137 134 140 137 134 140
Avg Bars in Losers 48 38 56 48 38 56
Bars Traded 6511 3109 3402 6511 3109 3402
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 -38734 642921 -583191 -637625 -333596 -584580

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": 1568390400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885389647,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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": [
        [
            2143335.7232411085,
            2193011.5648014597,
            -49675.8415603519,
            -91060.6068866421,
            47744.2787819372,
            -138804.8856685792
        ],
        [
            2143.335723,
            2193.011565,
            -49.675842,
            -91.060607,
            47.744279,
            -138.804886
        ],
        [
            0.968665,
            0.991116,
            -0.022451,
            -0.109071,
            0.017641,
            0
        ],
        [
            511.592807,
            511.592807,
            511.592807,
            511.592807,
            511.592807,
            511.592807
        ],
        [
            -152698,
            -101971,
            -130125,
            -76383,
            -36797,
            -45838
        ],
        [
            3.718366,
            7.487398,
            0.889713,
            0.598932,
            1.844545,
            0.185956
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            42.105263,
            44.736842,
            39.473684,
            42.105263,
            44.736842,
            39.473684
        ],
        [
            5.112754,
            9.249139,
            1.364226,
            0.823531,
            2.278556,
            0.285132
        ],
        [
            2083983,
            2083983,
            47320,
            77429,
            77429,
            4298
        ],
        [
            -98958,
            -43268,
            -98958,
            -98958,
            -24230,
            -98958
        ],
        [
            85,
            81,
            89,
            85,
            81,
            89
        ],
        [
            137,
            134,
            140,
            137,
            134,
            140
        ],
        [
            48,
            38,
            56,
            48,
            38,
            56
        ],
        [
            6511,
            3109,
            3402,
            6511,
            3109,
            3402
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38734,
            642921,
            -583191,
            -637625,
            -333596,
            -584580
        ]
    ]
}
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": 1568390400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885389647,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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)