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Trade: CHZ/USDT/60/MIDPRICE/LINREG/5780

Strategy
CHZ/USDT/60/MIDPRICE/LINREG/5780
Pair
CHZ_USDT
Interval
1h
Score
327809
Daily Profit
0.180611
Profit Factor
1.277450
Profitability
49.851632
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-28 09:57
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 188127.7607 73469.1538 114658.6069 176024.0996 92153.5899 83870.5097
Total P&L (%) 188.1278 73.4692 114.6586 176.0241 92.1536 83.8705
Avg Daily Profit (%) 0.1806 0.0705 0.1101 0.0975 0.0627 0.0585
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70797 -58673 -57707 -303125 -230624 -202326
Profit Factor 1.2775 1.2321 1.3171 1.0832 1.0953 1.073
Total Trades 337 169 168 337 169 168
Winning Trades 168 85 83 168 85 83
Losing Trades 169 84 85 169 84 85
Profitability (%) 49.8516 50.2959 49.4048 49.8516 50.2959 49.4048
Ratio Avg Win / Avg Loss 1.2851 1.2177 1.3488 1.0896 1.0824 1.0989
Largest Winning Trade 42746 42746 34845 94507 94507 85951
Largest Losing Trade -25605 -25605 -21404 -101457 -70213 -101457
Avg Bars in Trades 72 65 80 72 65 80
Avg Bars in Winners 74 59 88 74 59 88
Avg Bars in Losers 71 70 72 71 70 72
Bars Traded 24513 11018 13494 24513 11018 13494
Profit Streak 0 0 9.1235 0 0 9.1235
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327809 -98723 -45088 -190087 -224541 -254261
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669525200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759042669977,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 222,
            "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": [
        [
            188127.7606862556,
            73469.1537903634,
            114658.6068958924,
            176024.0995987318,
            92153.5899311608,
            83870.5096675709
        ],
        [
            188.127761,
            73.469154,
            114.658607,
            176.0241,
            92.15359,
            83.87051
        ],
        [
            0.180611,
            0.070534,
            0.110077,
            0.097522,
            0.062722,
            0.05849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70797,
            -58673,
            -57707,
            -303125,
            -230624,
            -202326
        ],
        [
            1.27745,
            1.232146,
            1.317102,
            1.083193,
            1.095268,
            1.073023
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            168,
            85,
            83,
            168,
            85,
            83
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            49.851632,
            50.295858,
            49.404762,
            49.851632,
            50.295858,
            49.404762
        ],
        [
            1.285054,
            1.21765,
            1.348839,
            1.08964,
            1.082382,
            1.098879
        ],
        [
            42746,
            42746,
            34845,
            94507,
            94507,
            85951
        ],
        [
            -25605,
            -25605,
            -21404,
            -101457,
            -70213,
            -101457
        ],
        [
            72,
            65,
            80,
            72,
            65,
            80
        ],
        [
            74,
            59,
            88,
            74,
            59,
            88
        ],
        [
            71,
            70,
            72,
            71,
            70,
            72
        ],
        [
            24513,
            11018,
            13494,
            24513,
            11018,
            13494
        ],
        [
            0,
            0,
            9.123495,
            0,
            0,
            9.123495
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327809,
            -98723,
            -45088,
            -190087,
            -224541,
            -254261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669525200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759042669977,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 222,
            "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)