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Trade: CHZ/USDT/720/BBL/HWMA/7162

Strategy
CHZ/USDT/720/BBL/HWMA/7162
Pair
CHZ_USDT
Interval
12h
Score
532184
Daily Profit
1.242686
Profit Factor
3.780293
Profitability
32.515337
Streak
0.000000
Best Strategy
Training Data Length
2228.000000
Evaluation Time
2025-10-12 00:53
Expiration Time
2025-12-17 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2768704.1358 2850333.1438 -81629.008 47721.7857 3951611.545 -3903889.7594
Total P&L (%) 2768.7041 2850.3331 -81.629 47.7218 3951.6115 -3903.8898
Avg Daily Profit (%) 1.2427 1.2793 -0.0366 0.0175 0.1663 0
Buy And Hold Return (%) 288.2437 288.2437 288.2437 288.2437 288.2437 288.2437
Max Trade Drawdown -300804 -196982 -106642 -17607502 -13405975 -4203999
Profit Factor 3.7803 4.5631 0.5833 1.0017 1.1758 0.333
Total Trades 163 81 82 163 81 82
Winning Trades 53 25 28 53 25 28
Losing Trades 110 56 54 110 56 54
Profitability (%) 32.5153 30.8642 34.1463 32.5153 30.8642 34.1463
Ratio Avg Win / Avg Loss 7.8459 10.2214 1.1249 2.079 2.6339 0.6422
Largest Winning Trade 2720813 2720813 19826 16863299 16863299 357441
Largest Losing Trade -39534 -39534 -20300 -2937906 -2937906 -1884514
Avg Bars in Trades 27 53 1 27 53 1
Avg Bars in Winners 51 107 1 51 107 1
Avg Bars in Losers 15 29 1 15 29 1
Bars Traded 4417 4316 101 4417 4316 101
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 532184 59645 -589456 -558463 -37641 -591123
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760219637202,
    "expiration_time": 1765958976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 2.37701
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.87381,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            2768704.135799708,
            2850333.143757241,
            -81629.0079575325,
            47721.7856757386,
            3951611.5450380016,
            -3903889.759362265
        ],
        [
            2768.704136,
            2850.333144,
            -81.629008,
            47.721786,
            3951.611545,
            -3903.889759
        ],
        [
            1.242686,
            1.279324,
            -0.036638,
            0.017513,
            0.166283,
            0
        ],
        [
            288.24366,
            288.24366,
            288.24366,
            288.24366,
            288.24366,
            288.24366
        ],
        [
            -300804,
            -196982,
            -106642,
            -17607502,
            -13405975,
            -4203999
        ],
        [
            3.780293,
            4.563143,
            0.583276,
            1.001685,
            1.175841,
            0.332972
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            110,
            56,
            54,
            110,
            56,
            54
        ],
        [
            32.515337,
            30.864198,
            34.146341,
            32.515337,
            30.864198,
            34.146341
        ],
        [
            7.845891,
            10.221441,
            1.12489,
            2.078968,
            2.633883,
            0.64216
        ],
        [
            2720813,
            2720813,
            19826,
            16863299,
            16863299,
            357441
        ],
        [
            -39534,
            -39534,
            -20300,
            -2937906,
            -2937906,
            -1884514
        ],
        [
            27,
            53,
            1,
            27,
            53,
            1
        ],
        [
            51,
            107,
            1,
            51,
            107,
            1
        ],
        [
            15,
            29,
            1,
            15,
            29,
            1
        ],
        [
            4417,
            4316,
            101,
            4417,
            4316,
            101
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532184,
            59645,
            -589456,
            -558463,
            -37641,
            -591123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760219637202,
    "expiration_time": 1765958976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 2.37701
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.87381,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)