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Trade: CHZ/USDT/720/EMA/HILO/4260

Strategy
CHZ/USDT/720/EMA/HILO/4260
Pair
CHZ_USDT
Interval
12h
Score
486148
Daily Profit
0.631967
Profit Factor
5.102802
Profitability
58.695652
Streak
54.054136
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:17
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1479584.1144 1397278.9304 82305.184 2579836.2349 6204169.6565 -3624333.4216
Total P&L (%) 1479.5841 1397.2789 82.3052 2579.8362 6204.1697 -3624.3334
Avg Daily Profit (%) 0.6692 0.632 0.0372 0.1488 0.1876 0
Buy And Hold Return (%) 805.7906 805.7906 805.7906 805.7906 805.7906 805.7906
Max Trade Drawdown -139641 -82148 -115262 -13434176 -5923485 -10106531
Profit Factor 2.6069 5.1028 1.1419 1.0534 1.3664 0.8845
Total Trades 184 92 92 184 92 92
Winning Trades 106 54 52 106 54 52
Losing Trades 78 38 40 78 38 40
Profitability (%) 57.6087 58.6957 56.5217 57.6087 58.6957 56.5217
Ratio Avg Win / Avg Loss 1.9183 3.5909 0.8784 0.7751 0.9615 0.6804
Largest Winning Trade 1108520 1108520 57641 4217576 4217576 2994688
Largest Losing Trade -51852 -41425 -51852 -4221888 -2060430 -4221888
Avg Bars in Trades 23 17 29 23 17 29
Avg Bars in Winners 26 20 32 26 20 32
Avg Bars in Losers 19 12 25 19 12 25
Bars Traded 4310 1599 2711 4310 1599 2711
Profit Streak 0 54.0541 0 0 54.0541 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405578 486148 -374286 -158089 335536 -579963

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570017600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892677316,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1479584.1143868768,
            1397278.9303881908,
            82305.1839986859,
            2579836.234891515,
            6204169.65646819,
            -3624333.421576684
        ],
        [
            1479.584114,
            1397.27893,
            82.305184,
            2579.836235,
            6204.169656,
            -3624.333422
        ],
        [
            0.669192,
            0.631967,
            0.037225,
            0.148837,
            0.187593,
            0
        ],
        [
            805.790646,
            805.790646,
            805.790646,
            805.790646,
            805.790646,
            805.790646
        ],
        [
            -139641,
            -82148,
            -115262,
            -13434176,
            -5923485,
            -10106531
        ],
        [
            2.606912,
            5.102802,
            1.141858,
            1.053408,
            1.366384,
            0.884467
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            106,
            54,
            52,
            106,
            54,
            52
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            57.608696,
            58.695652,
            56.521739,
            57.608696,
            58.695652,
            56.521739
        ],
        [
            1.918294,
            3.590861,
            0.878352,
            0.775149,
            0.96153,
            0.68036
        ],
        [
            1108520,
            1108520,
            57641,
            4217576,
            4217576,
            2994688
        ],
        [
            -51852,
            -41425,
            -51852,
            -4221888,
            -2060430,
            -4221888
        ],
        [
            23,
            17,
            29,
            23,
            17,
            29
        ],
        [
            26,
            20,
            32,
            26,
            20,
            32
        ],
        [
            19,
            12,
            25,
            19,
            12,
            25
        ],
        [
            4310,
            1599,
            2711,
            4310,
            1599,
            2711
        ],
        [
            0,
            54.054136,
            0,
            0,
            54.054136,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405578,
            486148,
            -374286,
            -158089,
            335536,
            -579963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570017600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892677316,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)