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Trade: CHZ/USDT/720/HILO/KCL/3679

Strategy
CHZ/USDT/720/HILO/KCL/3679
Pair
CHZ_USDT
Interval
12h
Score
339466
Daily Profit
0.211087
Profit Factor
1.773805
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 15:37
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 -1515512.6611 122212.0586 -1637724.7198 -4377483.4031 10487131.9749 -14864615.378
Total P&L (%) -1515.5127 122.2121 -1637.7247 -4377.4834 10487.132 -14864.6154
Avg Daily Profit (%) -0.6854 0.0553 -0.7407 0 0.2111 0
Buy And Hold Return (%) 393.0295 393.0295 393.0295 393.0295 393.0295 393.0295
Max Trade Drawdown -1747867 -105560 -1747867 -24627356 -7153027 -19720359
Profit Factor 0.2626 1.6351 0.1209 0.8942 1.7738 0.466
Total Trades 58 29 29 58 29 29
Winning Trades 34 19 15 27 13 14
Losing Trades 24 10 14 31 16 15
Profitability (%) 58.6207 65.5172 51.7241 46.5517 44.8276 48.2759
Ratio Avg Win / Avg Loss 0.1854 0.8606 0.1128 1.0267 2.1831 0.4993
Largest Winning Trade 90214 90214 43668 6859409 6859409 6432796
Largest Losing Trade -1747867 -41866 -1747867 -8590853 -3223095 -8590853
Avg Bars in Trades 71 76 67 71 76 67
Avg Bars in Winners 48 51 44 82 111 55
Avg Bars in Losers 105 123 92 62 47 79
Bars Traded 4175 2212 1963 4175 2212 1963
Profit Streak 18.0264 24.0264 0 0 0 28.0264
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758595 -282064 -580609 -759952 339466 -580493

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576843200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803878083,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 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": [
        [
            -1515512.661139694,
            122212.0586124742,
            -1637724.719752168,
            -4377483.403097597,
            10487131.974855205,
            -14864615.377952797
        ],
        [
            -1515.512661,
            122.212059,
            -1637.72472,
            -4377.483403,
            10487.131975,
            -14864.615378
        ],
        [
            -0.685442,
            0.055275,
            -0.740717,
            0,
            0.211087,
            0
        ],
        [
            393.029458,
            393.029458,
            393.029458,
            393.029458,
            393.029458,
            393.029458
        ],
        [
            -1747867,
            -105560,
            -1747867,
            -24627356,
            -7153027,
            -19720359
        ],
        [
            0.262649,
            1.635115,
            0.120884,
            0.89424,
            1.773805,
            0.46603
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            34,
            19,
            15,
            27,
            13,
            14
        ],
        [
            24,
            10,
            14,
            31,
            16,
            15
        ],
        [
            58.62069,
            65.517241,
            51.724138,
            46.551724,
            44.827586,
            48.275862
        ],
        [
            0.185399,
            0.860587,
            0.112825,
            1.02672,
            2.183144,
            0.499318
        ],
        [
            90214,
            90214,
            43668,
            6859409,
            6859409,
            6432796
        ],
        [
            -1747867,
            -41866,
            -1747867,
            -8590853,
            -3223095,
            -8590853
        ],
        [
            71,
            76,
            67,
            71,
            76,
            67
        ],
        [
            48,
            51,
            44,
            82,
            111,
            55
        ],
        [
            105,
            123,
            92,
            62,
            47,
            79
        ],
        [
            4175,
            2212,
            1963,
            4175,
            2212,
            1963
        ],
        [
            18.026367,
            24.026367,
            0,
            0,
            0,
            28.026367
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758595,
            -282064,
            -580609,
            -759952,
            339466,
            -580493
        ]
    ]
}
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": 1576843200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803878083,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 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)