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Trade: CHZ/USDT/720/HMA/JMA/9365

Strategy
CHZ/USDT/720/HMA/JMA/9365
Pair
CHZ_USDT
Interval
12h
Score
773147
Daily Profit
0.970724
Profit Factor
6.924975
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-28 09:08
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 2235682.3923 2146270.2536 89412.1387 4003804.1733 -372772.4058 4376576.5791
Total P&L (%) 2235.6824 2146.2703 89.4121 4003.8042 -372.7724 4376.5766
Avg Daily Profit (%) 1.0112 0.9707 0.0404 0.1681 0 0.1721
Buy And Hold Return (%) 180.8314 180.8314 180.8314 180.8314 180.8314 180.8314
Max Trade Drawdown -112560 -85615 -91045 -18157350 -13239881 -7060267
Profit Factor 4.1776 6.925 1.262 1.0808 0.987 1.2083
Total Trades 89 45 44 89 45 44
Winning Trades 43 22 21 43 22 21
Losing Trades 46 23 23 46 23 23
Profitability (%) 48.3146 48.8889 47.7273 48.3146 48.8889 47.7273
Ratio Avg Win / Avg Loss 4.4691 7.2397 1.3821 1.1562 1.0318 1.3233
Largest Winning Trade 1904967 1904967 51761 5779926 5779926 5325063
Largest Losing Trade -41934 -41934 -33949 -6096058 -6096058 -3488771
Avg Bars in Trades 47 55 39 47 55 39
Avg Bars in Winners 60 68 52 60 68 52
Avg Bars in Losers 34 42 26 34 42 26
Bars Traded 4201 2484 1717 4201 2484 1717
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 724438 773147 -305638 -124351 -579477 233890
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039696383,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 36,
            "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": [
        [
            2235682.3922709245,
            2146270.253592438,
            89412.1386784862,
            4003804.1733330307,
            -372772.405792889,
            4376576.579125923
        ],
        [
            2235.682392,
            2146.270254,
            89.412139,
            4003.804173,
            -372.772406,
            4376.576579
        ],
        [
            1.011163,
            0.970724,
            0.04044,
            0.168142,
            0,
            0.172081
        ],
        [
            180.831377,
            180.831377,
            180.831377,
            180.831377,
            180.831377,
            180.831377
        ],
        [
            -112560,
            -85615,
            -91045,
            -18157350,
            -13239881,
            -7060267
        ],
        [
            4.177635,
            6.924975,
            1.261955,
            1.080753,
            0.986951,
            1.208262
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            48.314607,
            48.888889,
            47.727273,
            48.314607,
            48.888889,
            47.727273
        ],
        [
            4.469098,
            7.239747,
            1.382141,
            1.156154,
            1.031812,
            1.323334
        ],
        [
            1904967,
            1904967,
            51761,
            5779926,
            5779926,
            5325063
        ],
        [
            -41934,
            -41934,
            -33949,
            -6096058,
            -6096058,
            -3488771
        ],
        [
            47,
            55,
            39,
            47,
            55,
            39
        ],
        [
            60,
            68,
            52,
            60,
            68,
            52
        ],
        [
            34,
            42,
            26,
            34,
            42,
            26
        ],
        [
            4201,
            2484,
            1717,
            4201,
            2484,
            1717
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            724438,
            773147,
            -305638,
            -124351,
            -579477,
            233890
        ]
    ]
}
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": 1573603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039696383,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 36,
            "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)