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Trade: CHZ/USDT/720/KCL/SUPERTREND/9936

Strategy
CHZ/USDT/720/KCL/SUPERTREND/9936
Pair
CHZ_USDT
Interval
12h
Score
799739
Daily Profit
1.202214
Profit Factor
8.526371
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
2215.000000
Evaluation Time
2025-09-28 18:02
Expiration Time
2025-12-04 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2614357.7507 2662904.4781 -48546.7274 152941.9593 5789229.1536 -5636287.1943
Total P&L (%) 2614.3578 2662.9045 -48.5467 152.942 5789.2292 -5636.2872
Avg Daily Profit (%) 1.1803 1.2022 -0.0219 0.0419 0.1842 0
Buy And Hold Return (%) 218.3099 218.3099 218.3099 218.3099 218.3099 218.3099
Max Trade Drawdown -247469 -145882 -104909 -14706251 -6614021 -8183674
Profit Factor 5.7773 8.5264 0.749 1.0088 1.6631 0.3444
Total Trades 66 33 33 66 33 33
Winning Trades 27 17 10 27 17 10
Losing Trades 39 16 23 39 16 23
Profitability (%) 40.9091 51.5152 30.303 40.9091 51.5152 30.303
Ratio Avg Win / Avg Loss 8.3449 8.0248 1.7228 1.4572 1.5653 0.7922
Largest Winning Trade 2646290 2646290 41535 5856135 5856135 2524280
Largest Losing Trade -66669 -66669 -47774 -7140093 -5203850 -7140093
Avg Bars in Trades 61 100 21 61 100 21
Avg Bars in Winners 91 126 32 91 126 32
Avg Bars in Losers 39 73 16 39 73 16
Bars Traded 4027 3329 698 4027 3329 698
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 -110451 799739 -585407 -645842 404071 -588184
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574208000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071732182,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 217,
            "multiplier": 3.36275
        }
    }
}
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": [
        [
            2614357.7506949957,
            2662904.4780707643,
            -48546.7273757675,
            152941.9593311568,
            5789229.153596691,
            -5636287.194265534
        ],
        [
            2614.357751,
            2662.904478,
            -48.546727,
            152.941959,
            5789.229154,
            -5636.287194
        ],
        [
            1.180297,
            1.202214,
            -0.021917,
            0.041904,
            0.184174,
            0
        ],
        [
            218.309859,
            218.309859,
            218.309859,
            218.309859,
            218.309859,
            218.309859
        ],
        [
            -247469,
            -145882,
            -104909,
            -14706251,
            -6614021,
            -8183674
        ],
        [
            5.777261,
            8.526371,
            0.749035,
            1.008827,
            1.66313,
            0.344422
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            40.909091,
            51.515152,
            30.30303,
            40.909091,
            51.515152,
            30.30303
        ],
        [
            8.344932,
            8.02482,
            1.722781,
            1.457194,
            1.565299,
            0.79217
        ],
        [
            2646290,
            2646290,
            41535,
            5856135,
            5856135,
            2524280
        ],
        [
            -66669,
            -66669,
            -47774,
            -7140093,
            -5203850,
            -7140093
        ],
        [
            61,
            100,
            21,
            61,
            100,
            21
        ],
        [
            91,
            126,
            32,
            91,
            126,
            32
        ],
        [
            39,
            73,
            16,
            39,
            73,
            16
        ],
        [
            4027,
            3329,
            698,
            4027,
            3329,
            698
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110451,
            799739,
            -585407,
            -645842,
            404071,
            -588184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574208000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071732182,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 217,
            "multiplier": 3.36275
        }
    }
}

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)