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Trade: CHZ/USDT/720/LINREG/DCM/5094

Strategy
CHZ/USDT/720/LINREG/DCM/5094
Pair
CHZ_USDT
Interval
12h
Score
467616
Daily Profit
0.351532
Profit Factor
4.965488
Profitability
45.161290
Streak
123.255748
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 700230.1763 777238.0941 -77007.9178 -976179.0571 380557.146 -1356736.2031
Total P&L (%) 700.2302 777.2381 -77.0079 -976.1791 380.5571 -1356.7362
Avg Daily Profit (%) 0.3167 0.3515 -0.0348 0 0.071 0
Buy And Hold Return (%) 228.7262 228.7262 228.7262 228.7262 228.7262 228.7262
Max Trade Drawdown -300391 -60633 -294731 -1933193 -673271 -1481829
Profit Factor 2.1341 4.9655 0.8173 0.7856 1.2049 0.4966
Total Trades 62 31 31 62 31 31
Winning Trades 28 14 14 30 17 13
Losing Trades 34 17 17 32 14 18
Profitability (%) 45.1613 45.1613 45.1613 48.3871 54.8387 41.9355
Ratio Avg Win / Avg Loss 2.5914 6.0295 0.9924 0.8379 0.9923 0.6876
Largest Winning Trade 599121 599121 53564 618168 618168 316272
Largest Losing Trade -163896 -44160 -163896 -375742 -375742 -357031
Avg Bars in Trades 67 90 45 67 90 45
Avg Bars in Winners 56 67 45 79 108 41
Avg Bars in Losers 76 108 44 56 68 48
Bars Traded 4189 2791 1398 4189 2791 1398
Profit Streak 0 123.2557 0 59.7557 0 119.7557
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150343 467616 -582699 -739344 -108814 -583389
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039696610,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "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": [
        [
            700230.1763254938,
            777238.0941166178,
            -77007.9177911241,
            -976179.0570814987,
            380557.1460024265,
            -1356736.2030839252
        ],
        [
            700.230176,
            777.238094,
            -77.007918,
            -976.179057,
            380.557146,
            -1356.736203
        ],
        [
            0.316703,
            0.351532,
            -0.034829,
            0,
            0.071024,
            0
        ],
        [
            228.726156,
            228.726156,
            228.726156,
            228.726156,
            228.726156,
            228.726156
        ],
        [
            -300391,
            -60633,
            -294731,
            -1933193,
            -673271,
            -1481829
        ],
        [
            2.134101,
            4.965488,
            0.81727,
            0.785558,
            1.204913,
            0.496575
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            28,
            14,
            14,
            30,
            17,
            13
        ],
        [
            34,
            17,
            17,
            32,
            14,
            18
        ],
        [
            45.16129,
            45.16129,
            45.16129,
            48.387097,
            54.83871,
            41.935484
        ],
        [
            2.591409,
            6.029521,
            0.9924,
            0.837928,
            0.992281,
            0.687565
        ],
        [
            599121,
            599121,
            53564,
            618168,
            618168,
            316272
        ],
        [
            -163896,
            -44160,
            -163896,
            -375742,
            -375742,
            -357031
        ],
        [
            67,
            90,
            45,
            67,
            90,
            45
        ],
        [
            56,
            67,
            45,
            79,
            108,
            41
        ],
        [
            76,
            108,
            44,
            56,
            68,
            48
        ],
        [
            4189,
            2791,
            1398,
            4189,
            2791,
            1398
        ],
        [
            0,
            123.255748,
            0,
            59.755748,
            0,
            119.755748
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150343,
            467616,
            -582699,
            -739344,
            -108814,
            -583389
        ]
    ]
}
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": 1574164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039696610,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "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)