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Trade: CHZ/USDT/720/SMA/OHLC4/6476

Strategy
CHZ/USDT/720/SMA/OHLC4/6476
Pair
CHZ_USDT
Interval
12h
Score
370238
Daily Profit
0.501319
Profit Factor
4.640661
Profitability
39.534884
Streak
12.299724
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 22:11
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 951252.8288 1108417.2855 -157164.4567 -90487.9903 15596.5242 -106084.5145
Total P&L (%) 951.2528 1108.4173 -157.1645 -90.488 15.5965 -106.0845
Avg Daily Profit (%) 0.4302 0.5013 -0.0711 -0.1063 0.0066 0
Buy And Hold Return (%) 483.0824 483.0824 483.0824 483.0824 483.0824 483.0824
Max Trade Drawdown -206299 -141003 -244403 -95561 -41228 -111448
Profit Factor 2.4404 4.6407 0.5585 0.6097 1.1567 0.1985
Total Trades 85 43 42 85 43 42
Winning Trades 40 17 23 40 17 23
Losing Trades 45 26 19 45 26 19
Profitability (%) 47.0588 39.5349 54.7619 47.0588 39.5349 54.7619
Ratio Avg Win / Avg Loss 2.7454 7.0975 0.4613 0.6859 1.7691 0.164
Largest Winning Trade 1227380 1227380 32450 81964 81964 6665
Largest Losing Trade -61407 -40180 -61407 -54433 -40683 -54433
Avg Bars in Trades 47 41 54 47 41 54
Avg Bars in Winners 62 55 67 62 55 67
Avg Bars in Losers 34 31 38 34 31 38
Bars Traded 4066 1778 2289 4066 1778 2289
Profit Streak 9.2997 12.2997 9.2997 9.2997 12.2997 9.2997
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 294900 370238 -579450 -580147 -399778 -579450

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1579046400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913896177,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 184,
            "offset": 79
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 40
        }
    }
}
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": [
        [
            951252.8288037481,
            1108417.2855421118,
            -157164.4567383644,
            -90487.9902748992,
            15596.5241989684,
            -106084.5144738677
        ],
        [
            951.252829,
            1108.417286,
            -157.164457,
            -90.48799,
            15.596524,
            -106.084514
        ],
        [
            0.430236,
            0.501319,
            -0.071083,
            -0.106348,
            0.006555,
            0
        ],
        [
            483.082437,
            483.082437,
            483.082437,
            483.082437,
            483.082437,
            483.082437
        ],
        [
            -206299,
            -141003,
            -244403,
            -95561,
            -41228,
            -111448
        ],
        [
            2.440394,
            4.640661,
            0.558473,
            0.609727,
            1.156742,
            0.198478
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            47.058824,
            39.534884,
            54.761905,
            47.058824,
            39.534884,
            54.761905
        ],
        [
            2.745444,
            7.097481,
            0.461347,
            0.685943,
            1.769135,
            0.16396
        ],
        [
            1227380,
            1227380,
            32450,
            81964,
            81964,
            6665
        ],
        [
            -61407,
            -40180,
            -61407,
            -54433,
            -40683,
            -54433
        ],
        [
            47,
            41,
            54,
            47,
            41,
            54
        ],
        [
            62,
            55,
            67,
            62,
            55,
            67
        ],
        [
            34,
            31,
            38,
            34,
            31,
            38
        ],
        [
            4066,
            1778,
            2289,
            4066,
            1778,
            2289
        ],
        [
            9.299724,
            12.299724,
            9.299724,
            9.299724,
            12.299724,
            9.299724
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294900,
            370238,
            -579450,
            -580147,
            -399778,
            -579450
        ]
    ]
}
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": 1579046400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913896177,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 184,
            "offset": 79
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 40
        }
    }
}

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)