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Trade: CHZ/USDT/720/SSF/LINREG/2079

Strategy
CHZ/USDT/720/SSF/LINREG/2079
Pair
CHZ_USDT
Interval
12h
Score
523680
Daily Profit
1.066122
Profit Factor
5.109646
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
2226.000000
Evaluation Time
2025-10-09 23:32
Expiration Time
2025-12-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2373187.4014 2238471.7467 134715.6547 11392303.8879 20747980.0186 -9355676.1306
Total P&L (%) 2373.1874 2238.4717 134.7157 11392.3039 20747.98 -9355.6761
Avg Daily Profit (%) 1.0661 1.0056 0.0605 0.2134 0.2402 0
Buy And Hold Return (%) 420.6054 420.6054 420.6054 420.6054 420.6054 420.6054
Max Trade Drawdown -124220 -78101 -70130 -47017021 -26371210 -29370116
Profit Factor 5.1096 9.2814 1.4386 1.0839 1.3178 0.8674
Total Trades 96 48 48 96 48 48
Winning Trades 33 16 17 33 16 17
Losing Trades 63 32 31 63 32 31
Profitability (%) 34.375 33.3333 35.4167 34.375 33.3333 35.4167
Ratio Avg Win / Avg Loss 9.7548 18.5629 2.6233 2.0692 2.6356 1.5818
Largest Winning Trade 2000791 2000791 53162 26102267 26102267 11248464
Largest Losing Trade -39217 -31685 -39217 -16631730 -16631730 -14062823
Avg Bars in Trades 45 43 46 45 43 46
Avg Bars in Winners 101 99 102 101 99 102
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 4349 2111 2238 4349 2111 2238
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 523680 517007 -281432 -124847 118512 -583582
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568116800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041971506,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 10,
            "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": [
        [
            2373187.401364663,
            2238471.746678401,
            134715.654686262,
            11392303.887944585,
            20747980.0185683,
            -9355676.130623717
        ],
        [
            2373.187401,
            2238.471747,
            134.715655,
            11392.303888,
            20747.980019,
            -9355.676131
        ],
        [
            1.066122,
            1.005603,
            0.060519,
            0.213357,
            0.240173,
            0
        ],
        [
            420.605444,
            420.605444,
            420.605444,
            420.605444,
            420.605444,
            420.605444
        ],
        [
            -124220,
            -78101,
            -70130,
            -47017021,
            -26371210,
            -29370116
        ],
        [
            5.109646,
            9.281445,
            1.438573,
            1.083852,
            1.317787,
            0.867434
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            34.375,
            33.333333,
            35.416667,
            34.375,
            33.333333,
            35.416667
        ],
        [
            9.754779,
            18.56289,
            2.623281,
            2.069171,
            2.635573,
            1.581792
        ],
        [
            2000791,
            2000791,
            53162,
            26102267,
            26102267,
            11248464
        ],
        [
            -39217,
            -31685,
            -39217,
            -16631730,
            -16631730,
            -14062823
        ],
        [
            45,
            43,
            46,
            45,
            43,
            46
        ],
        [
            101,
            99,
            102,
            101,
            99,
            102
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            4349,
            2111,
            2238,
            4349,
            2111,
            2238
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523680,
            517007,
            -281432,
            -124847,
            118512,
            -583582
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568116800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041971506,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 10,
            "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)