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Trade: CHZ/USDT/720/SSF/LINREG/6742

Strategy
CHZ/USDT/720/SSF/LINREG/6742
Pair
CHZ_USDT
Interval
12h
Score
620759
Daily Profit
0.968976
Profit Factor
10.073617
Profitability
40.000000
Streak
41.243491
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 08:50
Expiration Time
2025-12-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2233166.6351 2147735.0942 85431.5409 2869270.4125 1700750.9963 1168519.4163
Total P&L (%) 2233.1666 2147.7351 85.4315 2869.2704 1700.751 1168.5194
Avg Daily Profit (%) 1.0075 0.969 0.0385 0.1531 0.1305 0.1147
Buy And Hold Return (%) 414.3155 414.3155 414.3155 414.3155 414.3155 414.3155
Max Trade Drawdown -86209 -75671 -65095 -4848901 -1979765 -4038563
Profit Factor 5.5924 10.0736 1.3423 1.245 1.3402 1.174
Total Trades 60 30 30 60 30 30
Winning Trades 25 12 13 25 12 13
Losing Trades 35 18 17 35 18 17
Profitability (%) 41.6667 40 43.3333 41.6667 40 43.3333
Ratio Avg Win / Avg Loss 7.8293 15.1104 1.7553 1.7429 2.0103 1.5353
Largest Winning Trade 1988315 1988315 54485 2720372 1832730 2720372
Largest Losing Trade -40952 -28500 -40952 -2360390 -1417528 -2360390
Avg Bars in Trades 72 70 73 72 70 73
Avg Bars in Winners 112 98 125 112 98 125
Avg Bars in Losers 43 52 34 43 52 34
Bars Traded 4339 2125 2214 4339 2125 2214
Profit Streak 22.7435 41.2435 22.7435 22.7435 41.2435 22.7435
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155476 620759 -307832 -167532 -22456 -72825
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571356800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211437646,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 85,
            "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": [
        [
            2233166.6351073617,
            2147735.0941878236,
            85431.5409195372,
            2869270.4125315826,
            1700750.9962608195,
            1168519.416270762
        ],
        [
            2233.166635,
            2147.735094,
            85.431541,
            2869.270413,
            1700.750996,
            1168.519416
        ],
        [
            1.007519,
            0.968976,
            0.038543,
            0.153102,
            0.130506,
            0.11468
        ],
        [
            414.315461,
            414.315461,
            414.315461,
            414.315461,
            414.315461,
            414.315461
        ],
        [
            -86209,
            -75671,
            -65095,
            -4848901,
            -1979765,
            -4038563
        ],
        [
            5.592392,
            10.073617,
            1.342309,
            1.244955,
            1.340207,
            1.174034
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            41.666667,
            40,
            43.333333,
            41.666667,
            40,
            43.333333
        ],
        [
            7.829349,
            15.110426,
            1.755327,
            1.742937,
            2.010311,
            1.535276
        ],
        [
            1988315,
            1988315,
            54485,
            2720372,
            1832730,
            2720372
        ],
        [
            -40952,
            -28500,
            -40952,
            -2360390,
            -1417528,
            -2360390
        ],
        [
            72,
            70,
            73,
            72,
            70,
            73
        ],
        [
            112,
            98,
            125,
            112,
            98,
            125
        ],
        [
            43,
            52,
            34,
            43,
            52,
            34
        ],
        [
            4339,
            2125,
            2214,
            4339,
            2125,
            2214
        ],
        [
            22.743491,
            41.243491,
            22.743491,
            22.743491,
            41.243491,
            22.743491
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155476,
            620759,
            -307832,
            -167532,
            -22456,
            -72825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571356800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211437646,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 85,
            "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)