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Trade: CHZ/USDT/720/SWMA/KCU/6455

Strategy
CHZ/USDT/720/SWMA/KCU/6455
Pair
CHZ_USDT
Interval
12h
Score
660051
Daily Profit
1.286329
Profit Factor
6.768613
Profitability
44.318182
Streak
0.000000
Best Strategy
Training Data Length
2227.500000
Evaluation Time
2025-10-11 10:15
Expiration Time
2025-12-16 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2865297.3517 2750943.9898 114353.362 9149282.1329 1438195.438 7711086.6949
Total P&L (%) 2865.2974 2750.944 114.3534 9149.2821 1438.1954 7711.0867
Avg Daily Profit (%) 1.2863 1.235 0.0513 0.2034 0.1228 0.1958
Buy And Hold Return (%) 641.4224 641.4224 641.4224 641.4224 641.4224 641.4224
Max Trade Drawdown -54956 -58245 -32913 -7576484 -8081412 -4404938
Profit Factor 6.7686 9.3361 1.686 1.2445 1.0575 1.6224
Total Trades 88 44 44 88 44 44
Winning Trades 39 19 20 39 19 20
Losing Trades 49 25 24 49 25 24
Profitability (%) 44.3182 43.1818 45.4545 44.3182 43.1818 45.4545
Ratio Avg Win / Avg Loss 8.5042 12.2843 2.0232 1.5637 1.3914 1.9469
Largest Winning Trade 2552742 2552742 46245 4975801 4975801 3501447
Largest Losing Trade -23146 -23146 -18080 -2892801 -2892801 -2383780
Avg Bars in Trades 48 74 22 48 74 22
Avg Bars in Winners 74 115 35 74 115 35
Avg Bars in Losers 27 42 11 27 42 11
Bars Traded 4257 3264 992 4257 3264 992
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 660051 630477 -288371 250150 -193861 347121
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570276800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166929230,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            2865297.3517464027,
            2750943.9897778644,
            114353.3619685383,
            9149282.132905183,
            1438195.438041226,
            7711086.694863962
        ],
        [
            2865.297352,
            2750.94399,
            114.353362,
            9149.282133,
            1438.195438,
            7711.086695
        ],
        [
            1.286329,
            1.234992,
            0.051337,
            0.203445,
            0.122778,
            0.195843
        ],
        [
            641.422404,
            641.422404,
            641.422404,
            641.422404,
            641.422404,
            641.422404
        ],
        [
            -54956,
            -58245,
            -32913,
            -7576484,
            -8081412,
            -4404938
        ],
        [
            6.768613,
            9.336074,
            1.685983,
            1.244542,
            1.057472,
            1.62238
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            44.318182,
            43.181818,
            45.454545,
            44.318182,
            43.181818,
            45.454545
        ],
        [
            8.504155,
            12.284307,
            2.02318,
            1.563655,
            1.391411,
            1.946856
        ],
        [
            2552742,
            2552742,
            46245,
            4975801,
            4975801,
            3501447
        ],
        [
            -23146,
            -23146,
            -18080,
            -2892801,
            -2892801,
            -2383780
        ],
        [
            48,
            74,
            22,
            48,
            74,
            22
        ],
        [
            74,
            115,
            35,
            74,
            115,
            35
        ],
        [
            27,
            42,
            11,
            27,
            42,
            11
        ],
        [
            4257,
            3264,
            992,
            4257,
            3264,
            992
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            660051,
            630477,
            -288371,
            250150,
            -193861,
            347121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570276800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166929230,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)