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Trade: CHZ/USDT/120/DCM/SUPERTREND/1925

Strategy
CHZ/USDT/120/DCM/SUPERTREND/1925
Pair
CHZ_USDT
Interval
2h
Score
303160
Daily Profit
0.393413
Profit Factor
2.365278
Profitability
41.520468
Streak
1.858553
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 07:36
Expiration Time
2025-12-25 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 752754.2533 819608.3688 -66854.1155 -25496.5211 236066.3418 -261562.8629
Total P&L (%) 752.7543 819.6084 -66.8541 -25.4965 236.0663 -261.5629
Avg Daily Profit (%) 0.3613 0.3934 -0.0321 -0.0141 0.0582 0
Buy And Hold Return (%) 134.9066 134.9066 134.9066 134.9066 134.9066 134.9066
Max Trade Drawdown -108092 -77572 -175868 -434031 -261037 -311352
Profit Factor 1.5721 2.3653 0.9066 0.9881 1.2326 0.7685
Total Trades 342 171 171 342 171 171
Winning Trades 140 71 69 140 71 69
Losing Trades 202 100 102 202 100 102
Profitability (%) 40.9357 41.5205 40.3509 40.9357 41.5205 40.3509
Ratio Avg Win / Avg Loss 2.2682 3.3314 1.3401 1.4257 1.7361 1.1361
Largest Winning Trade 747593 747593 49439 368258 368258 124275
Largest Losing Trade -55850 -20904 -55850 -68458 -68458 -66774
Avg Bars in Trades 72 61 83 72 61 83
Avg Bars in Winners 115 88 143 115 88 143
Avg Bars in Losers 42 41 42 42 41 42
Bars Traded 24747 10432 14315 24747 10432 14315
Profit Streak 1.8586 1.8586 9.8586 1.8586 1.8586 9.8586
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 281972 303160 -581418 -582606 -128138 -581418
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580090400000,
    "first_datapoint_time": 1581847200000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760157378961,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 51,
            "offset": 0,
            "multiplier": 2.12018
        }
    }
}
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": [
        [
            752754.2533246916,
            819608.3688318812,
            -66854.1155071894,
            -25496.521084435,
            236066.3417812629,
            -261562.862865698
        ],
        [
            752.754253,
            819.608369,
            -66.854116,
            -25.496521,
            236.066342,
            -261.562863
        ],
        [
            0.361323,
            0.393413,
            -0.03209,
            -0.014127,
            0.0582,
            0
        ],
        [
            134.906616,
            134.906616,
            134.906616,
            134.906616,
            134.906616,
            134.906616
        ],
        [
            -108092,
            -77572,
            -175868,
            -434031,
            -261037,
            -311352
        ],
        [
            1.572053,
            2.365278,
            0.906571,
            0.988113,
            1.232604,
            0.768517
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            140,
            71,
            69,
            140,
            71,
            69
        ],
        [
            202,
            100,
            102,
            202,
            100,
            102
        ],
        [
            40.935673,
            41.520468,
            40.350877,
            40.935673,
            41.520468,
            40.350877
        ],
        [
            2.268249,
            3.331377,
            1.340148,
            1.425705,
            1.736062,
            1.136069
        ],
        [
            747593,
            747593,
            49439,
            368258,
            368258,
            124275
        ],
        [
            -55850,
            -20904,
            -55850,
            -68458,
            -68458,
            -66774
        ],
        [
            72,
            61,
            83,
            72,
            61,
            83
        ],
        [
            115,
            88,
            143,
            115,
            88,
            143
        ],
        [
            42,
            41,
            42,
            42,
            41,
            42
        ],
        [
            24747,
            10432,
            14315,
            24747,
            10432,
            14315
        ],
        [
            1.858553,
            1.858553,
            9.858553,
            1.858553,
            1.858553,
            9.858553
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            281972,
            303160,
            -581418,
            -582606,
            -128138,
            -581418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580090400000,
    "first_datapoint_time": 1581847200000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760157378961,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 51,
            "offset": 0,
            "multiplier": 2.12018
        }
    }
}

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)