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Trade: CHZ/USDT/120/KCL/PWMA/2627

Strategy
CHZ/USDT/120/KCL/PWMA/2627
Pair
CHZ_USDT
Interval
2h
Score
708202
Daily Profit
1.079040
Profit Factor
5.508106
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 13:02
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2113432.7719 2247100.1019 -133667.33 -182057.2494 4343361.5199 -4525418.7693
Total P&L (%) 2113.4328 2247.1001 -133.6673 -182.0572 4343.3615 -4525.4188
Avg Daily Profit (%) 1.0149 1.079 -0.0642 0 0.1824 0
Buy And Hold Return (%) 454.5405 454.5405 454.5405 454.5405 454.5405 454.5405
Max Trade Drawdown -252322 -124802 -158491 -4466555 -439500 -4679398
Profit Factor 3.8602 5.5081 0.4441 0.97 4.4186 0.0556
Total Trades 75 37 38 75 37 38
Winning Trades 38 18 20 36 19 17
Losing Trades 37 19 18 39 18 21
Profitability (%) 50.6667 48.6486 52.6316 48 51.3514 44.7368
Ratio Avg Win / Avg Loss 3.7586 5.8141 0.3997 1.0508 4.1861 0.0687
Largest Winning Trade 2193901 2193901 13148 3016676 3016676 77601
Largest Losing Trade -141607 -57172 -141607 -4466555 -368142 -4466555
Avg Bars in Trades 321 629 22 321 629 22
Avg Bars in Winners 341 696 20 391 720 24
Avg Bars in Losers 301 565 23 257 533 20
Bars Traded 24123 23286 837 24123 23286 837
Profit Streak 0 0 0 70.0014 70.0014 130.9181
Trades During Streak 0 0 0 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42524 708202 -580146 -639788 575796 -581182

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758794521652,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 233,
            "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": [
        [
            2113432.771936819,
            2247100.1018979745,
            -133667.3299611546,
            -182057.2493759608,
            4343361.5198819805,
            -4525418.769257943
        ],
        [
            2113.432772,
            2247.100102,
            -133.66733,
            -182.057249,
            4343.36152,
            -4525.418769
        ],
        [
            1.014854,
            1.07904,
            -0.064186,
            0,
            0.182351,
            0
        ],
        [
            454.540496,
            454.540496,
            454.540496,
            454.540496,
            454.540496,
            454.540496
        ],
        [
            -252322,
            -124802,
            -158491,
            -4466555,
            -439500,
            -4679398
        ],
        [
            3.860187,
            5.508106,
            0.44411,
            0.969969,
            4.418644,
            0.055582
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            38,
            18,
            20,
            36,
            19,
            17
        ],
        [
            37,
            19,
            18,
            39,
            18,
            21
        ],
        [
            50.666667,
            48.648649,
            52.631579,
            48,
            51.351351,
            44.736842
        ],
        [
            3.758604,
            5.814112,
            0.399699,
            1.050799,
            4.186084,
            0.06866
        ],
        [
            2193901,
            2193901,
            13148,
            3016676,
            3016676,
            77601
        ],
        [
            -141607,
            -57172,
            -141607,
            -4466555,
            -368142,
            -4466555
        ],
        [
            321,
            629,
            22,
            321,
            629,
            22
        ],
        [
            341,
            696,
            20,
            391,
            720,
            24
        ],
        [
            301,
            565,
            23,
            257,
            533,
            20
        ],
        [
            24123,
            23286,
            837,
            24123,
            23286,
            837
        ],
        [
            0,
            0,
            0,
            70.001408,
            70.001408,
            130.918075
        ],
        [
            0,
            0,
            0,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42524,
            708202,
            -580146,
            -639788,
            575796,
            -581182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758794521652,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 233,
            "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)