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Trade: CHZ/USDT/120/MIDPOINT/JMA/3385

Strategy
CHZ/USDT/120/MIDPOINT/JMA/3385
Pair
CHZ_USDT
Interval
2h
Score
339140
Daily Profit
0.536355
Profit Factor
2.151300
Profitability
38.738739
Streak
0.000000
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-10-09 22:03
Expiration Time
2025-12-23 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1117227.8428 1053743.8756 63483.9673 1454127.0987 2261595.5728 -807468.4741
Total P&L (%) 1117.2278 1053.7439 63.484 1454.1271 2261.5956 -807.4685
Avg Daily Profit (%) 0.5364 0.5059 0.0305 0.1318 0.1519 0
Buy And Hold Return (%) 291.1355 291.1355 291.1355 291.1355 291.1355 291.1355
Max Trade Drawdown -111120 -76223 -85594 -2603113 -1871374 -2776211
Profit Factor 2.1513 3.2283 1.1276 1.0754 1.2461 0.9201
Total Trades 222 111 111 222 111 111
Winning Trades 86 41 45 86 41 45
Losing Trades 136 70 66 136 70 66
Profitability (%) 38.7387 36.9369 40.5405 38.7387 36.9369 40.5405
Ratio Avg Win / Avg Loss 3.4021 5.5117 1.6538 1.7006 2.1275 1.3494
Largest Winning Trade 800178 800178 48923 2978271 2978271 1189431
Largest Losing Trade -38914 -24039 -38914 -1029653 -512798 -1029653
Avg Bars in Trades 111 97 124 111 97 124
Avg Bars in Winners 183 151 211 183 151 211
Avg Bars in Losers 65 66 64 65 66 64
Bars Traded 24651 10860 13791 24651 10860 13791
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 339140 321235 -400937 -157712 113521 -583048
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581429600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760036610978,
    "expiration_time": 1766511763200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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": [
        [
            1117227.8428447333,
            1053743.8755862794,
            63483.9672584548,
            1454127.0987055302,
            2261595.5728393635,
            -807468.4741338326
        ],
        [
            1117.227843,
            1053.743876,
            63.483967,
            1454.127099,
            2261.595573,
            -807.468474
        ],
        [
            0.536355,
            0.505878,
            0.030477,
            0.131796,
            0.151912,
            0
        ],
        [
            291.135524,
            291.135524,
            291.135524,
            291.135524,
            291.135524,
            291.135524
        ],
        [
            -111120,
            -76223,
            -85594,
            -2603113,
            -1871374,
            -2776211
        ],
        [
            2.1513,
            3.22827,
            1.127604,
            1.075383,
            1.246105,
            0.920055
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            136,
            70,
            66,
            136,
            70,
            66
        ],
        [
            38.738739,
            36.936937,
            40.540541,
            38.738739,
            36.936937,
            40.540541
        ],
        [
            3.402055,
            5.51168,
            1.653819,
            1.700606,
            2.127497,
            1.349414
        ],
        [
            800178,
            800178,
            48923,
            2978271,
            2978271,
            1189431
        ],
        [
            -38914,
            -24039,
            -38914,
            -1029653,
            -512798,
            -1029653
        ],
        [
            111,
            97,
            124,
            111,
            97,
            124
        ],
        [
            183,
            151,
            211,
            183,
            151,
            211
        ],
        [
            65,
            66,
            64,
            65,
            66,
            64
        ],
        [
            24651,
            10860,
            13791,
            24651,
            10860,
            13791
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339140,
            321235,
            -400937,
            -157712,
            113521,
            -583048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581429600000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760036610978,
    "expiration_time": 1766511763200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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)