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Trade: CHZ/USDT/120/RMA/ZLMA/4047

Strategy
CHZ/USDT/120/RMA/ZLMA/4047
Pair
CHZ_USDT
Interval
2h
Score
474861
Daily Profit
1.111056
Profit Factor
4.431413
Profitability
33.557047
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 09:20
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 2313774.7905 2217760.7761 96014.0144 4718279.7767 5430769.5597 -712489.7831
Total P&L (%) 2313.7748 2217.7608 96.014 4718.2798 5430.7696 -712.4898
Avg Daily Profit (%) 1.1111 1.065 0.0461 0.1862 0.1929 0
Buy And Hold Return (%) 495.0256 495.0256 495.0256 495.0256 495.0256 495.0256
Max Trade Drawdown -81640 -73558 -77662 -5600921 -3283061 -3506357
Profit Factor 4.4314 8.2485 1.2607 1.1628 1.4037 0.9541
Total Trades 149 75 74 149 75 74
Winning Trades 50 23 27 50 23 27
Losing Trades 99 52 47 99 52 47
Profitability (%) 33.557 30.6667 36.4865 33.557 30.6667 36.4865
Ratio Avg Win / Avg Loss 8.7742 18.6488 2.1945 2.3024 3.1737 1.6608
Largest Winning Trade 2047597 2047597 49943 7460657 7460657 2335277
Largest Losing Trade -43149 -21702 -43149 -2374082 -1525045 -2374082
Avg Bars in Trades 166 149 183 166 149 183
Avg Bars in Winners 389 355 419 389 355 419
Avg Bars in Losers 53 57 47 53 57 47
Bars Traded 24746 11176 13570 24746 11176 13570
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 474861 -44347 -365869 -38373 -54670 -647713
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": 1580112000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954055074,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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": [
        [
            2313774.7905078875,
            2217760.7760590245,
            96014.0144488619,
            4718279.776664285,
            5430769.559748056,
            -712489.7830837724
        ],
        [
            2313.774791,
            2217.760776,
            96.014014,
            4718.279777,
            5430.76956,
            -712.489783
        ],
        [
            1.111056,
            1.064951,
            0.046105,
            0.186248,
            0.192883,
            0
        ],
        [
            495.025604,
            495.025604,
            495.025604,
            495.025604,
            495.025604,
            495.025604
        ],
        [
            -81640,
            -73558,
            -77662,
            -5600921,
            -3283061,
            -3506357
        ],
        [
            4.431413,
            8.248512,
            1.260673,
            1.162839,
            1.403743,
            0.954104
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            33.557047,
            30.666667,
            36.486486,
            33.557047,
            30.666667,
            36.486486
        ],
        [
            8.774198,
            18.64881,
            2.194505,
            2.302421,
            3.17368,
            1.660848
        ],
        [
            2047597,
            2047597,
            49943,
            7460657,
            7460657,
            2335277
        ],
        [
            -43149,
            -21702,
            -43149,
            -2374082,
            -1525045,
            -2374082
        ],
        [
            166,
            149,
            183,
            166,
            149,
            183
        ],
        [
            389,
            355,
            419,
            389,
            355,
            419
        ],
        [
            53,
            57,
            47,
            53,
            57,
            47
        ],
        [
            24746,
            11176,
            13570,
            24746,
            11176,
            13570
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474861,
            -44347,
            -365869,
            -38373,
            -54670,
            -647713
        ]
    ]
}
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": 1580112000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954055074,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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)