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Trade: CHZ/USDT/120/T3/SMA/4804

Strategy
CHZ/USDT/120/T3/SMA/4804
Pair
CHZ_USDT
Interval
2h
Score
714857
Daily Profit
1.064389
Profit Factor
11.690607
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 07:10
Expiration Time
2025-12-24 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2302399.2286 2217472.9965 84926.232 3378212.5458 6641542.7726 -3263330.2268
Total P&L (%) 2302.3992 2217.473 84.9262 3378.2125 6641.5428 -3263.3302
Avg Daily Profit (%) 1.1052 1.0644 0.0408 0.1705 0.2023 0
Buy And Hold Return (%) 218.4524 218.4524 218.4524 218.4524 218.4524 218.4524
Max Trade Drawdown -150149 -99017 -109430 -27607047 -15019599 -16331437
Profit Factor 5.5654 11.6906 1.2861 1.0542 1.2516 0.9092
Total Trades 59 29 30 59 29 30
Winning Trades 25 13 12 25 13 12
Losing Trades 34 16 18 34 16 18
Profitability (%) 42.3729 44.8276 40 42.3729 44.8276 40
Ratio Avg Win / Avg Loss 7.5689 14.3884 1.9291 1.4337 1.5405 1.3638
Largest Winning Trade 2041726 2041726 53698 15703592 15703592 5998961
Largest Losing Trade -41942 -26996 -41942 -6445664 -4747590 -6445664
Avg Bars in Trades 413 389 436 413 389 436
Avg Bars in Winners 657 588 732 657 588 732
Avg Bars in Losers 233 228 238 233 228 238
Bars Traded 24390 11309 13081 24390 11309 13081
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 -160825 714857 -307057 -335602 248053 -583047
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580004000000,
    "first_datapoint_time": 1581566400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760069446934,
    "expiration_time": 1766548800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 218,
            "offset": 0,
            "a": 0.38179
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 207,
            "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": [
        [
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            2217472.996510902,
            84926.2320488325,
            3378212.5458365707,
            6641542.772647466,
            -3263330.226810898
        ],
        [
            2302.399229,
            2217.472997,
            84.926232,
            3378.212546,
            6641.542773,
            -3263.330227
        ],
        [
            1.105153,
            1.064389,
            0.040765,
            0.170502,
            0.202327,
            0
        ],
        [
            218.452381,
            218.452381,
            218.452381,
            218.452381,
            218.452381,
            218.452381
        ],
        [
            -150149,
            -99017,
            -109430,
            -27607047,
            -15019599,
            -16331437
        ],
        [
            5.565401,
            11.690607,
            1.286051,
            1.054186,
            1.251622,
            0.909226
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            42.372881,
            44.827586,
            40,
            42.372881,
            44.827586,
            40
        ],
        [
            7.568945,
            14.388439,
            1.929076,
            1.433693,
            1.540458,
            1.363839
        ],
        [
            2041726,
            2041726,
            53698,
            15703592,
            15703592,
            5998961
        ],
        [
            -41942,
            -26996,
            -41942,
            -6445664,
            -4747590,
            -6445664
        ],
        [
            413,
            389,
            436,
            413,
            389,
            436
        ],
        [
            657,
            588,
            732,
            657,
            588,
            732
        ],
        [
            233,
            228,
            238,
            233,
            228,
            238
        ],
        [
            24390,
            11309,
            13081,
            24390,
            11309,
            13081
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
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        ],
        [
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            -307057,
            -335602,
            248053,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580004000000,
    "first_datapoint_time": 1581566400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760069446934,
    "expiration_time": 1766548800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 218,
            "offset": 0,
            "a": 0.38179
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 207,
            "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)