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Trade: CHZ/USDT/360/ALMA/HMA/9753

Strategy
CHZ/USDT/360/ALMA/HMA/9753
Pair
CHZ_USDT
Interval
6h
Score
826308
Daily Profit
0.951131
Profit Factor
10.152569
Profitability
51.724138
Streak
128.119518
Best Strategy
Training Data Length
2225.750000
Evaluation Time
2025-10-09 17:52
Expiration Time
2025-12-15 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2226260.6705 2116979.981 109280.6895 4376366.4845 18317654.0245 -13941287.54
Total P&L (%) 2226.2607 2116.98 109.2807 4376.3665 18317.654 -13941.2875
Avg Daily Profit (%) 1.0002 0.9511 0.0491 0.1709 0.2346 0
Buy And Hold Return (%) 291.8829 291.8829 291.8829 291.8829 291.8829 291.8829
Max Trade Drawdown -183791 -100567 -94269 -36225287 -14705455 -21519831
Profit Factor 5.1963 10.1526 1.3652 1.0674 1.7198 0.6471
Total Trades 59 29 30 59 29 30
Winning Trades 31 15 16 31 15 16
Losing Trades 28 14 14 28 14 14
Profitability (%) 52.5424 51.7241 53.3333 52.5424 51.7241 53.3333
Ratio Avg Win / Avg Loss 4.6934 9.4757 1.1946 0.9641 1.6052 0.5662
Largest Winning Trade 1889763 1889763 53167 19473819 19473819 6632034
Largest Losing Trade -47858 -35216 -47858 -11665396 -8531064 -11665396
Avg Bars in Trades 143 134 151 143 134 151
Avg Bars in Winners 202 181 221 202 181 221
Avg Bars in Losers 78 85 71 78 85 71
Bars Traded 8469 3914 4555 8469 3914 4555
Profit Streak 0 128.1195 0 0 128.1195 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157891 826308 -292253 -319459 457947 -580393
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8903,
    "evaluation_days": 2225.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572156000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760021526346,
    "expiration_time": 1765780344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 194,
            "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": [
        [
            2226260.670522982,
            2116979.980987689,
            109280.6895352934,
            4376366.48450787,
            18317654.024529785,
            -13941287.540021913
        ],
        [
            2226.260671,
            2116.979981,
            109.28069,
            4376.366485,
            18317.654025,
            -13941.28754
        ],
        [
            1.000229,
            0.951131,
            0.049098,
            0.170938,
            0.234618,
            0
        ],
        [
            291.882901,
            291.882901,
            291.882901,
            291.882901,
            291.882901,
            291.882901
        ],
        [
            -183791,
            -100567,
            -94269,
            -36225287,
            -14705455,
            -21519831
        ],
        [
            5.196316,
            10.152569,
            1.365208,
            1.067378,
            1.719841,
            0.64711
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            52.542373,
            51.724138,
            53.333333,
            52.542373,
            51.724138,
            53.333333
        ],
        [
            4.693446,
            9.475731,
            1.194557,
            0.964083,
            1.605185,
            0.566221
        ],
        [
            1889763,
            1889763,
            53167,
            19473819,
            19473819,
            6632034
        ],
        [
            -47858,
            -35216,
            -47858,
            -11665396,
            -8531064,
            -11665396
        ],
        [
            143,
            134,
            151,
            143,
            134,
            151
        ],
        [
            202,
            181,
            221,
            202,
            181,
            221
        ],
        [
            78,
            85,
            71,
            78,
            85,
            71
        ],
        [
            8469,
            3914,
            4555,
            8469,
            3914,
            4555
        ],
        [
            0,
            128.119518,
            0,
            0,
            128.119518,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157891,
            826308,
            -292253,
            -319459,
            457947,
            -580393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8903,
    "evaluation_days": 2225.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572156000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760021526346,
    "expiration_time": 1765780344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 194,
            "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)