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Trade: CHZ/USDT/360/ALMA/SMA/9139

Strategy
CHZ/USDT/360/ALMA/SMA/9139
Pair
CHZ_USDT
Interval
6h
Score
514192
Daily Profit
1.045143
Profit Factor
9.509146
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2218.750000
Evaluation Time
2025-10-02 16:51
Expiration Time
2025-12-08 03:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2305767.3142 2318911.2861 -13143.972 -240430.423 -311852.2894 71421.8664
Total P&L (%) 2305.7673 2318.9113 -13.144 -240.4304 -311.8523 71.4219
Avg Daily Profit (%) 1.0392 1.0451 -0.0059 0 0 0.0243
Buy And Hold Return (%) 937.1125 937.1125 937.1125 937.1125 937.1125 937.1125
Max Trade Drawdown -205041 -121114 -129019 -2220890 -1256072 -1233896
Profit Factor 4.3816 9.5091 0.9679 0.9556 0.8903 1.0278
Total Trades 70 35 35 70 35 35
Winning Trades 29 14 15 40 21 19
Losing Trades 41 21 20 30 14 16
Profitability (%) 41.4286 40 42.8571 57.1429 60 54.2857
Ratio Avg Win / Avg Loss 6.1947 14.2637 1.2905 0.7167 0.5935 0.8655
Largest Winning Trade 2135625 2135625 54257 820669 521232 820669
Largest Losing Trade -103841 -29608 -103841 -1094129 -1094129 -588212
Avg Bars in Trades 124 122 127 124 122 127
Avg Bars in Winners 200 194 206 72 74 69
Avg Bars in Losers 71 74 68 195 194 196
Bars Traded 8743 4277 4466 8743 4277 4466
Profit Streak 0 0 0 154.8276 282.8276 154.8276
Trades During Streak 0 0 0 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85214 514192 -581898 -676880 -578120 -515945
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8875,
    "evaluation_days": 2218.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413108631,
    "expiration_time": 1765157400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 51,
            "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": [
        [
            2305767.314158516,
            2318911.2861171663,
            -13143.9719586512,
            -240430.422971546,
            -311852.2894201381,
            71421.8664485921
        ],
        [
            2305.767314,
            2318.911286,
            -13.143972,
            -240.430423,
            -311.852289,
            71.421866
        ],
        [
            1.039219,
            1.045143,
            -0.005924,
            0,
            0,
            0.024294
        ],
        [
            937.112469,
            937.112469,
            937.112469,
            937.112469,
            937.112469,
            937.112469
        ],
        [
            -205041,
            -121114,
            -129019,
            -2220890,
            -1256072,
            -1233896
        ],
        [
            4.381609,
            9.509146,
            0.967889,
            0.955603,
            0.890317,
            1.027766
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            29,
            14,
            15,
            40,
            21,
            19
        ],
        [
            41,
            21,
            20,
            30,
            14,
            16
        ],
        [
            41.428571,
            40,
            42.857143,
            57.142857,
            60,
            54.285714
        ],
        [
            6.194689,
            14.263719,
            1.290519,
            0.716702,
            0.593545,
            0.865487
        ],
        [
            2135625,
            2135625,
            54257,
            820669,
            521232,
            820669
        ],
        [
            -103841,
            -29608,
            -103841,
            -1094129,
            -1094129,
            -588212
        ],
        [
            124,
            122,
            127,
            124,
            122,
            127
        ],
        [
            200,
            194,
            206,
            72,
            74,
            69
        ],
        [
            71,
            74,
            68,
            195,
            194,
            196
        ],
        [
            8743,
            4277,
            4466,
            8743,
            4277,
            4466
        ],
        [
            0,
            0,
            0,
            154.827646,
            282.827646,
            154.827646
        ],
        [
            0,
            0,
            0,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85214,
            514192,
            -581898,
            -676880,
            -578120,
            -515945
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8875,
    "evaluation_days": 2218.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413108631,
    "expiration_time": 1765157400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 51,
            "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)