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Trade: CHZ/USDT/360/JMA/DCM/2226

Strategy
CHZ/USDT/360/JMA/DCM/2226
Pair
CHZ_USDT
Interval
6h
Score
356271
Daily Profit
0.650179
Profit Factor
3.687429
Profitability
45.161290
Streak
49.108919
Best Strategy
Training Data Length
2223.500000
Evaluation Time
2025-10-07 11:36
Expiration Time
2025-12-13 00:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1516985.9486 1445673.5039 71312.4447 2375939.6176 967660.4493 1408279.1683
Total P&L (%) 1516.9859 1445.6735 71.3124 2375.9396 967.6604 1408.2792
Avg Daily Profit (%) 0.6823 0.6502 0.0321 0.1444 0.1066 0.1221
Buy And Hold Return (%) 769.9497 769.9497 769.9497 769.9497 769.9497 769.9497
Max Trade Drawdown -97400 -67245 -169527 -1157953 -1976878 -650765
Profit Factor 2.3112 3.6874 1.1152 1.3023 1.2185 1.4105
Total Trades 249 124 125 249 124 125
Winning Trades 108 56 52 108 56 52
Losing Trades 141 68 73 141 68 73
Profitability (%) 43.3735 45.1613 41.6 43.3735 45.1613 41.6
Ratio Avg Win / Avg Loss 3.0174 4.4776 1.5656 1.7003 1.4796 1.9802
Largest Winning Trade 1125702 1125702 48406 662590 662590 598100
Largest Losing Trade -64636 -36184 -64636 -394976 -394976 -329401
Avg Bars in Trades 34 35 34 34 35 34
Avg Bars in Winners 51 47 54 51 47 54
Avg Bars in Losers 22 25 19 22 25 19
Bars Traded 8695 4437 4258 8695 4437 4258
Profit Streak 6.1089 49.1089 6.1089 6.1089 49.1089 6.1089
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337226 356271 -411301 -1740 -137732 -38522
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8894,
    "evaluation_days": 2223.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570536000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759826210649,
    "expiration_time": 1765580112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 20,
            "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": [
        [
            1516985.9485613995,
            1445673.5038508535,
            71312.4447105462,
            2375939.6175957806,
            967660.4492628025,
            1408279.168332977
        ],
        [
            1516.985949,
            1445.673504,
            71.312445,
            2375.939618,
            967.660449,
            1408.279168
        ],
        [
            0.682251,
            0.650179,
            0.032072,
            0.144435,
            0.106558,
            0.122114
        ],
        [
            769.949749,
            769.949749,
            769.949749,
            769.949749,
            769.949749,
            769.949749
        ],
        [
            -97400,
            -67245,
            -169527,
            -1157953,
            -1976878,
            -650765
        ],
        [
            2.311219,
            3.687429,
            1.115208,
            1.302329,
            1.218511,
            1.410534
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            108,
            56,
            52,
            108,
            56,
            52
        ],
        [
            141,
            68,
            73,
            141,
            68,
            73
        ],
        [
            43.373494,
            45.16129,
            41.6,
            43.373494,
            45.16129,
            41.6
        ],
        [
            3.017425,
            4.477592,
            1.56558,
            1.700263,
            1.47962,
            1.980173
        ],
        [
            1125702,
            1125702,
            48406,
            662590,
            662590,
            598100
        ],
        [
            -64636,
            -36184,
            -64636,
            -394976,
            -394976,
            -329401
        ],
        [
            34,
            35,
            34,
            34,
            35,
            34
        ],
        [
            51,
            47,
            54,
            51,
            47,
            54
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            8695,
            4437,
            4258,
            8695,
            4437,
            4258
        ],
        [
            6.108919,
            49.108919,
            6.108919,
            6.108919,
            49.10892,
            6.10892
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337226,
            356271,
            -411301,
            -1740,
            -137732,
            -38522
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8894,
    "evaluation_days": 2223.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570536000000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759826210649,
    "expiration_time": 1765580112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 20,
            "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)