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Trade: CHZ/USDT/360/KCL/HILO/6261

Strategy
CHZ/USDT/360/KCL/HILO/6261
Pair
CHZ_USDT
Interval
6h
Score
633301
Daily Profit
1.214351
Profit Factor
5.005640
Profitability
44.776119
Streak
93.825858
Best Strategy
Training Data Length
2217.000000
Evaluation Time
2025-09-30 22:49
Expiration Time
2025-12-06 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2692216.0301 2676697.39 15518.6401 947221.4713 2071168.3276 -1123946.8563
Total P&L (%) 2692.216 2676.6974 15.5186 947.2215 2071.1683 -1123.9469
Avg Daily Profit (%) 1.2144 1.2074 0.007 0.106 0.1389 0
Buy And Hold Return (%) 866.3886 866.3886 866.3886 866.3886 866.3886 866.3886
Max Trade Drawdown -199278 -131215 -106677 -4683562 -2864369 -2192362
Profit Factor 5.0056 7.2154 1.0643 1.0981 1.3583 0.7098
Total Trades 134 67 67 134 67 67
Winning Trades 60 25 35 60 25 35
Losing Trades 74 42 32 74 42 32
Profitability (%) 44.7761 37.3134 52.2388 44.7761 37.3134 52.2388
Ratio Avg Win / Avg Loss 6.1736 12.1218 0.9731 1.3544 2.2819 0.6489
Largest Winning Trade 2593488 2593488 31379 4301589 4301589 415907
Largest Losing Trade -31497 -31497 -28041 -1109988 -642128 -1109988
Avg Bars in Trades 63 100 26 63 100 26
Avg Bars in Winners 85 161 30 85 161 30
Avg Bars in Losers 45 63 22 45 63 22
Bars Traded 8490 6707 1783 8490 6707 1783
Profit Streak 93.8259 103.5759 93.8259 93.8259 103.5759 93.8259
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 633301 -102314 -616297 -301116 -131219 -696331
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8868,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569607200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759261754171,
    "expiration_time": 1765001664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2692216.0300932843,
            2676697.389979601,
            15518.6401136848,
            947221.4713350422,
            2071168.3275940213,
            -1123946.8562589774
        ],
        [
            2692.21603,
            2676.69739,
            15.51864,
            947.221471,
            2071.168328,
            -1123.946856
        ],
        [
            1.214351,
            1.207351,
            0.007,
            0.105998,
            0.138926,
            0
        ],
        [
            866.388616,
            866.388616,
            866.388616,
            866.388616,
            866.388616,
            866.388616
        ],
        [
            -199278,
            -131215,
            -106677,
            -4683562,
            -2864369,
            -2192362
        ],
        [
            5.00564,
            7.215356,
            1.064273,
            1.098126,
            1.358286,
            0.709753
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            60,
            25,
            35,
            60,
            25,
            35
        ],
        [
            74,
            42,
            32,
            74,
            42,
            32
        ],
        [
            44.776119,
            37.313433,
            52.238806,
            44.776119,
            37.313433,
            52.238806
        ],
        [
            6.173623,
            12.121798,
            0.97305,
            1.354355,
            2.28192,
            0.648917
        ],
        [
            2593488,
            2593488,
            31379,
            4301589,
            4301589,
            415907
        ],
        [
            -31497,
            -31497,
            -28041,
            -1109988,
            -642128,
            -1109988
        ],
        [
            63,
            100,
            26,
            63,
            100,
            26
        ],
        [
            85,
            161,
            30,
            85,
            161,
            30
        ],
        [
            45,
            63,
            22,
            45,
            63,
            22
        ],
        [
            8490,
            6707,
            1783,
            8490,
            6707,
            1783
        ],
        [
            93.825858,
            103.575858,
            93.825858,
            93.825858,
            103.575858,
            93.825858
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            633301,
            -102314,
            -616297,
            -301116,
            -131219,
            -696331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8868,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569607200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759261754171,
    "expiration_time": 1765001664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)