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Trade: CHZ/USDT/360/RMA/HILO/3532

Strategy
CHZ/USDT/360/RMA/HILO/3532
Pair
CHZ_USDT
Interval
6h
Score
649484
Daily Profit
0.875101
Profit Factor
9.478016
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2219.500000
Evaluation Time
2025-10-03 15:41
Expiration Time
2025-12-08 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1864799.7507 1942286.2298 -77486.4791 -139609.7804 -99816.4627 -39793.3177
Total P&L (%) 1864.7998 1942.2862 -77.4865 -139.6098 -99.8165 -39.7933
Avg Daily Profit (%) 0.8402 0.8751 -0.0349 0 -0.2835 -0.0229
Buy And Hold Return (%) 362.6416 362.6416 362.6416 362.6416 362.6416 362.6416
Max Trade Drawdown -168281 -70706 -138842 -280292 -120341 -145000
Profit Factor 4.2884 9.478 0.7707 0.7381 0.6198 0.8529
Total Trades 75 37 38 75 37 38
Winning Trades 30 16 14 42 20 22
Losing Trades 45 21 24 33 17 16
Profitability (%) 40 43.2432 36.8421 56 54.0541 57.8947
Ratio Avg Win / Avg Loss 6.4326 12.4399 1.3213 0.5799 0.5268 0.6203
Largest Winning Trade 2018797 2018797 49377 52766 26942 52766
Largest Losing Trade -107959 -46836 -107959 -72060 -72060 -56646
Avg Bars in Trades 113 88 137 113 88 137
Avg Bars in Winners 196 155 241 48 32 62
Avg Bars in Losers 58 37 76 196 155 240
Bars Traded 8505 3283 5222 8505 3283 5222
Profit Streak 0 0 0 77.0285 256.2785 77.0285
Trades During Streak 0 0 0 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45931 649484 -584215 -639397 -578849 -578322
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571745600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495261312,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "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": [
        [
            1864799.7506707516,
            1942286.2298186738,
            -77486.4791479229,
            -139609.7803770519,
            -99816.462682938,
            -39793.3176941139
        ],
        [
            1864.799751,
            1942.28623,
            -77.486479,
            -139.60978,
            -99.816463,
            -39.793318
        ],
        [
            0.840189,
            0.875101,
            -0.034912,
            0,
            -0.283468,
            -0.022858
        ],
        [
            362.641588,
            362.641588,
            362.641588,
            362.641588,
            362.641588,
            362.641588
        ],
        [
            -168281,
            -70706,
            -138842,
            -280292,
            -120341,
            -145000
        ],
        [
            4.288391,
            9.478016,
            0.770743,
            0.738072,
            0.619817,
            0.852868
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            30,
            16,
            14,
            42,
            20,
            22
        ],
        [
            45,
            21,
            24,
            33,
            17,
            16
        ],
        [
            40,
            43.243243,
            36.842105,
            56,
            54.054054,
            57.894737
        ],
        [
            6.432586,
            12.439896,
            1.321273,
            0.579914,
            0.526845,
            0.620267
        ],
        [
            2018797,
            2018797,
            49377,
            52766,
            26942,
            52766
        ],
        [
            -107959,
            -46836,
            -107959,
            -72060,
            -72060,
            -56646
        ],
        [
            113,
            88,
            137,
            113,
            88,
            137
        ],
        [
            196,
            155,
            241,
            48,
            32,
            62
        ],
        [
            58,
            37,
            76,
            196,
            155,
            240
        ],
        [
            8505,
            3283,
            5222,
            8505,
            3283,
            5222
        ],
        [
            0,
            0,
            0,
            77.028487,
            256.278487,
            77.028487
        ],
        [
            0,
            0,
            0,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45931,
            649484,
            -584215,
            -639397,
            -578849,
            -578322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571745600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495261312,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "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)