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Trade: CHZ/USDT/480/SSF/FWMA/1696

Strategy
CHZ/USDT/480/SSF/FWMA/1696
Pair
CHZ_USDT
Interval
8h
Score
520182
Daily Profit
1.271126
Profit Factor
3.640466
Profitability
30.677291
Streak
0.000000
Best Strategy
Training Data Length
2215.330000
Evaluation Time
2025-09-29 09:15
Expiration Time
2025-12-04 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2815964.5787 2701517.0981 114447.4806 4775931.0566 2002812.6714 2773118.3852
Total P&L (%) 2815.9646 2701.5171 114.4475 4775.9311 2002.8127 2773.1184
Avg Daily Profit (%) 1.2711 1.2195 0.0517 0.1756 0.1376 0.1517
Buy And Hold Return (%) 262.2477 262.2477 262.2477 262.2477 262.2477 262.2477
Max Trade Drawdown -126387 -74123 -120577 -5232762 -4760379 -2931207
Profit Factor 3.6405 6.1825 1.2099 1.175 1.1425 1.2095
Total Trades 251 126 125 251 126 125
Winning Trades 77 36 41 77 36 41
Losing Trades 174 90 84 174 90 84
Profitability (%) 30.6773 28.5714 32.8 30.6773 28.5714 32.8
Ratio Avg Win / Avg Loss 8.2265 15.4563 2.4789 2.6552 2.8562 2.478
Largest Winning Trade 2501104 2501104 54766 3264740 3264740 1795400
Largest Losing Trade -23626 -18761 -23626 -1005414 -1005414 -997673
Avg Bars in Trades 25 24 26 25 24 26
Avg Bars in Winners 54 52 55 54 52 55
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 6374 3064 3310 6374 3064 3310
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520182 289523 -295690 -25028 -85652 58801
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6646,
    "evaluation_days": 2215.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574668800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126541120,
    "expiration_time": 1764846144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 242,
            "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": [
        [
            2815964.5786669394,
            2701517.0981060397,
            114447.480560898,
            4775931.056565726,
            2002812.6714154975,
            2773118.3851502277
        ],
        [
            2815.964579,
            2701.517098,
            114.447481,
            4775.931057,
            2002.812671,
            2773.118385
        ],
        [
            1.271126,
            1.219465,
            0.051662,
            0.175609,
            0.137585,
            0.151694
        ],
        [
            262.247681,
            262.247681,
            262.247681,
            262.247681,
            262.247681,
            262.247681
        ],
        [
            -126387,
            -74123,
            -120577,
            -5232762,
            -4760379,
            -2931207
        ],
        [
            3.640466,
            6.182534,
            1.209922,
            1.174983,
            1.142475,
            1.209507
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            174,
            90,
            84,
            174,
            90,
            84
        ],
        [
            30.677291,
            28.571429,
            32.8,
            30.677291,
            28.571429,
            32.8
        ],
        [
            8.226507,
            15.456335,
            2.478864,
            2.655156,
            2.856187,
            2.478015
        ],
        [
            2501104,
            2501104,
            54766,
            3264740,
            3264740,
            1795400
        ],
        [
            -23626,
            -18761,
            -23626,
            -1005414,
            -1005414,
            -997673
        ],
        [
            25,
            24,
            26,
            25,
            24,
            26
        ],
        [
            54,
            52,
            55,
            54,
            52,
            55
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            6374,
            3064,
            3310,
            6374,
            3064,
            3310
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520182,
            289523,
            -295690,
            -25028,
            -85652,
            58801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6646,
    "evaluation_days": 2215.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574668800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126541120,
    "expiration_time": 1764846144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 242,
            "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)