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Trade: CHZ/USDT/480/SSF/ZLMA/5980

Strategy
CHZ/USDT/480/SSF/ZLMA/5980
Pair
CHZ_USDT
Interval
8h
Score
540273
Daily Profit
1.167785
Profit Factor
5.869913
Profitability
34.653465
Streak
0.000000
Best Strategy
Training Data Length
2216.000000
Evaluation Time
2025-09-30 01:22
Expiration Time
2025-12-05 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2587811.6065 2423795.6474 164015.959 16193107.9685 9181433.6191 7011674.3494
Total P&L (%) 2587.8116 2423.7956 164.016 16193.108 9181.4336 7011.6743
Avg Daily Profit (%) 1.1678 1.0938 0.074 0.2301 0.2047 0.1926
Buy And Hold Return (%) 499.2844 499.2844 499.2844 499.2844 499.2844 499.2844
Max Trade Drawdown -71955 -52091 -53994 -15520470 -13040300 -13937418
Profit Factor 5.8699 10.4353 1.5975 1.1764 1.2026 1.1508
Total Trades 101 51 50 101 51 50
Winning Trades 35 17 18 35 17 18
Losing Trades 66 34 32 66 34 32
Profitability (%) 34.6535 33.3333 36 34.6535 33.3333 36
Ratio Avg Win / Avg Loss 11.069 20.8705 2.84 2.2183 2.4053 2.0459
Largest Winning Trade 2209508 2209508 50728 12003107 12003107 9121109
Largest Losing Trade -21295 -21295 -18672 -5285490 -3257707 -5285490
Avg Bars in Trades 64 62 65 64 62 65
Avg Bars in Winners 138 133 142 138 133 142
Avg Bars in Losers 24 27 22 24 27 22
Bars Traded 6466 3193 3274 6466 3193 3274
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 540273 -166050 -442385 -22797 -177859 -231051
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6648,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568275200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759184576371,
    "expiration_time": 1764905472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "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": [
        [
            2587811.6064648693,
            2423795.6474458175,
            164015.9590190524,
            16193107.96850274,
            9181433.619093474,
            7011674.349409271
        ],
        [
            2587.811606,
            2423.795647,
            164.015959,
            16193.107969,
            9181.433619,
            7011.674349
        ],
        [
            1.167785,
            1.093771,
            0.074014,
            0.230108,
            0.204659,
            0.192619
        ],
        [
            499.284436,
            499.284436,
            499.284436,
            499.284436,
            499.284436,
            499.284436
        ],
        [
            -71955,
            -52091,
            -53994,
            -15520470,
            -13040300,
            -13937418
        ],
        [
            5.869913,
            10.435257,
            1.597507,
            1.176384,
            1.202626,
            1.150809
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            34.653465,
            33.333333,
            36,
            34.653465,
            33.333333,
            36
        ],
        [
            11.068979,
            20.870515,
            2.840012,
            2.218324,
            2.405252,
            2.045883
        ],
        [
            2209508,
            2209508,
            50728,
            12003107,
            12003107,
            9121109
        ],
        [
            -21295,
            -21295,
            -18672,
            -5285490,
            -3257707,
            -5285490
        ],
        [
            64,
            62,
            65,
            64,
            62,
            65
        ],
        [
            138,
            133,
            142,
            138,
            133,
            142
        ],
        [
            24,
            27,
            22,
            24,
            27,
            22
        ],
        [
            6466,
            3193,
            3274,
            6466,
            3193,
            3274
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540273,
            -166050,
            -442385,
            -22797,
            -177859,
            -231051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6648,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568275200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759184576371,
    "expiration_time": 1764905472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "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)