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Trade: CHZ/USDT/480/ZLMA/HILO/5056

Strategy
CHZ/USDT/480/ZLMA/HILO/5056
Pair
CHZ_USDT
Interval
8h
Score
636290
Daily Profit
0.716865
Profit Factor
8.234079
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
2224.330000
Evaluation Time
2025-10-08 11:54
Expiration Time
2025-12-13 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1684568.6886 1594545.0462 90023.6424 2842629.04 4785520.2416 -1942891.2016
Total P&L (%) 1684.5687 1594.545 90.0236 2842.629 4785.5202 -1942.8912
Avg Daily Profit (%) 0.7573 0.7169 0.0405 0.1522 0.175 0
Buy And Hold Return (%) 234.4649 234.4649 234.4649 234.4649 234.4649 234.4649
Max Trade Drawdown -104164 -55553 -64869 -11750071 -4530985 -9531068
Profit Factor 4.5159 8.2341 1.348 1.0937 1.4046 0.895
Total Trades 63 31 32 63 31 32
Winning Trades 29 13 16 29 13 16
Losing Trades 34 18 16 34 18 16
Profitability (%) 46.0317 41.9355 50 46.0317 41.9355 50
Ratio Avg Win / Avg Loss 5.2945 11.401 1.348 1.2823 1.9449 0.895
Largest Winning Trade 1381010 1381010 50106 4765104 4765104 4376104
Largest Losing Trade -64869 -27207 -64869 -9531068 -2570742 -9531068
Avg Bars in Trades 101 98 104 101 98 104
Avg Bars in Winners 147 152 143 147 152 143
Avg Bars in Losers 62 58 65 62 58 65
Bars Traded 6385 3044 3341 6385 3044 3341
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 -132301 636290 -304276 -262328 233357 -580810
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6673,
    "evaluation_days": 2224.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574179200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759913673847,
    "expiration_time": 1765647072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "offset": 91
        }
    },
    "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": [
        [
            1684568.688595626,
            1594545.0461893328,
            90023.6424062935,
            2842629.040047045,
            4785520.241631483,
            -1942891.2015844383
        ],
        [
            1684.568689,
            1594.545046,
            90.023642,
            2842.62904,
            4785.520242,
            -1942.891202
        ],
        [
            0.757338,
            0.716865,
            0.040472,
            0.152156,
            0.174986,
            0
        ],
        [
            234.464921,
            234.464921,
            234.464921,
            234.464921,
            234.464921,
            234.464921
        ],
        [
            -104164,
            -55553,
            -64869,
            -11750071,
            -4530985,
            -9531068
        ],
        [
            4.515877,
            8.234079,
            1.34797,
            1.093739,
            1.404626,
            0.894968
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            46.031746,
            41.935484,
            50,
            46.031746,
            41.935484,
            50
        ],
        [
            5.294476,
            11.401033,
            1.34797,
            1.282314,
            1.944867,
            0.894968
        ],
        [
            1381010,
            1381010,
            50106,
            4765104,
            4765104,
            4376104
        ],
        [
            -64869,
            -27207,
            -64869,
            -9531068,
            -2570742,
            -9531068
        ],
        [
            101,
            98,
            104,
            101,
            98,
            104
        ],
        [
            147,
            152,
            143,
            147,
            152,
            143
        ],
        [
            62,
            58,
            65,
            62,
            58,
            65
        ],
        [
            6385,
            3044,
            3341,
            6385,
            3044,
            3341
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132301,
            636290,
            -304276,
            -262328,
            233357,
            -580810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6673,
    "evaluation_days": 2224.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574179200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759913673847,
    "expiration_time": 1765647072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "offset": 91
        }
    },
    "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)