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Trade: CHZ/USDT/720/ALMA/JMA/3785

Strategy
CHZ/USDT/720/ALMA/JMA/3785
Pair
CHZ_USDT
Interval
12h
Score
484338
Daily Profit
1.141878
Profit Factor
4.613302
Profitability
37.777778
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:17
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2524691.7291 2498702.7297 25988.9995 1845011.9373 9036284.5261 -7191272.5888
Total P&L (%) 2524.6917 2498.7027 25.989 1845.0119 9036.2845 -7191.2726
Avg Daily Profit (%) 1.1419 1.1301 0.0118 0.1343 0.2044 0
Buy And Hold Return (%) 810.047 810.047 810.047 810.047 810.047 810.047
Max Trade Drawdown -127612 -99586 -91038 -14416201 -7653100 -7838817
Profit Factor 4.6133 9.3151 1.0653 1.0418 1.4508 0.7019
Total Trades 90 45 45 90 45 45
Winning Trades 34 16 18 34 16 18
Losing Trades 56 29 27 56 29 27
Profitability (%) 37.7778 35.5556 40 37.7778 35.5556 40
Ratio Avg Win / Avg Loss 7.5984 16.8836 1.5979 1.7159 2.6295 1.0529
Largest Winning Trade 2293759 2293759 45573 15677718 15677718 2708138
Largest Losing Trade -51390 -30755 -51390 -4819731 -3549599 -4819731
Avg Bars in Trades 48 45 51 48 45 51
Avg Bars in Winners 88 85 91 88 85 91
Avg Bars in Losers 23 24 23 23 24 23
Bars Traded 4362 2064 2298 4362 2064 2298
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 484338 482170 -494361 -196317 167055 -582934

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570147200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892676444,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "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": [
        [
            2524691.729123978,
            2498702.7296543443,
            25988.9994696336,
            1845011.9372974208,
            9036284.526104104,
            -7191272.588806684
        ],
        [
            2524.691729,
            2498.70273,
            25.988999,
            1845.011937,
            9036.284526,
            -7191.272589
        ],
        [
            1.141878,
            1.130123,
            0.011754,
            0.134321,
            0.204408,
            0
        ],
        [
            810.04699,
            810.04699,
            810.04699,
            810.04699,
            810.04699,
            810.04699
        ],
        [
            -127612,
            -99586,
            -91038,
            -14416201,
            -7653100,
            -7838817
        ],
        [
            4.613302,
            9.315075,
            1.065263,
            1.041768,
            1.450765,
            0.701931
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            37.777778,
            35.555556,
            40,
            37.777778,
            35.555556,
            40
        ],
        [
            7.598379,
            16.883573,
            1.597895,
            1.715853,
            2.629511,
            1.052896
        ],
        [
            2293759,
            2293759,
            45573,
            15677718,
            15677718,
            2708138
        ],
        [
            -51390,
            -30755,
            -51390,
            -4819731,
            -3549599,
            -4819731
        ],
        [
            48,
            45,
            51,
            48,
            45,
            51
        ],
        [
            88,
            85,
            91,
            88,
            85,
            91
        ],
        [
            23,
            24,
            23,
            23,
            24,
            23
        ],
        [
            4362,
            2064,
            2298,
            4362,
            2064,
            2298
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484338,
            482170,
            -494361,
            -196317,
            167055,
            -582934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570147200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892676444,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 13,
            "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)