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Trade: CHZ/USDT/720/DCM/BBU/9597

Strategy
CHZ/USDT/720/DCM/BBU/9597
Pair
CHZ_USDT
Interval
12h
Score
459220
Daily Profit
0.893456
Profit Factor
3.795142
Profitability
32.191781
Streak
25.675971
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-27 19:13
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 1975431.1373 2018226.379 -42795.2417 1385.8007 91836.8711 -90451.0704
Total P&L (%) 1975.4311 2018.2264 -42.7952 1.3858 91.8369 -90.4511
Avg Daily Profit (%) 0.8935 0.9128 -0.0194 0.0006 0.0295 -0.1062
Buy And Hold Return (%) 428.8687 428.8687 428.8687 428.8687 428.8687 428.8687
Max Trade Drawdown -117975 -76386 -172554 -184693 -120981 -144904
Profit Factor 3.7951 7.8235 0.8959 1.0018 1.2722 0.8004
Total Trades 146 73 73 146 73 73
Winning Trades 47 19 28 47 19 28
Losing Trades 99 54 45 99 54 45
Profitability (%) 32.1918 26.0274 38.3562 32.1918 26.0274 38.3562
Ratio Avg Win / Avg Loss 7.994 22.2352 1.4398 2.1101 3.6157 1.2864
Largest Winning Trade 2092834 2092834 51417 224919 224919 46947
Largest Losing Trade -79727 -24391 -79727 -63022 -32234 -63022
Avg Bars in Trades 27 22 32 27 22 32
Avg Bars in Winners 60 59 60 60 59 60
Avg Bars in Losers 12 9 15 12 9 15
Bars Traded 4062 1655 2407 4062 1655 2407
Profit Streak 25.676 0 27.676 25.676 0 27.676
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459220 -76769 -655056 -580961 -415232 -655056
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577448000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989603910,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 225,
            "offset": 0,
            "std": 3.56497
        }
    }
}
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": [
        [
            1975431.1373324324,
            2018226.3790317373,
            -42795.2416993055,
            1385.8007260653,
            91836.8711336137,
            -90451.0704075484
        ],
        [
            1975.431137,
            2018.226379,
            -42.795242,
            1.385801,
            91.836871,
            -90.45107
        ],
        [
            0.893456,
            0.912812,
            -0.019356,
            0.000622,
            0.02947,
            -0.106173
        ],
        [
            428.868661,
            428.868661,
            428.868661,
            428.868661,
            428.868661,
            428.868661
        ],
        [
            -117975,
            -76386,
            -172554,
            -184693,
            -120981,
            -144904
        ],
        [
            3.795142,
            7.823512,
            0.895866,
            1.001753,
            1.27219,
            0.800434
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            99,
            54,
            45,
            99,
            54,
            45
        ],
        [
            32.191781,
            26.027397,
            38.356164,
            32.191781,
            26.027397,
            38.356164
        ],
        [
            7.994023,
            22.235244,
            1.439784,
            2.110075,
            3.615699,
            1.286413
        ],
        [
            2092834,
            2092834,
            51417,
            224919,
            224919,
            46947
        ],
        [
            -79727,
            -24391,
            -79727,
            -63022,
            -32234,
            -63022
        ],
        [
            27,
            22,
            32,
            27,
            22,
            32
        ],
        [
            60,
            59,
            60,
            60,
            59,
            60
        ],
        [
            12,
            9,
            15,
            12,
            9,
            15
        ],
        [
            4062,
            1655,
            2407,
            4062,
            1655,
            2407
        ],
        [
            25.675971,
            0,
            27.675971,
            25.675971,
            0,
            27.675971
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459220,
            -76769,
            -655056,
            -580961,
            -415232,
            -655056
        ]
    ]
}
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": 1577448000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989603910,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 225,
            "offset": 0,
            "std": 3.56497
        }
    }
}

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)