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Trade: CHZ/USDT/720/HILO/KCB/5116

Strategy
CHZ/USDT/720/HILO/KCB/5116
Pair
CHZ_USDT
Interval
12h
Score
324629
Daily Profit
0.177633
Profit Factor
1.414801
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 07:48
Expiration Time
2025-12-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1407916.3282 114902.347 -1522818.6752 -4429659.5824 5055283.2784 -9484942.8609
Total P&L (%) -1407.9163 114.9023 -1522.8187 -4429.6596 5055.2833 -9484.9429
Avg Daily Profit (%) -0.6338 0.0517 -0.6855 0 0.1776 0
Buy And Hold Return (%) 437.853 437.853 437.853 437.853 437.853 437.853
Max Trade Drawdown -1648992 -93272 -1660693 -11590198 -5055916 -9530382
Profit Factor 0.2814 1.5087 0.1215 0.8349 1.4148 0.3521
Total Trades 59 29 30 59 29 30
Winning Trades 34 18 16 26 14 12
Losing Trades 25 11 14 33 15 18
Profitability (%) 57.6271 62.069 53.3333 44.0678 48.2759 40
Ratio Avg Win / Avg Loss 0.2069 0.922 0.1063 1.0597 1.5159 0.5281
Largest Winning Trade 72907 72907 45439 3653976 3653976 1451353
Largest Losing Trade -1646797 -48724 -1646797 -3995951 -2736453 -3995951
Avg Bars in Trades 69 86 53 69 86 53
Avg Bars in Winners 37 49 23 99 135 58
Avg Bars in Losers 113 146 87 45 41 49
Bars Traded 4111 2513 1598 4111 2513 1598
Profit Streak 45.7005 73.2005 45.7005 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758301 -287452 -579836 -760918 324629 -584714
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576756800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639723696,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -1407916.3281870792,
            114902.3470112369,
            -1522818.6751983154,
            -4429659.582430286,
            5055283.278423279,
            -9484942.860853568
        ],
        [
            -1407.916328,
            114.902347,
            -1522.818675,
            -4429.659582,
            5055.283278,
            -9484.942861
        ],
        [
            -0.633768,
            0.051723,
            -0.685491,
            0,
            0.177633,
            0
        ],
        [
            437.85297,
            437.85297,
            437.85297,
            437.85297,
            437.85297,
            437.85297
        ],
        [
            -1648992,
            -93272,
            -1660693,
            -11590198,
            -5055916,
            -9530382
        ],
        [
            0.28143,
            1.508667,
            0.121505,
            0.834878,
            1.414801,
            0.352092
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            34,
            18,
            16,
            26,
            14,
            12
        ],
        [
            25,
            11,
            14,
            33,
            15,
            18
        ],
        [
            57.627119,
            62.068966,
            53.333333,
            44.067797,
            48.275862,
            40
        ],
        [
            0.206934,
            0.921963,
            0.106317,
            1.059653,
            1.515859,
            0.528138
        ],
        [
            72907,
            72907,
            45439,
            3653976,
            3653976,
            1451353
        ],
        [
            -1646797,
            -48724,
            -1646797,
            -3995951,
            -2736453,
            -3995951
        ],
        [
            69,
            86,
            53,
            69,
            86,
            53
        ],
        [
            37,
            49,
            23,
            99,
            135,
            58
        ],
        [
            113,
            146,
            87,
            45,
            41,
            49
        ],
        [
            4111,
            2513,
            1598,
            4111,
            2513,
            1598
        ],
        [
            45.700506,
            73.200506,
            45.700506,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758301,
            -287452,
            -579836,
            -760918,
            324629,
            -584714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576756800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639723696,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)