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Trade: CHZ/USDT/720/HILO/SMA/2815

Strategy
CHZ/USDT/720/HILO/SMA/2815
Pair
CHZ_USDT
Interval
12h
Score
349539
Daily Profit
0.223653
Profit Factor
1.499192
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 02:34
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 -1589635.9378 200203.989 -1789839.9268 -6539511.9304 13869346.2182 -20408858.1486
Total P&L (%) -1589.6359 200.204 -1789.8399 -6539.5119 13869.3462 -20408.8581
Avg Daily Profit (%) -0.719 0.0905 -0.8095 0 0.2237 0
Buy And Hold Return (%) 365.5982 365.5982 365.5982 365.5982 365.5982 365.5982
Max Trade Drawdown -1916313 -96818 -1938483 -33260589 -7814540 -28820414
Profit Factor 0.3056 1.9002 0.1339 0.9062 1.4992 0.5129
Total Trades 57 29 28 57 29 28
Winning Trades 31 16 15 26 15 11
Losing Trades 26 13 13 31 14 17
Profitability (%) 54.386 55.1724 53.5714 45.614 51.7241 39.2857
Ratio Avg Win / Avg Loss 0.2563 1.5439 0.1161 1.0804 1.3992 0.7927
Largest Winning Trade 120989 120989 66992 12063303 12063303 9828257
Largest Losing Trade -1906776 -48496 -1906776 -8562775 -6177353 -8562775
Avg Bars in Trades 73 83 62 73 83 62
Avg Bars in Winners 56 77 34 89 106 65
Avg Bars in Losers 93 92 95 60 59 61
Bars Traded 4189 2432 1757 4189 2432 1757
Profit Streak 18.4821 24.4821 0 0 0 28.4821
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759146 -233085 -601370 -760316 349539 -604991

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843251831,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "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": [
        [
            -1589635.9378325944,
            200203.9890125258,
            -1789839.92684512,
            -6539511.930387122,
            13869346.218248637,
            -20408858.148635764
        ],
        [
            -1589.635938,
            200.203989,
            -1789.839927,
            -6539.51193,
            13869.346218,
            -20408.858149
        ],
        [
            -0.718967,
            0.090549,
            -0.809516,
            0,
            0.223653,
            0
        ],
        [
            365.598168,
            365.598168,
            365.598168,
            365.598168,
            365.598168,
            365.598168
        ],
        [
            -1916313,
            -96818,
            -1938483,
            -33260589,
            -7814540,
            -28820414
        ],
        [
            0.305551,
            1.9002,
            0.133946,
            0.906158,
            1.499192,
            0.512946
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            31,
            16,
            15,
            26,
            15,
            11
        ],
        [
            26,
            13,
            13,
            31,
            14,
            17
        ],
        [
            54.385965,
            55.172414,
            53.571429,
            45.614035,
            51.724138,
            39.285714
        ],
        [
            0.256268,
            1.543913,
            0.116086,
            1.080419,
            1.399246,
            0.792734
        ],
        [
            120989,
            120989,
            66992,
            12063303,
            12063303,
            9828257
        ],
        [
            -1906776,
            -48496,
            -1906776,
            -8562775,
            -6177353,
            -8562775
        ],
        [
            73,
            83,
            62,
            73,
            83,
            62
        ],
        [
            56,
            77,
            34,
            89,
            106,
            65
        ],
        [
            93,
            92,
            95,
            60,
            59,
            61
        ],
        [
            4189,
            2432,
            1757,
            4189,
            2432,
            1757
        ],
        [
            18.482081,
            24.482081,
            0,
            0,
            0,
            28.482081
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -759146,
            -233085,
            -601370,
            -760316,
            349539,
            -604991
        ]
    ]
}
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": 1576195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843251831,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "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)