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Trade: CHZ/USDT/720/HL2/KCL/4310

Strategy
CHZ/USDT/720/HL2/KCL/4310
Pair
CHZ_USDT
Interval
12h
Score
308943
Daily Profit
0.152820
Profit Factor
2.274450
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
2225.500000
Evaluation Time
2025-10-09 11:14
Expiration Time
2025-12-14 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3173242.5978 -36688.4951 -3136554.1026 -2569735.9642 2891659.1441 -5461395.1083
Total P&L (%) -3173.2426 -36.6885 -3136.5541 -2569.736 2891.6591 -5461.3951
Avg Daily Profit (%) -1.4259 -0.0165 -1.4094 0 0.1528 0
Buy And Hold Return (%) 210.216 210.216 210.216 210.216 210.216 210.216
Max Trade Drawdown -3277515 -96457 -3217767 -7250780 -1069733 -7736162
Profit Factor 0.0785 0.6959 0.0561 0.7997 2.2745 0.483
Total Trades 83 42 41 83 42 41
Winning Trades 60 27 33 25 17 8
Losing Trades 23 15 8 58 25 33
Profitability (%) 72.2892 64.2857 80.4878 30.1205 40.4762 19.5122
Ratio Avg Win / Avg Loss 0.0301 0.3866 0.0136 1.8554 3.3448 1.9922
Largest Winning Trade 16768 16768 16032 3342937 1419314 3342937
Largest Losing Trade -3217767 -20643 -3217767 -4081289 -908399 -4081289
Avg Bars in Trades 46 12 81 46 12 81
Avg Bars in Winners 16 5 25 62 24 142
Avg Bars in Losers 125 26 311 39 5 66
Bars Traded 3858 537 3321 3858 537 3321
Profit Streak 208.3437 208.3437 221.8437 0 0 0
Trades During Streak 12 6 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577312 -577169 -575302 -587008 308943 -631966
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573300800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997694139,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -3173242.5977530596,
            -36688.4951245934,
            -3136554.1026284667,
            -2569735.96421702,
            2891659.1441278686,
            -5461395.10834489
        ],
        [
            -3173.242598,
            -36.688495,
            -3136.554103,
            -2569.735964,
            2891.659144,
            -5461.395108
        ],
        [
            -1.425856,
            -0.016486,
            -1.409371,
            0,
            0.15282,
            0
        ],
        [
            210.215978,
            210.215978,
            210.215978,
            210.215978,
            210.215978,
            210.215978
        ],
        [
            -3277515,
            -96457,
            -3217767,
            -7250780,
            -1069733,
            -7736162
        ],
        [
            0.078475,
            0.69591,
            0.056056,
            0.799734,
            2.27445,
            0.482953
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            60,
            27,
            33,
            25,
            17,
            8
        ],
        [
            23,
            15,
            8,
            58,
            25,
            33
        ],
        [
            72.289157,
            64.285714,
            80.487805,
            30.120482,
            40.47619,
            19.512195
        ],
        [
            0.030082,
            0.386616,
            0.013589,
            1.855383,
            3.34478,
            1.992182
        ],
        [
            16768,
            16768,
            16032,
            3342937,
            1419314,
            3342937
        ],
        [
            -3217767,
            -20643,
            -3217767,
            -4081289,
            -908399,
            -4081289
        ],
        [
            46,
            12,
            81,
            46,
            12,
            81
        ],
        [
            16,
            5,
            25,
            62,
            24,
            142
        ],
        [
            125,
            26,
            311,
            39,
            5,
            66
        ],
        [
            3858,
            537,
            3321,
            3858,
            537,
            3321
        ],
        [
            208.343682,
            208.343682,
            221.843682,
            0,
            0,
            0
        ],
        [
            12,
            6,
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            0,
            0,
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        ],
        [
            0.8,
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        ],
        [
            -577312,
            -577169,
            -575302,
            -587008,
            308943,
            -631966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573300800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997694139,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)