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Trade: CHZ/USDT/720/HL2/ZLMA/9378

Strategy
CHZ/USDT/720/HL2/ZLMA/9378
Pair
CHZ_USDT
Interval
12h
Score
544601
Daily Profit
0.956983
Profit Factor
8.142914
Profitability
33.333333
Streak
50.036625
Best Strategy
Training Data Length
2224.500000
Evaluation Time
2025-10-08 15:52
Expiration Time
2025-12-13 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1849470.4891 2128808.2087 -279337.7196 -100019.4633 9375.015 -109394.4782
Total P&L (%) 1849.4705 2128.8082 -279.3377 -100.0195 9.375 -109.3945
Avg Daily Profit (%) 0.8314 0.957 -0.1256 0 0.004 0
Buy And Hold Return (%) 407.8707 407.8707 407.8707 407.8707 407.8707 407.8707
Max Trade Drawdown -425637 -200011 -286821 -17035 -4815 -12223
Profit Factor 3.3868 8.1429 0.4142 0.1421 2.5523 0.0104
Total Trades 66 33 33 66 33 33
Winning Trades 24 11 13 29 17 12
Losing Trades 42 22 20 37 16 21
Profitability (%) 36.3636 33.3333 39.3939 43.9394 51.5152 36.3636
Ratio Avg Win / Avg Loss 5.927 16.2858 0.6372 0.1813 2.4022 0.0182
Largest Winning Trade 2326246 2326246 49957 14986 14986 1071
Largest Losing Trade -102885 -51756 -102885 -97705 -1256 -97705
Avg Bars in Trades 63 59 66 63 59 66
Avg Bars in Winners 83 94 73 62 65 57
Avg Bars in Losers 51 41 62 63 52 72
Bars Traded 4166 1961 2205 4166 1961 2205
Profit Streak 48.5366 50.0366 48.5366 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114740 544601 -584365 -711912 -347896 -585828
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576929600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927964444,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 140
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "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": [
        [
            1849470.4891045203,
            2128808.208669106,
            -279337.7195645857,
            -100019.4632575198,
            9375.0149853295,
            -109394.4782428493
        ],
        [
            1849.470489,
            2128.808209,
            -279.33772,
            -100.019463,
            9.375015,
            -109.394478
        ],
        [
            0.83141,
            0.956983,
            -0.125573,
            0,
            0.004029,
            0
        ],
        [
            407.870653,
            407.870653,
            407.870653,
            407.870653,
            407.870653,
            407.870653
        ],
        [
            -425637,
            -200011,
            -286821,
            -17035,
            -4815,
            -12223
        ],
        [
            3.386833,
            8.142914,
            0.414181,
            0.142071,
            2.552332,
            0.010391
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            24,
            11,
            13,
            29,
            17,
            12
        ],
        [
            42,
            22,
            20,
            37,
            16,
            21
        ],
        [
            36.363636,
            33.333333,
            39.393939,
            43.939394,
            51.515152,
            36.363636
        ],
        [
            5.926958,
            16.285828,
            0.637202,
            0.181263,
            2.402194,
            0.018184
        ],
        [
            2326246,
            2326246,
            49957,
            14986,
            14986,
            1071
        ],
        [
            -102885,
            -51756,
            -102885,
            -97705,
            -1256,
            -97705
        ],
        [
            63,
            59,
            66,
            63,
            59,
            66
        ],
        [
            83,
            94,
            73,
            62,
            65,
            57
        ],
        [
            51,
            41,
            62,
            63,
            52,
            72
        ],
        [
            4166,
            1961,
            2205,
            4166,
            1961,
            2205
        ],
        [
            48.536625,
            50.036625,
            48.536625,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114740,
            544601,
            -584365,
            -711912,
            -347896,
            -585828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576929600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927964444,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 140
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "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)