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Trade: CHZ/USDT/720/HMA/HILO/1136

Strategy
CHZ/USDT/720/HMA/HILO/1136
Pair
CHZ_USDT
Interval
12h
Score
544743
Daily Profit
0.649255
Profit Factor
7.838723
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 11:28
Expiration Time
2025-12-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1500345.2774 1439073.7828 61271.4946 -162756.2667 488863.2362 -651619.5029
Total P&L (%) 1500.3453 1439.0738 61.2715 -162.7563 488.8632 -651.6195
Avg Daily Profit (%) 0.6769 0.6493 0.0276 0 0.08 0
Buy And Hold Return (%) 429.8297 429.8297 429.8297 429.8297 429.8297 429.8297
Max Trade Drawdown -108297 -90855 -110758 -919633 -162640 -879713
Profit Factor 3.7954 7.8387 1.1878 0.9003 2.1146 0.454
Total Trades 77 39 38 77 39 38
Winning Trades 38 17 21 41 24 17
Losing Trades 39 22 17 36 15 21
Profitability (%) 49.3506 43.5897 55.2632 53.2468 61.5385 44.7368
Ratio Avg Win / Avg Loss 3.8953 10.1442 0.9615 0.7905 1.3216 0.5609
Largest Winning Trade 1213496 1213496 47974 279289 279289 83175
Largest Losing Trade -100737 -33706 -100737 -618876 -106097 -618876
Avg Bars in Trades 54 58 49 54 58 49
Avg Bars in Winners 70 81 61 45 53 34
Avg Bars in Losers 38 41 34 64 67 61
Bars Traded 4172 2288 1884 4172 2288 1884
Profit Streak 0 0 0 56.3534 56.3534 82.8534
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30179 544743 -336660 -625172 -203749 -581849
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578268800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220932155,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1500345.277432684,
            1439073.7828064922,
            61271.4946261917,
            -162756.2667040903,
            488863.2362092439,
            -651619.5029133338
        ],
        [
            1500.345277,
            1439.073783,
            61.271495,
            -162.756267,
            488.863236,
            -651.619503
        ],
        [
            0.676898,
            0.649255,
            0.027643,
            0,
            0.080024,
            0
        ],
        [
            429.829736,
            429.829736,
            429.829736,
            429.829736,
            429.829736,
            429.829736
        ],
        [
            -108297,
            -90855,
            -110758,
            -919633,
            -162640,
            -879713
        ],
        [
            3.795432,
            7.838723,
            1.187786,
            0.900281,
            2.114576,
            0.454042
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            38,
            17,
            21,
            41,
            24,
            17
        ],
        [
            39,
            22,
            17,
            36,
            15,
            21
        ],
        [
            49.350649,
            43.589744,
            55.263158,
            53.246753,
            61.538462,
            44.736842
        ],
        [
            3.895312,
            10.14423,
            0.961541,
            0.79049,
            1.32161,
            0.560876
        ],
        [
            1213496,
            1213496,
            47974,
            279289,
            279289,
            83175
        ],
        [
            -100737,
            -33706,
            -100737,
            -618876,
            -106097,
            -618876
        ],
        [
            54,
            58,
            49,
            54,
            58,
            49
        ],
        [
            70,
            81,
            61,
            45,
            53,
            34
        ],
        [
            38,
            41,
            34,
            64,
            67,
            61
        ],
        [
            4172,
            2288,
            1884,
            4172,
            2288,
            1884
        ],
        [
            0,
            0,
            0,
            56.353381,
            56.353381,
            82.853381
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30179,
            544743,
            -336660,
            -625172,
            -203749,
            -581849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578268800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220932155,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)