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Trade: CHZ/USDT/720/JMA/DEMA/2051

Strategy
CHZ/USDT/720/JMA/DEMA/2051
Pair
CHZ_USDT
Interval
12h
Score
318836
Daily Profit
0.515273
Profit Factor
2.154302
Profitability
39.639640
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 14:24
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 1139269.5432 1183613.2748 -44343.7316 30766.4243 430735.7318 -399969.3075
Total P&L (%) 1139.2695 1183.6133 -44.3437 30.7664 430.7357 -399.9693
Avg Daily Profit (%) 0.5153 0.5353 -0.0201 0.0121 0.0755 0
Buy And Hold Return (%) 286.2298 286.2298 286.2298 286.2298 286.2298 286.2298
Max Trade Drawdown -196702 -82794 -213940 -655129 -374485 -578024
Profit Factor 2.1543 3.615 0.917 1.0122 1.3472 0.6878
Total Trades 111 55 56 111 55 56
Winning Trades 44 24 20 44 24 20
Losing Trades 67 31 36 67 31 36
Profitability (%) 39.6396 43.6364 35.7143 39.6396 43.6364 35.7143
Ratio Avg Win / Avg Loss 3.2804 4.6694 1.6506 1.5413 1.7401 1.238
Largest Winning Trade 972456 972456 59483 599706 599706 240829
Largest Losing Trade -73770 -56712 -73770 -249797 -188378 -249797
Avg Bars in Trades 38 33 43 38 33 43
Avg Bars in Winners 61 49 76 61 49 76
Avg Bars in Losers 23 21 24 23 21 24
Bars Traded 4266 1838 2428 4266 1838 2428
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318836 -166949 -763888 -552135 -283350 -765000

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885869924,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 49,
            "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": [
        [
            1139269.543172301,
            1183613.2747862688,
            -44343.7316139686,
            30766.4243256415,
            430735.7318436201,
            -399969.3075179782
        ],
        [
            1139.269543,
            1183.613275,
            -44.343732,
            30.766424,
            430.735732,
            -399.969308
        ],
        [
            0.515273,
            0.535329,
            -0.020056,
            0.012133,
            0.075519,
            0
        ],
        [
            286.22982,
            286.22982,
            286.22982,
            286.22982,
            286.22982,
            286.22982
        ],
        [
            -196702,
            -82794,
            -213940,
            -655129,
            -374485,
            -578024
        ],
        [
            2.154302,
            3.615001,
            0.917014,
            1.012201,
            1.347193,
            0.687771
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            39.63964,
            43.636364,
            35.714286,
            39.63964,
            43.636364,
            35.714286
        ],
        [
            3.280414,
            4.669376,
            1.650625,
            1.541306,
            1.740125,
            1.237988
        ],
        [
            972456,
            972456,
            59483,
            599706,
            599706,
            240829
        ],
        [
            -73770,
            -56712,
            -73770,
            -249797,
            -188378,
            -249797
        ],
        [
            38,
            33,
            43,
            38,
            33,
            43
        ],
        [
            61,
            49,
            76,
            61,
            49,
            76
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            4266,
            1838,
            2428,
            4266,
            1838,
            2428
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318836,
            -166949,
            -763888,
            -552135,
            -283350,
            -765000
        ]
    ]
}
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": 1572091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885869924,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 49,
            "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)