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Trade: CHZ/USDT/720/JMA/JMA/5358

Strategy
CHZ/USDT/720/JMA/JMA/5358
Pair
CHZ_USDT
Interval
12h
Score
558003
Daily Profit
0.917644
Profit Factor
7.526131
Profitability
34.210526
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 21:37
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 2057043.8508 2028910.7334 28133.1174 1039146.8221 3595270.8381 -2556124.016
Total P&L (%) 2057.0439 2028.9107 28.1331 1039.1468 3595.2708 -2556.124
Avg Daily Profit (%) 0.9304 0.9176 0.0127 0.1101 0.1634 0
Buy And Hold Return (%) 300.7291 300.7291 300.7291 300.7291 300.7291 300.7291
Max Trade Drawdown -240627 -155260 -108681 -16429472 -8964403 -7885946
Profit Factor 4.2089 7.5261 1.0852 1.0377 1.2496 0.806
Total Trades 75 38 37 75 38 37
Winning Trades 24 13 11 24 13 11
Losing Trades 51 25 26 51 25 26
Profitability (%) 32 34.2105 29.7297 32 34.2105 29.7297
Ratio Avg Win / Avg Loss 8.9439 14.4733 2.565 2.2051 2.4031 1.905
Largest Winning Trade 1885066 1885066 60189 8770122 8770122 3257005
Largest Losing Trade -44209 -30585 -44209 -4719239 -2936250 -4719239
Avg Bars in Trades 54 49 59 54 49 59
Avg Bars in Winners 88 76 102 88 76 102
Avg Bars in Losers 39 36 41 39 36 41
Bars Traded 4115 1896 2219 4115 1896 2219
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 -47890 558003 -476265 -294548 89439 -586963

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825427560,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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": [
        [
            2057043.8507912452,
            2028910.7333889008,
            28133.1174023457,
            1039146.8220772191,
            3595270.8380521513,
            -2556124.015974932
        ],
        [
            2057.043851,
            2028.910733,
            28.133117,
            1039.146822,
            3595.270838,
            -2556.124016
        ],
        [
            0.930368,
            0.917644,
            0.012724,
            0.110095,
            0.163392,
            0
        ],
        [
            300.729136,
            300.729136,
            300.729136,
            300.729136,
            300.729136,
            300.729136
        ],
        [
            -240627,
            -155260,
            -108681,
            -16429472,
            -8964403,
            -7885946
        ],
        [
            4.208883,
            7.526131,
            1.085212,
            1.03768,
            1.249593,
            0.805963
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            32,
            34.210526,
            29.72973,
            32,
            34.210526,
            29.72973
        ],
        [
            8.943877,
            14.473328,
            2.565045,
            2.205071,
            2.403063,
            1.905005
        ],
        [
            1885066,
            1885066,
            60189,
            8770122,
            8770122,
            3257005
        ],
        [
            -44209,
            -30585,
            -44209,
            -4719239,
            -2936250,
            -4719239
        ],
        [
            54,
            49,
            59,
            54,
            49,
            59
        ],
        [
            88,
            76,
            102,
            88,
            76,
            102
        ],
        [
            39,
            36,
            41,
            39,
            36,
            41
        ],
        [
            4115,
            1896,
            2219,
            4115,
            1896,
            2219
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47890,
            558003,
            -476265,
            -294548,
            89439,
            -586963
        ]
    ]
}
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": 1575633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825427560,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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)