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Trade: CHZ/USDT/720/KCB/DCM/2071

Strategy
CHZ/USDT/720/KCB/DCM/2071
Pair
CHZ_USDT
Interval
12h
Score
840767
Daily Profit
0.894857
Profit Factor
10.150487
Profitability
55.172414
Streak
148.606951
Best Strategy
Training Data Length
2224.000000
Evaluation Time
2025-10-07 17:34
Expiration Time
2025-12-13 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1936746.5063 1990162.5097 -53416.0034 45607.3379 699596.284 -653988.9461
Total P&L (%) 1936.7465 1990.1625 -53.416 45.6073 699.5963 -653.9889
Avg Daily Profit (%) 0.8708 0.8949 -0.024 0.0169 0.0935 0
Buy And Hold Return (%) 276.4191 276.4191 276.4191 276.4191 276.4191 276.4191
Max Trade Drawdown -214930 -105242 -113550 -1640775 -1026116 -743583
Profit Factor 5.0522 10.1505 0.7949 1.0185 1.5911 0.4886
Total Trades 59 29 30 59 29 30
Winning Trades 32 16 16 32 16 16
Losing Trades 27 13 14 27 13 14
Profitability (%) 54.2373 55.1724 53.3333 54.2373 55.1724 53.3333
Ratio Avg Win / Avg Loss 4.2628 8.2473 0.6956 0.8594 1.2928 0.4276
Largest Winning Trade 2059595 2059595 49355 1534391 1534391 362516
Largest Losing Trade -65624 -65624 -47730 -560404 -560404 -517454
Avg Bars in Trades 65 99 33 65 99 33
Avg Bars in Winners 65 87 43 65 87 43
Avg Bars in Losers 66 113 22 66 113 22
Bars Traded 3884 2874 1009 3884 2874 1009
Profit Streak 148.607 148.607 341.107 148.607 148.607 341.107
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -156476 840767 -579049 -715414 -67782 -579049
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574251200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847640557,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "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": [
        [
            1936746.5062915962,
            1990162.5097077184,
            -53416.003416122,
            45607.3379216104,
            699596.2840497692,
            -653988.9461281591
        ],
        [
            1936.746506,
            1990.16251,
            -53.416003,
            45.607338,
            699.596284,
            -653.988946
        ],
        [
            0.870839,
            0.894857,
            -0.024018,
            0.016896,
            0.093521,
            0
        ],
        [
            276.419141,
            276.419141,
            276.419141,
            276.419141,
            276.419141,
            276.419141
        ],
        [
            -214930,
            -105242,
            -113550,
            -1640775,
            -1026116,
            -743583
        ],
        [
            5.052172,
            10.150487,
            0.794917,
            1.018521,
            1.591116,
            0.488628
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            54.237288,
            55.172414,
            53.333333,
            54.237288,
            55.172414,
            53.333333
        ],
        [
            4.26277,
            8.247271,
            0.695552,
            0.859377,
            1.292782,
            0.42755
        ],
        [
            2059595,
            2059595,
            49355,
            1534391,
            1534391,
            362516
        ],
        [
            -65624,
            -65624,
            -47730,
            -560404,
            -560404,
            -517454
        ],
        [
            65,
            99,
            33,
            65,
            99,
            33
        ],
        [
            65,
            87,
            43,
            65,
            87,
            43
        ],
        [
            66,
            113,
            22,
            66,
            113,
            22
        ],
        [
            3884,
            2874,
            1009,
            3884,
            2874,
            1009
        ],
        [
            148.606951,
            148.606951,
            341.106951,
            148.606951,
            148.606951,
            341.106951
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156476,
            840767,
            -579049,
            -715414,
            -67782,
            -579049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574251200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847640557,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "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)