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Trade: CHZ/USDT/720/KCL/PSAR/8972

Strategy
CHZ/USDT/720/KCL/PSAR/8972
Pair
CHZ_USDT
Interval
12h
Score
662437
Daily Profit
0.951059
Profit Factor
4.826057
Profitability
47.126437
Streak
61.182756
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 07:23
Expiration Time
2025-12-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2112777.5439 2155843.2623 -43065.7184 183637.6928 1202155.6106 -1018517.9177
Total P&L (%) 2112.7775 2155.8433 -43.0657 183.6377 1202.1556 -1018.5179
Avg Daily Profit (%) 0.9511 0.9704 -0.0194 0.0469 0.1156 0
Buy And Hold Return (%) 530.5651 530.5651 530.5651 530.5651 530.5651 530.5651
Max Trade Drawdown -148231 -117973 -76063 -2759840 -2062934 -1114014
Profit Factor 4.8261 7.462 0.803 1.0285 1.3177 0.6155
Total Trades 87 43 44 87 43 44
Winning Trades 41 17 24 41 17 24
Losing Trades 46 26 20 46 26 20
Profitability (%) 47.1264 39.5349 54.5455 47.1264 39.5349 54.5455
Ratio Avg Win / Avg Loss 5.4146 11.4124 0.6692 1.154 2.0153 0.5129
Largest Winning Trade 2182242 2182242 27212 2758790 2758790 303281
Largest Losing Trade -47973 -47973 -28232 -761760 -761760 -688922
Avg Bars in Trades 45 63 27 45 63 27
Avg Bars in Winners 68 108 39 68 108 39
Avg Bars in Losers 24 33 13 24 33 13
Bars Traded 3936 2709 1227 3936 2709 1227
Profit Streak 61.1828 0 84.1828 61.1828 0 84.1828
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 662437 563663 -579294 -485446 -46086 -579294
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577750400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638190150,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2112777.543926375,
            2155843.2623477313,
            -43065.7184213556,
            183637.6928321749,
            1202155.6105777917,
            -1018517.9177456169
        ],
        [
            2112.777544,
            2155.843262,
            -43.065718,
            183.637693,
            1202.155611,
            -1018.517918
        ],
        [
            0.951059,
            0.970445,
            -0.019386,
            0.04694,
            0.115602,
            0
        ],
        [
            530.565068,
            530.565068,
            530.565068,
            530.565068,
            530.565068,
            530.565068
        ],
        [
            -148231,
            -117973,
            -76063,
            -2759840,
            -2062934,
            -1114014
        ],
        [
            4.826057,
            7.461963,
            0.802981,
            1.028549,
            1.317713,
            0.615462
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            47.126437,
            39.534884,
            54.545455,
            47.126437,
            39.534884,
            54.545455
        ],
        [
            5.414601,
            11.412415,
            0.669151,
            1.153981,
            2.015326,
            0.512885
        ],
        [
            2182242,
            2182242,
            27212,
            2758790,
            2758790,
            303281
        ],
        [
            -47973,
            -47973,
            -28232,
            -761760,
            -761760,
            -688922
        ],
        [
            45,
            63,
            27,
            45,
            63,
            27
        ],
        [
            68,
            108,
            39,
            68,
            108,
            39
        ],
        [
            24,
            33,
            13,
            24,
            33,
            13
        ],
        [
            3936,
            2709,
            1227,
            3936,
            2709,
            1227
        ],
        [
            61.182756,
            0,
            84.182756,
            61.182756,
            0,
            84.182756
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            662437,
            563663,
            -579294,
            -485446,
            -46086,
            -579294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577750400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638190150,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)