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Trade: CHZ/USDT/720/MIDPOINT/BBM/2723

Strategy
CHZ/USDT/720/MIDPOINT/BBM/2723
Pair
CHZ_USDT
Interval
12h
Score
336001
Daily Profit
0.202625
Profit Factor
1.408050
Profitability
59.459459
Streak
154.611882
Best Strategy
Training Data Length
2227.500000
Evaluation Time
2025-10-11 05:41
Expiration Time
2025-12-16 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -4041386.1517 -11265.455 -4030120.6967 3296113.8583 -5686219.4856 8982333.3439
Total P&L (%) -4041.3862 -11.2655 -4030.1207 3296.1139 -5686.2195 8982.3333
Avg Daily Profit (%) -1.8143 -0.0051 -1.8093 0.1584 0 0.2026
Buy And Hold Return (%) 126.2527 126.2527 126.2527 126.2527 126.2527 126.2527
Max Trade Drawdown -4151057 -81431 -4140468 -17732899 -6865385 -15619659
Profit Factor 0.1136 0.9263 0.0854 1.0995 0.4876 1.4081
Total Trades 74 37 37 74 37 37
Winning Trades 44 21 23 40 18 22
Losing Trades 30 16 14 34 19 15
Profitability (%) 59.4595 56.7568 62.1622 54.0541 48.6486 59.4595
Ratio Avg Win / Avg Loss 0.0775 0.7058 0.052 0.9346 0.5147 0.96
Largest Winning Trade 59852 25955 59852 21895341 2121939 21895341
Largest Losing Trade -4131867 -23993 -4131867 -5605746 -1929998 -5605746
Avg Bars in Trades 51 16 86 51 16 86
Avg Bars in Winners 45 6 81 39 6 66
Avg Bars in Losers 60 29 95 65 25 116
Bars Traded 3813 604 3209 3813 604 3209
Profit Streak 148.6119 148.6119 154.6119 148.6119 148.6119 154.6119
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -646699 -579045 -578231 -171632 -580446 336001
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573819200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150466641,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 1.18271
        }
    }
}
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": [
        [
            -4041386.1516933586,
            -11265.454993763,
            -4030120.6966995946,
            3296113.8583198367,
            -5686219.485556332,
            8982333.343876172
        ],
        [
            -4041.386152,
            -11.265455,
            -4030.120697,
            3296.113858,
            -5686.219486,
            8982.333344
        ],
        [
            -1.814315,
            -0.005057,
            -1.809257,
            0.158384,
            0,
            0.202625
        ],
        [
            126.252667,
            126.252667,
            126.252667,
            126.252667,
            126.252667,
            126.252667
        ],
        [
            -4151057,
            -81431,
            -4140468,
            -17732899,
            -6865385,
            -15619659
        ],
        [
            0.11362,
            0.926349,
            0.085409,
            1.099547,
            0.487643,
            1.40805
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            44,
            21,
            23,
            40,
            18,
            22
        ],
        [
            30,
            16,
            14,
            34,
            19,
            15
        ],
        [
            59.459459,
            56.756757,
            62.162162,
            54.054054,
            48.648649,
            59.459459
        ],
        [
            0.077468,
            0.70579,
            0.051988,
            0.934615,
            0.514734,
            0.960034
        ],
        [
            59852,
            25955,
            59852,
            21895341,
            2121939,
            21895341
        ],
        [
            -4131867,
            -23993,
            -4131867,
            -5605746,
            -1929998,
            -5605746
        ],
        [
            51,
            16,
            86,
            51,
            16,
            86
        ],
        [
            45,
            6,
            81,
            39,
            6,
            66
        ],
        [
            60,
            29,
            95,
            65,
            25,
            116
        ],
        [
            3813,
            604,
            3209,
            3813,
            604,
            3209
        ],
        [
            148.611882,
            148.611882,
            154.611882,
            148.611882,
            148.611882,
            154.611882
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -646699,
            -579045,
            -578231,
            -171632,
            -580446,
            336001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573819200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150466641,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 1.18271
        }
    }
}

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)