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Trade: CHZ/USDT/720/MIDPOINT/HMA/9075

Strategy
CHZ/USDT/720/MIDPOINT/HMA/9075
Pair
CHZ_USDT
Interval
12h
Score
333909
Daily Profit
0.263289
Profit Factor
1.386795
Profitability
58.771930
Streak
15.140891
Best Strategy
Training Data Length
2226.500000
Evaluation Time
2025-10-10 06:22
Expiration Time
2025-12-15 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1095202.6932 903644.3454 191558.3478 27799972.4264 34777764.4071 -6977791.9806
Total P&L (%) 1095.2027 903.6443 191.5583 27799.9724 34777.7644 -6977.792
Avg Daily Profit (%) 0.4919 0.4059 0.086 0.2532 0.2633 0
Buy And Hold Return (%) 816.2036 816.2036 816.2036 816.2036 816.2036 816.2036
Max Trade Drawdown -146539 -62582 -116311 -40224712 -16006410 -35037713
Profit Factor 1.9909 2.6668 1.3402 1.1358 1.3868 0.9392
Total Trades 228 114 114 228 114 114
Winning Trades 131 67 64 131 67 64
Losing Trades 97 47 50 97 47 50
Profitability (%) 57.4561 58.7719 56.1404 57.4561 58.7719 56.1404
Ratio Avg Win / Avg Loss 1.4742 1.8708 1.047 0.841 0.9728 0.7338
Largest Winning Trade 109511 109511 46883 16384819 10152641 16384819
Largest Losing Trade -82924 -31508 -82924 -20038574 -7657838 -20038574
Avg Bars in Trades 19 16 21 19 16 21
Avg Bars in Winners 19 14 23 19 14 23
Avg Bars in Losers 19 19 18 19 19 18
Bars Traded 4370 1895 2475 4370 1895 2475
Profit Streak 0 15.1409 0 0 15.1409 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43790 -115814 -242717 -61919 333909 -579955
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4453,
    "evaluation_days": 2226.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570406400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066573025,
    "expiration_time": 1765825488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 57,
            "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": [
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            34777764.40707293,
            -6977791.980623363
        ],
        [
            1095.202693,
            903.644345,
            191.558348,
            27799.972426,
            34777.764407,
            -6977.791981
        ],
        [
            0.491894,
            0.405859,
            0.086036,
            0.253238,
            0.263289,
            0
        ],
        [
            816.203601,
            816.203601,
            816.203601,
            816.203601,
            816.203601,
            816.203601
        ],
        [
            -146539,
            -62582,
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            -16006410,
            -35037713
        ],
        [
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            2.666838,
            1.340155,
            1.135767,
            1.386795,
            0.939244
        ],
        [
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            114,
            114,
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            114,
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        ],
        [
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            64,
            131,
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        ],
        [
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        ],
        [
            57.45614,
            58.77193,
            56.140351,
            57.45614,
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        ],
        [
            1.474164,
            1.870767,
            1.046996,
            0.840988,
            0.972827,
            0.733785
        ],
        [
            109511,
            109511,
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            16384819
        ],
        [
            -82924,
            -31508,
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        ],
        [
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            21,
            19,
            16,
            21
        ],
        [
            19,
            14,
            23,
            19,
            14,
            23
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            4370,
            1895,
            2475,
            4370,
            1895,
            2475
        ],
        [
            0,
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            0,
            0,
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        ],
        [
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        [
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        [
            -43790,
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            -242717,
            -61919,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4453,
    "evaluation_days": 2226.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570406400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066573025,
    "expiration_time": 1765825488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 57,
            "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)