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Trade: CHZ/USDT/720/MIDPOINT/ZLMA/7442

Strategy
CHZ/USDT/720/MIDPOINT/ZLMA/7442
Pair
CHZ_USDT
Interval
12h
Score
615871
Daily Profit
0.169770
Profit Factor
4.189586
Profitability
56.250000
Streak
275.554146
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:17
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 46237.3165 371464.2182 -325226.9017 -405305.3649 4153947.8043 -4559253.1692
Total P&L (%) 46.2373 371.4642 -325.2269 -405.3054 4153.9478 -4559.2532
Avg Daily Profit (%) 0.0209 0.168 -0.1471 0 0.1698 0
Buy And Hold Return (%) 242.0234 242.0234 242.0234 242.0234 242.0234 242.0234
Max Trade Drawdown -500402 -95582 -425556 -6551093 -542633 -6551093
Profit Factor 1.0476 2.335 0.5303 0.9566 4.1896 0.4327
Total Trades 65 32 33 65 32 33
Winning Trades 32 18 14 36 18 18
Losing Trades 33 14 19 29 14 15
Profitability (%) 49.2308 56.25 42.4242 55.3846 56.25 54.5455
Ratio Avg Win / Avg Loss 1.0804 1.8161 0.7197 0.7706 3.2586 0.3606
Largest Winning Trade 139470 139470 57371 1729524 1729524 1516250
Largest Losing Trade -345880 -37137 -345880 -6551093 -312905 -6551093
Avg Bars in Trades 65 50 79 65 50 79
Avg Bars in Winners 79 50 115 49 50 48
Avg Bars in Losers 51 49 53 84 49 116
Bars Traded 4230 1604 2626 4230 1604 2626
Profit Streak 0 0 0 134.0541 275.5541 134.0541
Trades During Streak 0 0 0 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -635131 92957 -583748 -714630 615871 -578862

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574251200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892678216,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "offset": 7
        }
    }
}
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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            -405305.3648920118,
            4153947.8043300984,
            -4559253.169222111
        ],
        [
            46.237317,
            371.464218,
            -325.226902,
            -405.305365,
            4153.947804,
            -4559.253169
        ],
        [
            0.020912,
            0.168007,
            -0.147095,
            0,
            0.16977,
            0
        ],
        [
            242.023379,
            242.023379,
            242.023379,
            242.023379,
            242.023379,
            242.023379
        ],
        [
            -500402,
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            -425556,
            -6551093,
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            -6551093
        ],
        [
            1.047633,
            2.334992,
            0.530328,
            0.956602,
            4.189586,
            0.432707
        ],
        [
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            32,
            33,
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            33
        ],
        [
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            18
        ],
        [
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        ],
        [
            49.230769,
            56.25,
            42.424242,
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            56.25,
            54.545455
        ],
        [
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        ],
        [
            139470,
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        ],
        [
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        ],
        [
            65,
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            65,
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        ],
        [
            79,
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            115,
            49,
            50,
            48
        ],
        [
            51,
            49,
            53,
            84,
            49,
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        ],
        [
            4230,
            1604,
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            4230,
            1604,
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        ],
        [
            0,
            0,
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        ],
        [
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        [
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        ],
        [
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        ]
    ]
}
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": 1574251200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892678216,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 39,
            "offset": 7
        }
    }
}

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)