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Trade: CHZ/USDT/720/RMA/MIDPRICE/4742

Strategy
CHZ/USDT/720/RMA/MIDPRICE/4742
Pair
CHZ_USDT
Interval
12h
Score
734804
Daily Profit
0.663903
Profit Factor
6.143013
Profitability
46.153846
Streak
174.126544
Best Strategy
Training Data Length
2215.000000
Evaluation Time
2025-09-28 18:02
Expiration Time
2025-12-04 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1388187.0437 1470546.2454 -82359.2017 -33786.1182 551261.5689 -585047.6871
Total P&L (%) 1388.187 1470.5462 -82.3592 -33.7861 551.2616 -585.0477
Avg Daily Profit (%) 0.6267 0.6639 -0.0372 -0.0186 0.0846 0
Buy And Hold Return (%) 186.5026 186.5026 186.5026 186.5026 186.5026 186.5026
Max Trade Drawdown -208598 -118940 -160854 -1203310 -750705 -644395
Profit Factor 3.2075 6.143 0.7598 0.9827 1.6293 0.4595
Total Trades 79 39 40 79 39 40
Winning Trades 38 18 20 38 18 20
Losing Trades 41 21 20 41 21 20
Profitability (%) 48.1013 46.1538 50 48.1013 46.1538 50
Ratio Avg Win / Avg Loss 3.4607 7.1668 0.7598 1.0603 1.9008 0.4595
Largest Winning Trade 1510501 1510501 37419 1009781 1009781 198306
Largest Losing Trade -67083 -67083 -54274 -518065 -368166 -518065
Avg Bars in Trades 48 71 26 48 71 26
Avg Bars in Winners 50 66 35 50 66 35
Avg Bars in Losers 47 76 17 47 76 17
Bars Traded 3863 2800 1063 3863 2800 1063
Profit Streak 172.1265 174.1265 172.1265 172.1265 174.1265 172.1265
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12817 734804 -579503 -609744 -79736 -579503
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573257600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071733383,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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": [
        [
            1388187.0437061281,
            1470546.2454013228,
            -82359.201695195,
            -33786.1181605753,
            551261.5689314181,
            -585047.6870919934
        ],
        [
            1388.187044,
            1470.546245,
            -82.359202,
            -33.786118,
            551.261569,
            -585.047687
        ],
        [
            0.626721,
            0.663903,
            -0.037182,
            -0.018611,
            0.084629,
            0
        ],
        [
            186.50261,
            186.50261,
            186.50261,
            186.50261,
            186.50261,
            186.50261
        ],
        [
            -208598,
            -118940,
            -160854,
            -1203310,
            -750705,
            -644395
        ],
        [
            3.207464,
            6.143013,
            0.759836,
            0.982748,
            1.629295,
            0.459503
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            48.101266,
            46.153846,
            50,
            48.101266,
            46.153846,
            50
        ],
        [
            3.460685,
            7.166849,
            0.759836,
            1.060334,
            1.900845,
            0.459503
        ],
        [
            1510501,
            1510501,
            37419,
            1009781,
            1009781,
            198306
        ],
        [
            -67083,
            -67083,
            -54274,
            -518065,
            -368166,
            -518065
        ],
        [
            48,
            71,
            26,
            48,
            71,
            26
        ],
        [
            50,
            66,
            35,
            50,
            66,
            35
        ],
        [
            47,
            76,
            17,
            47,
            76,
            17
        ],
        [
            3863,
            2800,
            1063,
            3863,
            2800,
            1063
        ],
        [
            172.126544,
            174.126544,
            172.126544,
            172.126544,
            174.126544,
            172.126544
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12817,
            734804,
            -579503,
            -609744,
            -79736,
            -579503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573257600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071733383,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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)