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Trade: CHZ/USDT/720/SSF/KCB/8224

Strategy
CHZ/USDT/720/SSF/KCB/8224
Pair
CHZ_USDT
Interval
12h
Score
527860
Daily Profit
0.999022
Profit Factor
9.108995
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
2218.500000
Evaluation Time
2025-10-02 04:21
Expiration Time
2025-12-07 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2333673.5717 2216331.1731 117342.3986 9947677.4275 1449446.1664 8498231.2611
Total P&L (%) 2333.6736 2216.3312 117.3424 9947.6774 1449.4462 8498.2313
Avg Daily Profit (%) 1.0519 0.999 0.0529 0.208 0.1236 0.201
Buy And Hold Return (%) 1005.5251 1005.5251 1005.5251 1005.5251 1005.5251 1005.5251
Max Trade Drawdown -127230 -80651 -81826 -47353180 -23987912 -30219508
Profit Factor 5.1846 9.109 1.4127 1.0709 1.0196 1.1284
Total Trades 69 35 34 69 35 34
Winning Trades 31 16 15 31 16 15
Losing Trades 38 19 19 38 19 19
Profitability (%) 44.9275 45.7143 44.1176 44.9275 45.7143 44.1176
Ratio Avg Win / Avg Loss 6.3553 10.8169 1.7894 1.3127 1.2107 1.4293
Largest Winning Trade 1928415 1928415 46180 20166781 20166781 12243540
Largest Losing Trade -37117 -37117 -34212 -15881740 -15881740 -12411949
Avg Bars in Trades 63 63 62 63 63 62
Avg Bars in Winners 96 95 97 96 95 97
Avg Bars in Losers 36 37 34 36 37 34
Bars Traded 4351 2235 2116 4351 2235 2116
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91685 527860 -288481 -242694 -256708 -73560
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569542400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368105212,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            2333673.5716929985,
            2216331.1731130253,
            117342.3985799744,
            9947677.42747759,
            1449446.1663671718,
            8498231.261110418
        ],
        [
            2333.673572,
            2216.331173,
            117.342399,
            9947.677427,
            1449.446166,
            8498.231261
        ],
        [
            1.051915,
            0.999022,
            0.052893,
            0.208011,
            0.123605,
            0.200974
        ],
        [
            1005.525137,
            1005.525137,
            1005.525137,
            1005.525137,
            1005.525137,
            1005.525137
        ],
        [
            -127230,
            -80651,
            -81826,
            -47353180,
            -23987912,
            -30219508
        ],
        [
            5.184617,
            9.108995,
            1.412652,
            1.070888,
            1.019551,
            1.128387
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            44.927536,
            45.714286,
            44.117647,
            44.927536,
            45.714286,
            44.117647
        ],
        [
            6.355337,
            10.816931,
            1.789359,
            1.312702,
            1.210717,
            1.42929
        ],
        [
            1928415,
            1928415,
            46180,
            20166781,
            20166781,
            12243540
        ],
        [
            -37117,
            -37117,
            -34212,
            -15881740,
            -15881740,
            -12411949
        ],
        [
            63,
            63,
            62,
            63,
            63,
            62
        ],
        [
            96,
            95,
            97,
            96,
            95,
            97
        ],
        [
            36,
            37,
            34,
            36,
            37,
            34
        ],
        [
            4351,
            2235,
            2116,
            4351,
            2235,
            2116
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91685,
            527860,
            -288481,
            -242694,
            -256708,
            -73560
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569542400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368105212,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)