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Trade: CHZ/USDT/720/SSF/MIDPRICE/1031

Strategy
CHZ/USDT/720/SSF/MIDPRICE/1031
Pair
CHZ_USDT
Interval
12h
Score
618941
Daily Profit
0.885875
Profit Factor
5.917594
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 15:37
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 1802556.4647 1958669.5306 -156113.0659 -88008.8928 591332.9258 -679341.8186
Total P&L (%) 1802.5565 1958.6695 -156.1131 -88.0089 591.3329 -679.3418
Avg Daily Profit (%) 0.8153 0.8859 -0.0706 -0.0959 0.0875 0
Buy And Hold Return (%) 718.4745 718.4745 718.4745 718.4745 718.4745 718.4745
Max Trade Drawdown -258625 -164970 -172642 -922718 -313172 -786457
Profit Factor 3.3711 5.9176 0.5687 0.9473 1.8849 0.3212
Total Trades 68 34 34 68 34 34
Winning Trades 30 16 14 30 16 14
Losing Trades 38 18 20 38 18 20
Profitability (%) 44.1176 47.0588 41.1765 44.1176 47.0588 41.1765
Ratio Avg Win / Avg Loss 4.27 6.6573 0.8124 1.1999 2.1205 0.4588
Largest Winning Trade 2073251 2073251 45404 771674 771674 125814
Largest Losing Trade -64090 -56541 -64090 -498182 -239380 -498182
Avg Bars in Trades 61 73 49 61 73 49
Avg Bars in Winners 84 99 68 84 99 68
Avg Bars in Losers 42 50 36 42 50 36
Bars Traded 4170 2489 1681 4170 2489 1681
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 -99987 618941 -584226 -695176 -239103 -584226

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570968000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803878359,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 76,
            "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": [
        [
            1802556.464651861,
            1958669.5305551307,
            -156113.0659032714,
            -88008.8927619701,
            591332.9258366461,
            -679341.8185986162
        ],
        [
            1802.556465,
            1958.669531,
            -156.113066,
            -88.008893,
            591.332926,
            -679.341819
        ],
        [
            0.815268,
            0.885875,
            -0.070607,
            -0.095884,
            0.087485,
            0
        ],
        [
            718.474542,
            718.474542,
            718.474542,
            718.474542,
            718.474542,
            718.474542
        ],
        [
            -258625,
            -164970,
            -172642,
            -922718,
            -313172,
            -786457
        ],
        [
            3.371057,
            5.917594,
            0.568671,
            0.947268,
            1.884907,
            0.321168
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            44.117647,
            47.058824,
            41.176471,
            44.117647,
            47.058824,
            41.176471
        ],
        [
            4.270005,
            6.657293,
            0.812387,
            1.199873,
            2.12052,
            0.458811
        ],
        [
            2073251,
            2073251,
            45404,
            771674,
            771674,
            125814
        ],
        [
            -64090,
            -56541,
            -64090,
            -498182,
            -239380,
            -498182
        ],
        [
            61,
            73,
            49,
            61,
            73,
            49
        ],
        [
            84,
            99,
            68,
            84,
            99,
            68
        ],
        [
            42,
            50,
            36,
            42,
            50,
            36
        ],
        [
            4170,
            2489,
            1681,
            4170,
            2489,
            1681
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99987,
            618941,
            -584226,
            -695176,
            -239103,
            -584226
        ]
    ]
}
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": 1570968000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803878359,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 76,
            "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)