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Trade: CHZ/USDT/720/ZLMA/JMA/4405

Strategy
CHZ/USDT/720/ZLMA/JMA/4405
Pair
CHZ_USDT
Interval
12h
Score
653987
Daily Profit
0.886850
Profit Factor
6.236612
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
2221.000000
Evaluation Time
2025-10-04 19:59
Expiration Time
2025-12-10 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2035309.9005 1969694.3314 65615.5691 1708376.6096 1427882.3531 280494.2565
Total P&L (%) 2035.3099 1969.6943 65.6156 1708.3766 1427.8824 280.4943
Avg Daily Profit (%) 0.9164 0.8869 0.0295 0.1304 0.1228 0.0602
Buy And Hold Return (%) 385.6244 385.6244 385.6244 385.6244 385.6244 385.6244
Max Trade Drawdown -99581 -71164 -124802 -2961674 -2790439 -2224834
Profit Factor 3.6608 6.2366 1.1688 1.1017 1.1499 1.0385
Total Trades 97 48 49 97 48 49
Winning Trades 42 21 21 42 21 21
Losing Trades 55 27 28 55 27 28
Profitability (%) 43.299 43.75 42.8571 43.299 43.75 42.8571
Ratio Avg Win / Avg Loss 4.7939 8.0185 1.5584 1.4427 1.4784 1.3847
Largest Winning Trade 1787177 1787177 50620 3134046 3134046 905286
Largest Losing Trade -40801 -40801 -37493 -1546906 -1546906 -938239
Avg Bars in Trades 44 52 36 44 52 36
Avg Bars in Winners 59 67 50 59 67 50
Avg Bars in Losers 33 39 26 33 39 26
Bars Traded 4303 2496 1807 4303 2496 1807
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 597035 653987 -355645 -131360 -89087 -459147
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597153628,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "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": [
        [
            2035309.9005415295,
            1969694.3314124248,
            65615.5691291042,
            1708376.609584047,
            1427882.3531338898,
            280494.2564501566
        ],
        [
            2035.309901,
            1969.694331,
            65.615569,
            1708.37661,
            1427.882353,
            280.494256
        ],
        [
            0.916393,
            0.88685,
            0.029543,
            0.130432,
            0.122834,
            0.060185
        ],
        [
            385.62439,
            385.62439,
            385.62439,
            385.62439,
            385.62439,
            385.62439
        ],
        [
            -99581,
            -71164,
            -124802,
            -2961674,
            -2790439,
            -2224834
        ],
        [
            3.660786,
            6.236612,
            1.168769,
            1.101668,
            1.14989,
            1.038544
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            43.298969,
            43.75,
            42.857143,
            43.298969,
            43.75,
            42.857143
        ],
        [
            4.793886,
            8.018501,
            1.558359,
            1.44266,
            1.478429,
            1.384725
        ],
        [
            1787177,
            1787177,
            50620,
            3134046,
            3134046,
            905286
        ],
        [
            -40801,
            -40801,
            -37493,
            -1546906,
            -1546906,
            -938239
        ],
        [
            44,
            52,
            36,
            44,
            52,
            36
        ],
        [
            59,
            67,
            50,
            59,
            67,
            50
        ],
        [
            33,
            39,
            26,
            33,
            39,
            26
        ],
        [
            4303,
            2496,
            1807,
            4303,
            2496,
            1807
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            597035,
            653987,
            -355645,
            -131360,
            -89087,
            -459147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597153628,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "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)