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Trade: CHZ/USDT/120/DCM/HILO/7805

Strategy
CHZ/USDT/120/DCM/HILO/7805
Pair
CHZ_USDT
Interval
2h
Score
695488
Daily Profit
1.144027
Profit Factor
7.223891
Profitability
43.877551
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 02:06
Expiration Time
2025-12-25 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2358261.2217 2383385.6904 -25124.4687 241781.183 3046335.188 -2804554.0051
Total P&L (%) 2358.2612 2383.3857 -25.1245 241.7812 3046.3352 -2804.554
Avg Daily Profit (%) 1.132 1.144 -0.0121 0.059 0.1657 0
Buy And Hold Return (%) 157.7501 157.7501 157.7501 157.7501 157.7501 157.7501
Max Trade Drawdown -167907 -111133 -115233 -5413445 -2706428 -2965184
Profit Factor 3.797 7.2239 0.9454 1.0212 1.5661 0.535
Total Trades 197 98 99 197 98 99
Winning Trades 77 43 34 77 43 34
Losing Trades 120 55 65 120 55 65
Profitability (%) 39.0863 43.8776 34.3434 39.0863 43.8776 34.3434
Ratio Avg Win / Avg Loss 5.9174 9.2399 1.8074 1.5915 2.0032 1.0229
Largest Winning Trade 2386043 2386043 50408 5523724 5523724 454788
Largest Losing Trade -43149 -35176 -43149 -1487440 -1201057 -1487440
Avg Bars in Trades 124 107 140 124 107 140
Avg Bars in Winners 228 191 276 228 191 276
Avg Bars in Losers 57 42 69 57 42 69
Bars Traded 24483 10563 13919 24483 10563 13919
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 617545 695488 -584379 -323456 284105 -585490
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1582704000000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760137565394,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "offset": 199
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2358261.2216944033,
            2383385.690424274,
            -25124.4687298693,
            241781.1829673431,
            3046335.188038693,
            -2804554.00507135
        ],
        [
            2358.261222,
            2383.38569,
            -25.124469,
            241.781183,
            3046.335188,
            -2804.554005
        ],
        [
            1.131967,
            1.144027,
            -0.01206,
            0.05901,
            0.165681,
            0
        ],
        [
            157.750139,
            157.750139,
            157.750139,
            157.750139,
            157.750139,
            157.750139
        ],
        [
            -167907,
            -111133,
            -115233,
            -5413445,
            -2706428,
            -2965184
        ],
        [
            3.796988,
            7.223891,
            0.945406,
            1.021185,
            1.566105,
            0.535044
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            120,
            55,
            65,
            120,
            55,
            65
        ],
        [
            39.086294,
            43.877551,
            34.343434,
            39.086294,
            43.877551,
            34.343434
        ],
        [
            5.917385,
            9.239861,
            1.807393,
            1.591456,
            2.003158,
            1.022877
        ],
        [
            2386043,
            2386043,
            50408,
            5523724,
            5523724,
            454788
        ],
        [
            -43149,
            -35176,
            -43149,
            -1487440,
            -1201057,
            -1487440
        ],
        [
            124,
            107,
            140,
            124,
            107,
            140
        ],
        [
            228,
            191,
            276,
            228,
            191,
            276
        ],
        [
            57,
            42,
            69,
            57,
            42,
            69
        ],
        [
            24483,
            10563,
            13919,
            24483,
            10563,
            13919
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            617545,
            695488,
            -584379,
            -323456,
            284105,
            -585490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1582704000000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760137565394,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "offset": 199
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)