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Trade: CHZ/USDT/120/DCM/ZLMA/4585

Strategy
CHZ/USDT/120/DCM/ZLMA/4585
Pair
CHZ_USDT
Interval
2h
Score
330818
Daily Profit
0.374166
Profit Factor
1.541882
Profitability
50.325380
Streak
1.961324
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 06:04
Expiration Time
2025-12-25 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 779512.0391 620938.1517 158573.8874 5534227.0837 5134451.0387 399776.0451
Total P&L (%) 779.512 620.9382 158.5739 5534.2271 5134.451 399.776
Avg Daily Profit (%) 0.3742 0.2981 0.0761 0.1937 0.1902 0.0773
Buy And Hold Return (%) 285.7093 285.7093 285.7093 285.7093 285.7093 285.7093
Max Trade Drawdown -141520 -110352 -81946 -22315391 -16342192 -14895617
Profit Factor 1.5419 1.8955 1.2128 1.0348 1.0654 1.005
Total Trades 461 230 231 461 230 231
Winning Trades 232 117 115 232 117 115
Losing Trades 229 113 116 229 113 116
Profitability (%) 50.3254 50.8696 49.7836 50.3254 50.8696 49.7836
Ratio Avg Win / Avg Loss 1.5219 1.8307 1.2234 1.0214 1.029 1.0137
Largest Winning Trade 157776 157776 52951 5995319 5310002 5995319
Largest Losing Trade -32428 -32428 -28213 -6975055 -6975055 -4778306
Avg Bars in Trades 53 48 59 53 48 59
Avg Bars in Winners 60 51 69 60 51 69
Avg Bars in Losers 46 44 49 46 44 49
Bars Traded 24788 11104 13684 24788 11104 13684
Profit Streak 1.9613 0 8.2947 1.9613 0 8.2947
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330818 270064 -256303 -173896 -139870 -345178
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580083200000,
    "first_datapoint_time": 1580961600000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151858392,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 123,
            "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": [
        [
            779512.0391221285,
            620938.1517255829,
            158573.8873965461,
            5534227.083723278,
            5134451.038656169,
            399776.045067112
        ],
        [
            779.512039,
            620.938152,
            158.573887,
            5534.227084,
            5134.451039,
            399.776045
        ],
        [
            0.374166,
            0.298051,
            0.076116,
            0.193697,
            0.190158,
            0.077261
        ],
        [
            285.70929,
            285.70929,
            285.70929,
            285.70929,
            285.70929,
            285.70929
        ],
        [
            -141520,
            -110352,
            -81946,
            -22315391,
            -16342192,
            -14895617
        ],
        [
            1.541882,
            1.895527,
            1.212808,
            1.034822,
            1.065402,
            1.004971
        ],
        [
            461,
            230,
            231,
            461,
            230,
            231
        ],
        [
            232,
            117,
            115,
            232,
            117,
            115
        ],
        [
            229,
            113,
            116,
            229,
            113,
            116
        ],
        [
            50.32538,
            50.869565,
            49.78355,
            50.32538,
            50.869565,
            49.78355
        ],
        [
            1.521944,
            1.830723,
            1.223354,
            1.02144,
            1.028978,
            1.01371
        ],
        [
            157776,
            157776,
            52951,
            5995319,
            5310002,
            5995319
        ],
        [
            -32428,
            -32428,
            -28213,
            -6975055,
            -6975055,
            -4778306
        ],
        [
            53,
            48,
            59,
            53,
            48,
            59
        ],
        [
            60,
            51,
            69,
            60,
            51,
            69
        ],
        [
            46,
            44,
            49,
            46,
            44,
            49
        ],
        [
            24788,
            11104,
            13684,
            24788,
            11104,
            13684
        ],
        [
            1.961324,
            0,
            8.294657,
            1.961324,
            0,
            8.294657
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330818,
            270064,
            -256303,
            -173896,
            -139870,
            -345178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580083200000,
    "first_datapoint_time": 1580961600000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760151858392,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 123,
            "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)