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Trade: CHZ/USDT/120/EMA/SSF/5568

Strategy
CHZ/USDT/120/EMA/SSF/5568
Pair
CHZ_USDT
Interval
2h
Score
544153
Daily Profit
0.632531
Profit Factor
2.316523
Profitability
54.385965
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 13:20
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1317245.4588 1068432.7477 248812.7111 104551289.6397 41560944.4381 62990345.2017
Total P&L (%) 1317.2455 1068.4327 248.8127 104551.2896 41560.9444 62990.3452
Avg Daily Profit (%) 0.6325 0.5131 0.1195 0.3344 0.2901 0.3101
Buy And Hold Return (%) 435.5544 435.5544 435.5544 435.5544 435.5544 435.5544
Max Trade Drawdown -99107 -68135 -64812 -99068986 -76065581 -65452522
Profit Factor 2.3165 3.3527 1.4554 1.1781 1.1435 1.2118
Total Trades 285 143 142 285 143 142
Winning Trades 155 79 76 155 79 76
Losing Trades 130 64 66 130 64 66
Profitability (%) 54.386 55.2448 53.5211 54.386 55.2448 53.5211
Ratio Avg Win / Avg Loss 1.9429 2.7161 1.2639 0.9881 0.9263 1.0524
Largest Winning Trade 350147 350147 47802 59953880 59953880 33315989
Largest Losing Trade -37108 -33951 -37108 -48945525 -34043865 -48945525
Avg Bars in Trades 87 82 91 87 82 91
Avg Bars in Winners 103 94 113 103 94 113
Avg Bars in Losers 67 69 66 67 69 66
Bars Traded 24847 11861 12986 24847 11861 12986
Profit Streak 0 0 15.514 0 0 15.514
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544153 495360 -197386 -15067 -55083 337810

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579363200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758795606758,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1317245.458808308,
            1068432.747664923,
            248812.7111433853,
            104551289.63974653,
            41560944.43808617,
            62990345.2016603
        ],
        [
            1317.245459,
            1068.432748,
            248.812711,
            104551.28964,
            41560.944438,
            62990.345202
        ],
        [
            0.632531,
            0.513053,
            0.119478,
            0.334446,
            0.290079,
            0.310067
        ],
        [
            435.554385,
            435.554385,
            435.554385,
            435.554385,
            435.554385,
            435.554385
        ],
        [
            -99107,
            -68135,
            -64812,
            -99068986,
            -76065581,
            -65452522
        ],
        [
            2.316523,
            3.352695,
            1.455353,
            1.178073,
            1.143453,
            1.211796
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            155,
            79,
            76,
            155,
            79,
            76
        ],
        [
            130,
            64,
            66,
            130,
            64,
            66
        ],
        [
            54.385965,
            55.244755,
            53.521127,
            54.385965,
            55.244755,
            53.521127
        ],
        [
            1.942891,
            2.716108,
            1.263859,
            0.988061,
            0.926342,
            1.05235
        ],
        [
            350147,
            350147,
            47802,
            59953880,
            59953880,
            33315989
        ],
        [
            -37108,
            -33951,
            -37108,
            -48945525,
            -34043865,
            -48945525
        ],
        [
            87,
            82,
            91,
            87,
            82,
            91
        ],
        [
            103,
            94,
            113,
            103,
            94,
            113
        ],
        [
            67,
            69,
            66,
            67,
            69,
            66
        ],
        [
            24847,
            11861,
            12986,
            24847,
            11861,
            12986
        ],
        [
            0,
            0,
            15.513967,
            0,
            0,
            15.513967
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544153,
            495360,
            -197386,
            -15067,
            -55083,
            337810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579363200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758795606758,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 2
        }
    }
}

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)