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Trade: CHZ/USDT/120/KCB/HILO/4352

Strategy
CHZ/USDT/120/KCB/HILO/4352
Pair
CHZ_USDT
Interval
2h
Score
697394
Daily Profit
1.270507
Profit Factor
3.476182
Profitability
42.206235
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 02:30
Expiration Time
2025-12-22 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2646885.5288 2533507.5936 113377.9352 5648743.9127 3825281.9218 1823461.9908
Total P&L (%) 2646.8855 2533.5076 113.3779 5648.7439 3825.2819 1823.462
Avg Daily Profit (%) 1.2705 1.2161 0.0544 0.1947 0.1763 0.142
Buy And Hold Return (%) 330.1527 330.1527 330.1527 330.1527 330.1527 330.1527
Max Trade Drawdown -91575 -64083 -68178 -9801263 -7884350 -8117903
Profit Factor 3.4762 6.2287 1.194 1.0741 1.1098 1.0441
Total Trades 417 208 209 417 208 209
Winning Trades 176 82 94 176 82 94
Losing Trades 241 126 115 241 126 115
Profitability (%) 42.2062 39.4231 44.9761 42.2062 39.4231 44.9761
Ratio Avg Win / Avg Loss 4.76 9.571 1.4608 1.4708 1.7052 1.2774
Largest Winning Trade 2377485 2377485 49179 4464991 4464991 2897687
Largest Losing Trade -24407 -18917 -24407 -3266101 -1648521 -3266101
Avg Bars in Trades 58 51 66 58 51 66
Avg Bars in Winners 94 81 104 94 81 104
Avg Bars in Losers 33 31 35 33 31 35
Bars Traded 24528 10628 13900 24528 10628 13900
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 697394 665116 -294558 -131831 -94431 -177428
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579809600000,
    "first_datapoint_time": 1581177600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879846379,
    "expiration_time": 1766354400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 191,
            "offset": 0,
            "scalar": 4
        }
    },
    "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": [
        [
            2646885.52876354,
            2533507.593605818,
            113377.9351577245,
            5648743.912653067,
            3825281.9218272897,
            1823461.9908257942
        ],
        [
            2646.885529,
            2533.507594,
            113.377935,
            5648.743913,
            3825.281922,
            1823.461991
        ],
        [
            1.270507,
            1.216086,
            0.054421,
            0.194665,
            0.176317,
            0.142023
        ],
        [
            330.152711,
            330.152711,
            330.152711,
            330.152711,
            330.152711,
            330.152711
        ],
        [
            -91575,
            -64083,
            -68178,
            -9801263,
            -7884350,
            -8117903
        ],
        [
            3.476182,
            6.228737,
            1.194006,
            1.074141,
            1.109754,
            1.044113
        ],
        [
            417,
            208,
            209,
            417,
            208,
            209
        ],
        [
            176,
            82,
            94,
            176,
            82,
            94
        ],
        [
            241,
            126,
            115,
            241,
            126,
            115
        ],
        [
            42.206235,
            39.423077,
            44.976077,
            42.206235,
            39.423077,
            44.976077
        ],
        [
            4.759999,
            9.570987,
            1.460752,
            1.470841,
            1.705232,
            1.277372
        ],
        [
            2377485,
            2377485,
            49179,
            4464991,
            4464991,
            2897687
        ],
        [
            -24407,
            -18917,
            -24407,
            -3266101,
            -1648521,
            -3266101
        ],
        [
            58,
            51,
            66,
            58,
            51,
            66
        ],
        [
            94,
            81,
            104,
            94,
            81,
            104
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            24528,
            10628,
            13900,
            24528,
            10628,
            13900
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            697394,
            665116,
            -294558,
            -131831,
            -94431,
            -177428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579809600000,
    "first_datapoint_time": 1581177600000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879846379,
    "expiration_time": 1766354400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 191,
            "offset": 0,
            "scalar": 4
        }
    },
    "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)