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Trade: CHZ/USDT/120/KCB/SSF/3304

Strategy
CHZ/USDT/120/KCB/SSF/3304
Pair
CHZ_USDT
Interval
2h
Score
690600
Daily Profit
1.267468
Profit Factor
4.065625
Profitability
45.410628
Streak
0.000000
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-10-01 03:31
Expiration Time
2025-12-15 01:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2640136.4436 2507556.1702 132580.2735 10407025.3711 3518933.3671 6888092.004
Total P&L (%) 2640.1364 2507.5562 132.5803 10407.0254 3518.9334 6888.092
Avg Daily Profit (%) 1.2675 1.2038 0.0636 0.2237 0.1724 0.2041
Buy And Hold Return (%) 454.8414 454.8414 454.8414 454.8414 454.8414 454.8414
Max Trade Drawdown -93886 -58909 -72433 -10648875 -9651910 -8276577
Profit Factor 4.0656 6.9006 1.3039 1.1463 1.094 1.2044
Total Trades 207 104 103 207 104 103
Winning Trades 94 45 49 94 45 49
Losing Trades 113 59 54 113 59 54
Profitability (%) 45.4106 43.2692 47.5728 45.4106 43.2692 47.5728
Ratio Avg Win / Avg Loss 4.8874 9.0474 1.437 1.3781 1.4344 1.3273
Largest Winning Trade 2264690 2264690 48219 7008400 7008400 3281632
Largest Losing Trade -35056 -35056 -29656 -4089209 -4089209 -3327761
Avg Bars in Trades 119 113 125 119 113 125
Avg Bars in Winners 178 165 191 178 165 191
Avg Bars in Losers 70 73 66 70 73 66
Bars Traded 24736 11762 12974 24736 11762 12974
Profit Streak 0 0 21.1883 0 0 21.1883
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 690600 653716 -274283 -52008 -112166 248406
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759278671762,
    "expiration_time": 1765755763200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2640136.443648214,
            2507556.170166484,
            132580.2734817302,
            10407025.371107332,
            3518933.36709545,
            6888092.004011895
        ],
        [
            2640.136444,
            2507.55617,
            132.580273,
            10407.025371,
            3518.933367,
            6888.092004
        ],
        [
            1.267468,
            1.20382,
            0.063649,
            0.223708,
            0.172437,
            0.204087
        ],
        [
            454.841357,
            454.841357,
            454.841357,
            454.841357,
            454.841357,
            454.841357
        ],
        [
            -93886,
            -58909,
            -72433,
            -10648875,
            -9651910,
            -8276577
        ],
        [
            4.065625,
            6.900573,
            1.303917,
            1.146345,
            1.094048,
            1.204416
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            113,
            59,
            54,
            113,
            59,
            54
        ],
        [
            45.410628,
            43.269231,
            47.572816,
            45.410628,
            43.269231,
            47.572816
        ],
        [
            4.887401,
            9.047418,
            1.43697,
            1.378053,
            1.434418,
            1.327315
        ],
        [
            2264690,
            2264690,
            48219,
            7008400,
            7008400,
            3281632
        ],
        [
            -35056,
            -35056,
            -29656,
            -4089209,
            -4089209,
            -3327761
        ],
        [
            119,
            113,
            125,
            119,
            113,
            125
        ],
        [
            178,
            165,
            191,
            178,
            165,
            191
        ],
        [
            70,
            73,
            66,
            70,
            73,
            66
        ],
        [
            24736,
            11762,
            12974,
            24736,
            11762,
            12974
        ],
        [
            0,
            0,
            21.18833,
            0,
            0,
            21.188331
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            690600,
            653716,
            -274283,
            -52008,
            -112166,
            248406
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759278671762,
    "expiration_time": 1765755763200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}

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)