← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CHZ/USDT/120/MIDPRICE/SSF/4205

Strategy
CHZ/USDT/120/MIDPRICE/SSF/4205
Pair
CHZ_USDT
Interval
2h
Score
325960
Daily Profit
0.627859
Profit Factor
1.846696
Profitability
35.632184
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 08:22
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 1307515.3327 1212075.7736 95439.5591 4809495.2826 3711820.9478 1097674.3348
Total P&L (%) 1307.5153 1212.0758 95.4396 4809.4953 3711.8209 1097.6743
Avg Daily Profit (%) 0.6279 0.582 0.0458 0.1872 0.175 0.1193
Buy And Hold Return (%) 466.198 466.198 466.198 466.198 466.198 466.198
Max Trade Drawdown -130790 -107115 -116628 -15379912 -13365205 -5033014
Profit Factor 1.8467 2.6251 1.1195 1.0502 1.0785 1.0227
Total Trades 522 261 261 522 261 261
Winning Trades 186 91 95 186 91 95
Losing Trades 336 170 166 336 170 166
Profitability (%) 35.6322 34.8659 36.3985 35.6322 34.8659 36.3985
Ratio Avg Win / Avg Loss 3.336 4.9041 1.9562 1.8972 2.0147 1.787
Largest Winning Trade 846211 846211 48923 5765372 5765372 3033971
Largest Losing Trade -26963 -20055 -26963 -2617972 -1625512 -2617972
Avg Bars in Trades 47 44 51 47 44 51
Avg Bars in Winners 83 76 89 83 76 89
Avg Bars in Losers 28 26 29 28 26 29
Bars Traded 24860 11497 13363 24860 11497 13363
Profit Streak 0 0 7.3906 0 0 7.3906
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325960 279618 -389204 -159077 -130346 -236125
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": 1579456800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759036945644,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "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": [
        [
            1307515.332734222,
            1212075.7736464757,
            95439.5590877444,
            4809495.282581812,
            3711820.9478263226,
            1097674.334755483
        ],
        [
            1307.515333,
            1212.075774,
            95.439559,
            4809.495283,
            3711.820948,
            1097.674335
        ],
        [
            0.627859,
            0.582029,
            0.045829,
            0.18715,
            0.174976,
            0.119301
        ],
        [
            466.197967,
            466.197967,
            466.197967,
            466.197967,
            466.197967,
            466.197967
        ],
        [
            -130790,
            -107115,
            -116628,
            -15379912,
            -13365205,
            -5033014
        ],
        [
            1.846696,
            2.625112,
            1.119536,
            1.050246,
            1.078474,
            1.02267
        ],
        [
            522,
            261,
            261,
            522,
            261,
            261
        ],
        [
            186,
            91,
            95,
            186,
            91,
            95
        ],
        [
            336,
            170,
            166,
            336,
            170,
            166
        ],
        [
            35.632184,
            34.8659,
            36.398467,
            35.632184,
            34.8659,
            36.398467
        ],
        [
            3.335967,
            4.904056,
            1.956242,
            1.897218,
            2.014732,
            1.786981
        ],
        [
            846211,
            846211,
            48923,
            5765372,
            5765372,
            3033971
        ],
        [
            -26963,
            -20055,
            -26963,
            -2617972,
            -1625512,
            -2617972
        ],
        [
            47,
            44,
            51,
            47,
            44,
            51
        ],
        [
            83,
            76,
            89,
            83,
            76,
            89
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            24860,
            11497,
            13363,
            24860,
            11497,
            13363
        ],
        [
            0,
            0,
            7.390574,
            0,
            0,
            7.390575
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325960,
            279618,
            -389204,
            -159077,
            -130346,
            -236125
        ]
    ]
}
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": 1579456800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759036945644,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "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)