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Trade: CHZ/USDT/120/SMA/DCM/2005

Strategy
CHZ/USDT/120/SMA/DCM/2005
Pair
CHZ_USDT
Interval
2h
Score
445708
Daily Profit
0.641979
Profit Factor
2.800460
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-30 20:02
Expiration Time
2025-12-14 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1145984.174 1337031.406 -191047.232 -92246.2132 536033.268 -628279.4812
Total P&L (%) 1145.9842 1337.0314 -191.0472 -92.2462 536.0333 -628.2795
Avg Daily Profit (%) 0.5502 0.642 -0.0917 -0.1227 0.0889 0
Buy And Hold Return (%) 337.1916 337.1916 337.1916 337.1916 337.1916 337.1916
Max Trade Drawdown -379480 -208501 -321920 -869552 -314543 -662889
Profit Factor 1.8194 2.8005 0.7088 0.9372 2.0589 0.3472
Total Trades 309 154 155 309 154 155
Winning Trades 131 66 65 131 66 65
Losing Trades 178 88 90 178 88 90
Profitability (%) 42.3948 42.8571 41.9355 42.3948 42.8571 41.9355
Ratio Avg Win / Avg Loss 2.4721 3.7339 0.9814 1.2734 2.7452 0.4807
Largest Winning Trade 1419211 1419211 40675 817231 817231 176823
Largest Losing Trade -49559 -46893 -49559 -433550 -215982 -433550
Avg Bars in Trades 78 104 53 78 104 53
Avg Bars in Winners 105 140 69 105 140 69
Avg Bars in Losers 59 77 41 59 77 41
Bars Traded 24362 16114 8248 24362 16114 8248
Profit Streak 10.0436 0 10.1269 10.0436 0 10.1269
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397696 445708 -582997 -579790 -82130 -582997
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580846400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759251767009,
    "expiration_time": 1765725926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "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": [
        [
            1145984.1740072346,
            1337031.4060460103,
            -191047.2320387761,
            -92246.2132068612,
            536033.2680367498,
            -628279.4812436107
        ],
        [
            1145.984174,
            1337.031406,
            -191.047232,
            -92.246213,
            536.033268,
            -628.279481
        ],
        [
            0.550248,
            0.641979,
            -0.091732,
            -0.122699,
            0.088872,
            0
        ],
        [
            337.191566,
            337.191566,
            337.191566,
            337.191566,
            337.191566,
            337.191566
        ],
        [
            -379480,
            -208501,
            -321920,
            -869552,
            -314543,
            -662889
        ],
        [
            1.819388,
            2.80046,
            0.708761,
            0.937187,
            2.058929,
            0.34716
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            178,
            88,
            90,
            178,
            88,
            90
        ],
        [
            42.394822,
            42.857143,
            41.935484,
            42.394822,
            42.857143,
            41.935484
        ],
        [
            2.472146,
            3.733947,
            0.981361,
            1.27343,
            2.745238,
            0.480683
        ],
        [
            1419211,
            1419211,
            40675,
            817231,
            817231,
            176823
        ],
        [
            -49559,
            -46893,
            -49559,
            -433550,
            -215982,
            -433550
        ],
        [
            78,
            104,
            53,
            78,
            104,
            53
        ],
        [
            105,
            140,
            69,
            105,
            140,
            69
        ],
        [
            59,
            77,
            41,
            59,
            77,
            41
        ],
        [
            24362,
            16114,
            8248,
            24362,
            16114,
            8248
        ],
        [
            10.043599,
            0,
            10.126933,
            10.0436,
            0,
            10.126933
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397696,
            445708,
            -582997,
            -579790,
            -82130,
            -582997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580846400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759251767009,
    "expiration_time": 1765725926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "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)