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Trade: CHZ/USDT/120/SSF/HILO/1279

Strategy
CHZ/USDT/120/SSF/HILO/1279
Pair
CHZ_USDT
Interval
2h
Score
410488
Daily Profit
0.585278
Profit Factor
1.951707
Profitability
43.498818
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 1218940.952 1167170.9202 51770.0317 2021595.6688 1372192.5588 649403.11
Total P&L (%) 1218.941 1167.1709 51.77 2021.5957 1372.1926 649.4031
Avg Daily Profit (%) 0.5853 0.5604 0.0249 0.1468 0.1292 0.0968
Buy And Hold Return (%) 440.4881 440.4881 440.4881 440.4881 440.4881 440.4881
Max Trade Drawdown -129038 -89758 -172249 -4779136 -4375527 -1732130
Profit Factor 1.9517 3.0655 1.0723 1.0821 1.1108 1.0531
Total Trades 423 212 211 423 212 211
Winning Trades 184 84 100 184 84 100
Losing Trades 239 128 111 239 128 111
Profitability (%) 43.4988 39.6226 47.3934 43.4988 39.6226 47.3934
Ratio Avg Win / Avg Loss 2.5351 4.6712 1.1903 1.4055 1.6926 1.1689
Largest Winning Trade 874268 874268 46590 2490747 2490747 1073511
Largest Losing Trade -26229 -18875 -26229 -663535 -621865 -663535
Avg Bars in Trades 58 54 62 58 54 62
Avg Bars in Winners 85 84 86 85 84 86
Avg Bars in Losers 37 34 41 37 34 41
Bars Traded 24732 11531 13201 24732 11531 13201
Profit Streak 0 0 11.7103 0 0 11.7103
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410488 362546 -466236 -128941 -124187 -243615
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": 1579428000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759251766681,
    "expiration_time": 1765725926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            1218940.9519695132,
            1167170.920229513,
            51770.0317399996,
            2021595.6688001077,
            1372192.5587778583,
            649403.1100222486
        ],
        [
            1218.940952,
            1167.17092,
            51.770032,
            2021.595669,
            1372.192559,
            649.40311
        ],
        [
            0.585278,
            0.56042,
            0.024858,
            0.146782,
            0.129213,
            0.096755
        ],
        [
            440.488075,
            440.488075,
            440.488075,
            440.488075,
            440.488075,
            440.488075
        ],
        [
            -129038,
            -89758,
            -172249,
            -4779136,
            -4375527,
            -1732130
        ],
        [
            1.951707,
            3.065493,
            1.072334,
            1.082074,
            1.11075,
            1.05305
        ],
        [
            423,
            212,
            211,
            423,
            212,
            211
        ],
        [
            184,
            84,
            100,
            184,
            84,
            100
        ],
        [
            239,
            128,
            111,
            239,
            128,
            111
        ],
        [
            43.498818,
            39.622642,
            47.393365,
            43.498818,
            39.622642,
            47.393365
        ],
        [
            2.535098,
            4.671228,
            1.19029,
            1.40552,
            1.692571,
            1.168886
        ],
        [
            874268,
            874268,
            46590,
            2490747,
            2490747,
            1073511
        ],
        [
            -26229,
            -18875,
            -26229,
            -663535,
            -621865,
            -663535
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            85,
            84,
            86,
            85,
            84,
            86
        ],
        [
            37,
            34,
            41,
            37,
            34,
            41
        ],
        [
            24732,
            11531,
            13201,
            24732,
            11531,
            13201
        ],
        [
            0,
            0,
            11.710262,
            0,
            0,
            11.710262
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410488,
            362546,
            -466236,
            -128941,
            -124187,
            -243615
        ]
    ]
}
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": 1579428000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759251766681,
    "expiration_time": 1765725926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "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)