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Trade: CHZ/USDT/240/KCL/VWAP/4175

Strategy
CHZ/USDT/240/KCL/VWAP/4175
Pair
CHZ_USDT
Interval
4h
Score
501913
Daily Profit
1.978726
Profit Factor
4.603724
Profitability
29.641694
Streak
0.000000
Best Strategy
Training Data Length
2217.500000
Evaluation Time
2025-10-01 19:39
Expiration Time
2025-12-07 06:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4387824.7204 4403848.7217 -16024.0013 327675.2352 3076296.6123 -2748621.3771
Total P&L (%) 4387.8247 4403.8487 -16.024 327.6752 3076.2966 -2748.6214
Avg Daily Profit (%) 1.9787 1.986 -0.0072 0.0656 0.1561 0
Buy And Hold Return (%) 458.7637 458.7637 458.7637 458.7637 458.7637 458.7637
Max Trade Drawdown -175923 -153419 -84721 -9541820 -6907113 -2985145
Profit Factor 4.6037 5.7786 0.9459 1.012 1.1547 0.6317
Total Trades 307 153 154 307 153 154
Winning Trades 91 39 52 91 39 52
Losing Trades 216 114 102 216 114 102
Profitability (%) 29.6417 25.4902 33.7662 29.6417 25.4902 33.7662
Ratio Avg Win / Avg Loss 10.9275 16.8913 1.8554 2.4021 3.3751 1.239
Largest Winning Trade 4263446 4263446 26991 9675322 9675322 957994
Largest Losing Trade -31183 -31183 -23552 -2376365 -2376365 -1071768
Avg Bars in Trades 43 80 5 43 80 5
Avg Bars in Winners 99 218 10 99 218 10
Avg Bars in Losers 19 33 3 19 33 3
Bars Traded 13221 12321 900 13221 12321 900
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 501913 -4846 -583784 -485169 -69241 -584895
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13305,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568145600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336795996,
    "expiration_time": 1765082160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            4387824.720366253,
            4403848.721684085,
            -16024.0013178334,
            327675.235218701,
            3076296.6123418314,
            -2748621.3771231277
        ],
        [
            4387.82472,
            4403.848722,
            -16.024001,
            327.675235,
            3076.296612,
            -2748.621377
        ],
        [
            1.978726,
            1.985952,
            -0.007226,
            0.065554,
            0.156077,
            0
        ],
        [
            458.763673,
            458.763673,
            458.763673,
            458.763673,
            458.763673,
            458.763673
        ],
        [
            -175923,
            -153419,
            -84721,
            -9541820,
            -6907113,
            -2985145
        ],
        [
            4.603724,
            5.778607,
            0.945866,
            1.011979,
            1.154652,
            0.631668
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            91,
            39,
            52,
            91,
            39,
            52
        ],
        [
            216,
            114,
            102,
            216,
            114,
            102
        ],
        [
            29.641694,
            25.490196,
            33.766234,
            29.641694,
            25.490196,
            33.766234
        ],
        [
            10.92752,
            16.891312,
            1.855352,
            2.40206,
            3.375138,
            1.239042
        ],
        [
            4263446,
            4263446,
            26991,
            9675322,
            9675322,
            957994
        ],
        [
            -31183,
            -31183,
            -23552,
            -2376365,
            -2376365,
            -1071768
        ],
        [
            43,
            80,
            5,
            43,
            80,
            5
        ],
        [
            99,
            218,
            10,
            99,
            218,
            10
        ],
        [
            19,
            33,
            3,
            19,
            33,
            3
        ],
        [
            13221,
            12321,
            900,
            13221,
            12321,
            900
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501913,
            -4846,
            -583784,
            -485169,
            -69241,
            -584895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13305,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568145600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336795996,
    "expiration_time": 1765082160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "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)