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Trade: CHZ/USDT/240/KCU/MIDPRICE/5659

Strategy
CHZ/USDT/240/KCU/MIDPRICE/5659
Pair
CHZ_USDT
Interval
4h
Score
339145
Daily Profit
0.160548
Profit Factor
1.718388
Profitability
42.500000
Streak
150.292970
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-26 02:01
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -5241241.747 -69108.681 -5172133.066 -74189.9072 3366754.3693 -3440944.2765
Total P&L (%) -5241.2417 -69.1087 -5172.1331 -74.1899 3366.7544 -3440.9443
Avg Daily Profit (%) -2.3712 -0.0313 -2.34 -0.0613 0.1605 0
Buy And Hold Return (%) 299.4696 299.4696 299.4696 299.4696 299.4696 299.4696
Max Trade Drawdown -5338956 -155540 -5224351 -9133622 -3405488 -6902201
Profit Factor 0.079 0.7267 0.0488 0.9945 1.7184 0.6106
Total Trades 79 40 39 79 40 39
Winning Trades 53 24 29 31 17 14
Losing Trades 26 16 10 48 23 25
Profitability (%) 67.0886 60 74.359 39.2405 42.5 35.8974
Ratio Avg Win / Avg Loss 0.0387 0.4845 0.0168 1.5399 2.3249 1.0903
Largest Winning Trade 48450 33119 48450 3551812 3551812 2778985
Largest Losing Trade -5165638 -48733 -5165638 -3180309 -1859677 -3180309
Avg Bars in Trades 159 121 198 159 121 198
Avg Bars in Winners 85 44 119 175 157 196
Avg Bars in Losers 310 236 427 148 94 199
Bars Traded 12578 4844 7734 12578 4844 7734
Profit Streak 150.293 150.293 256.6263 150.293 150.293 256.6263
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -608119 -578101 -576247 -612018 339145 -583223

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1572206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841312615,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "offset": 236
        }
    }
}
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": [
        [
            -5241241.746977895,
            -69108.680997189,
            -5172133.065980706,
            -74189.9071844334,
            3366754.3692658246,
            -3440944.276450258
        ],
        [
            -5241.241747,
            -69.108681,
            -5172.133066,
            -74.189907,
            3366.754369,
            -3440.944276
        ],
        [
            -2.371249,
            -0.031266,
            -2.339982,
            -0.061257,
            0.160548,
            0
        ],
        [
            299.4696,
            299.4696,
            299.4696,
            299.4696,
            299.4696,
            299.4696
        ],
        [
            -5338956,
            -155540,
            -5224351,
            -9133622,
            -3405488,
            -6902201
        ],
        [
            0.078955,
            0.726687,
            0.048835,
            0.994514,
            1.718388,
            0.61059
        ],
        [
            79,
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            39,
            79,
            40,
            39
        ],
        [
            53,
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            31,
            17,
            14
        ],
        [
            26,
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            48,
            23,
            25
        ],
        [
            67.088608,
            60,
            74.358974,
            39.240506,
            42.5,
            35.897436
        ],
        [
            0.038732,
            0.484458,
            0.01684,
            1.539892,
            2.324878,
            1.090339
        ],
        [
            48450,
            33119,
            48450,
            3551812,
            3551812,
            2778985
        ],
        [
            -5165638,
            -48733,
            -5165638,
            -3180309,
            -1859677,
            -3180309
        ],
        [
            159,
            121,
            198,
            159,
            121,
            198
        ],
        [
            85,
            44,
            119,
            175,
            157,
            196
        ],
        [
            310,
            236,
            427,
            148,
            94,
            199
        ],
        [
            12578,
            4844,
            7734,
            12578,
            4844,
            7734
        ],
        [
            150.29297,
            150.29297,
            256.626303,
            150.29297,
            150.29297,
            256.626303
        ],
        [
            6,
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        ],
        [
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        ],
        [
            -608119,
            -578101,
            -576247,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1572206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841312615,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "offset": 236
        }
    }
}

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)