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Trade: CHZ/USDT/240/MIDPRICE/ZLMA/5072

Strategy
CHZ/USDT/240/MIDPRICE/ZLMA/5072
Pair
CHZ_USDT
Interval
4h
Score
312730
Daily Profit
0.576351
Profit Factor
3.007680
Profitability
41.228070
Streak
1.584517
Best Strategy
Training Data Length
2227.670000
Evaluation Time
2025-10-12 01:01
Expiration Time
2025-12-17 17:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1283920.6207 1068103.4293 215817.1915 51064042.8466 70158104.1173 -19094061.2707
Total P&L (%) 1283.9206 1068.1034 215.8172 51064.0428 70158.1041 -19094.0613
Avg Daily Profit (%) 0.5764 0.4795 0.0969 0.2804 0.2947 0
Buy And Hold Return (%) 378.4615 378.4615 378.4615 378.4615 378.4615 378.4615
Max Trade Drawdown -128470 -93069 -66662 -205582045 -102915466 -119649623
Profit Factor 3.0077 4.5479 1.6377 1.1123 1.3439 0.9239
Total Trades 114 57 57 114 57 57
Winning Trades 47 23 24 47 23 24
Losing Trades 67 34 33 67 34 33
Profitability (%) 41.2281 40.3509 42.1053 41.2281 40.3509 42.1053
Ratio Avg Win / Avg Loss 4.2875 6.7229 2.2518 1.5856 1.9867 1.2703
Largest Winning Trade 464656 464656 57373 104535160 104535160 49959009
Largest Losing Trade -35766 -32315 -35766 -42224269 -32351983 -42224269
Avg Bars in Trades 114 89 140 114 89 140
Avg Bars in Winners 196 141 250 196 141 250
Avg Bars in Losers 57 54 60 57 54 60
Bars Traded 13100 5081 8018 13100 5081 8018
Profit Streak 1.5845 0 9.2512 1.5845 0 9.2512
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312730 -169187 -408768 -92725 -173497 -761569
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13366,
    "evaluation_days": 2227.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571284800000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760220102251,
    "expiration_time": 1765986912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 63,
            "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": [
        [
            1283920.6207459657,
            1068103.4292600155,
            215817.1914859499,
            51064042.84660073,
            70158104.11732815,
            -19094061.27072742
        ],
        [
            1283.920621,
            1068.103429,
            215.817191,
            51064.042847,
            70158.104117,
            -19094.061271
        ],
        [
            0.576351,
            0.479471,
            0.09688,
            0.280399,
            0.294676,
            0
        ],
        [
            378.461538,
            378.461538,
            378.461538,
            378.461538,
            378.461538,
            378.461538
        ],
        [
            -128470,
            -93069,
            -66662,
            -205582045,
            -102915466,
            -119649623
        ],
        [
            3.00768,
            4.547864,
            1.637665,
            1.112287,
            1.343929,
            0.92386
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            41.22807,
            40.350877,
            42.105263,
            41.22807,
            40.350877,
            42.105263
        ],
        [
            4.287543,
            6.722929,
            2.251789,
            1.5856,
            1.986678,
            1.270307
        ],
        [
            464656,
            464656,
            57373,
            104535160,
            104535160,
            49959009
        ],
        [
            -35766,
            -32315,
            -35766,
            -42224269,
            -32351983,
            -42224269
        ],
        [
            114,
            89,
            140,
            114,
            89,
            140
        ],
        [
            196,
            141,
            250,
            196,
            141,
            250
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            13100,
            5081,
            8018,
            13100,
            5081,
            8018
        ],
        [
            1.584517,
            0,
            9.251183,
            1.584517,
            0,
            9.251183
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312730,
            -169187,
            -408768,
            -92725,
            -173497,
            -761569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13366,
    "evaluation_days": 2227.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571284800000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760220102251,
    "expiration_time": 1765986912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 63,
            "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)