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Trade: CHZ/USDT/240/SSF/DCM/3226

Strategy
CHZ/USDT/240/SSF/DCM/3226
Pair
CHZ_USDT
Interval
4h
Score
624234
Daily Profit
1.024368
Profit Factor
3.364899
Profitability
49.342105
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-26 11:37
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 2264190.5148 2260741.9919 3448.523 519333.4456 884171.4872 -364838.0416
Total P&L (%) 2264.1905 2260.742 3.4485 519.3334 884.1715 -364.838
Avg Daily Profit (%) 1.0244 1.0228 0.0016 0.0825 0.1035 0
Buy And Hold Return (%) 723.446 723.446 723.446 723.446 723.446 723.446
Max Trade Drawdown -218692 -129363 -148376 -10294585 -6686414 -5758051
Profit Factor 3.3649 5.2159 1.0082 1.0148 1.0476 0.978
Total Trades 152 76 76 152 76 76
Winning Trades 75 36 39 75 36 39
Losing Trades 77 40 37 77 40 37
Profitability (%) 49.3421 47.3684 51.3158 49.3421 47.3684 51.3158
Ratio Avg Win / Avg Loss 3.4546 5.7954 0.9565 1.0418 1.1641 0.9279
Largest Winning Trade 2112471 2112471 36948 4328319 4328319 2802142
Largest Losing Trade -51804 -40818 -51804 -3431112 -3431112 -2549425
Avg Bars in Trades 84 109 60 84 109 60
Avg Bars in Winners 103 141 69 103 141 69
Avg Bars in Losers 66 80 51 66 80 51
Bars Traded 12910 8295 4615 12910 8295 4615
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 624234 -32168 -618978 -451856 -369636 -630065

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": 1570723200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875868989,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 80,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "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": [
        [
            2264190.51483803,
            2260741.9918863843,
            3448.5229516466,
            519333.4455961668,
            884171.4871662713,
            -364838.0415701051
        ],
        [
            2264.190515,
            2260.741992,
            3.448523,
            519.333446,
            884.171487,
            -364.838042
        ],
        [
            1.024368,
            1.022807,
            0.00156,
            0.082532,
            0.103506,
            0
        ],
        [
            723.446042,
            723.446042,
            723.446042,
            723.446042,
            723.446042,
            723.446042
        ],
        [
            -218692,
            -129363,
            -148376,
            -10294585,
            -6686414,
            -5758051
        ],
        [
            3.364899,
            5.215886,
            1.008188,
            1.014777,
            1.047648,
            0.978006
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            75,
            36,
            39,
            75,
            36,
            39
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            49.342105,
            47.368421,
            51.315789,
            49.342105,
            47.368421,
            51.315789
        ],
        [
            3.45463,
            5.795429,
            0.956486,
            1.041838,
            1.164053,
            0.927852
        ],
        [
            2112471,
            2112471,
            36948,
            4328319,
            4328319,
            2802142
        ],
        [
            -51804,
            -40818,
            -51804,
            -3431112,
            -3431112,
            -2549425
        ],
        [
            84,
            109,
            60,
            84,
            109,
            60
        ],
        [
            103,
            141,
            69,
            103,
            141,
            69
        ],
        [
            66,
            80,
            51,
            66,
            80,
            51
        ],
        [
            12910,
            8295,
            4615,
            12910,
            8295,
            4615
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            624234,
            -32168,
            -618978,
            -451856,
            -369636,
            -630065
        ]
    ]
}
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": 1570723200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875868989,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 80,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "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)