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Trade: CHZ/USDT/240/SSF/JMA/2294

Strategy
CHZ/USDT/240/SSF/JMA/2294
Pair
CHZ_USDT
Interval
4h
Score
513553
Daily Profit
0.897868
Profit Factor
6.982468
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-27 22:45
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 2018575.3239 1984584.3157 33991.0082 1436176.1689 6092050.158 -4655873.9891
Total P&L (%) 2018.5753 1984.5843 33.991 1436.1762 6092.0502 -4655.874
Avg Daily Profit (%) 0.9132 0.8979 0.0154 0.1237 0.1868 0
Buy And Hold Return (%) 906.4341 906.4341 906.4341 906.4341 906.4341 906.4341
Max Trade Drawdown -194061 -93309 -147890 -8006588 -2662136 -5796903
Profit Factor 3.6336 6.9825 1.0782 1.0941 2.0737 0.5147
Total Trades 97 49 48 97 49 48
Winning Trades 42 22 20 42 22 20
Losing Trades 55 27 28 55 27 28
Profitability (%) 43.299 44.898 41.6667 43.299 44.898 41.6667
Ratio Avg Win / Avg Loss 4.7582 8.5694 1.5095 1.4327 2.545 0.7206
Largest Winning Trade 1744736 1744736 48974 8114816 8114816 653700
Largest Losing Trade -57915 -34089 -57915 -4969075 -1230910 -4969075
Avg Bars in Trades 134 122 146 134 122 146
Avg Bars in Winners 215 191 241 215 191 241
Avg Bars in Losers 72 65 78 72 65 78
Bars Traded 13010 5993 7017 13010 5993 7017
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 444013 513553 -474643 -156556 352572 -583930
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": 1569600000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002333543,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "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": [
        [
            2018575.3239103244,
            1984584.3157298095,
            33991.0081805152,
            1436176.168900815,
            6092050.1580194775,
            -4655873.989118663
        ],
        [
            2018.575324,
            1984.584316,
            33.991008,
            1436.176169,
            6092.050158,
            -4655.873989
        ],
        [
            0.913246,
            0.897868,
            0.015378,
            0.123672,
            0.186837,
            0
        ],
        [
            906.434051,
            906.434051,
            906.434051,
            906.434051,
            906.434051,
            906.434051
        ],
        [
            -194061,
            -93309,
            -147890,
            -8006588,
            -2662136,
            -5796903
        ],
        [
            3.633562,
            6.982468,
            1.078186,
            1.094065,
            2.073664,
            0.514702
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            43.298969,
            44.897959,
            41.666667,
            43.298969,
            44.897959,
            41.666667
        ],
        [
            4.758236,
            8.569393,
            1.50946,
            1.432704,
            2.544951,
            0.720583
        ],
        [
            1744736,
            1744736,
            48974,
            8114816,
            8114816,
            653700
        ],
        [
            -57915,
            -34089,
            -57915,
            -4969075,
            -1230910,
            -4969075
        ],
        [
            134,
            122,
            146,
            134,
            122,
            146
        ],
        [
            215,
            191,
            241,
            215,
            191,
            241
        ],
        [
            72,
            65,
            78,
            72,
            65,
            78
        ],
        [
            13010,
            5993,
            7017,
            13010,
            5993,
            7017
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444013,
            513553,
            -474643,
            -156556,
            352572,
            -583930
        ]
    ]
}
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": 1569600000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002333543,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "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)