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Trade: CHZ/USDT/240/SSF/ZLMA/8190

Strategy
CHZ/USDT/240/SSF/ZLMA/8190
Pair
CHZ_USDT
Interval
4h
Score
614615
Daily Profit
1.823440
Profit Factor
23.727622
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-26 00:10
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 4142843.1891 4030403.4737 112439.7155 4984271.4097 5530047.1077 -545775.698
Total P&L (%) 4142.8432 4030.4035 112.4397 4984.2714 5530.0471 -545.7757
Avg Daily Profit (%) 1.8743 1.8234 0.0509 0.1779 0.1825 0
Buy And Hold Return (%) 688.0256 688.0256 688.0256 688.0256 688.0256 688.0256
Max Trade Drawdown -124442 -75836 -73626 -18293650 -8968429 -10625271
Profit Factor 11.8292 23.7276 1.5479 1.1202 1.2899 0.9756
Total Trades 58 29 29 58 29 29
Winning Trades 24 11 13 24 11 13
Losing Trades 34 18 16 34 18 16
Profitability (%) 41.3793 37.931 44.8276 41.3793 37.931 44.8276
Ratio Avg Win / Avg Loss 16.7581 38.827 1.9051 1.5869 2.1108 1.2008
Largest Winning Trade 4002658 4002658 46658 8044405 8044405 4697786
Largest Losing Trade -32819 -32819 -31632 -5643255 -5643255 -4062708
Avg Bars in Trades 221 202 239 221 202 239
Avg Bars in Winners 425 383 460 425 383 460
Avg Bars in Losers 77 92 60 77 92 60
Bars Traded 12840 5884 6956 12840 5884 6956
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 -160877 614615 -290114 -262247 153837 -581177

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": 1571054400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834620171,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "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": [
        [
            4142843.1891226023,
            4030403.473659548,
            112439.7154630509,
            4984271.409705571,
            5530047.107668925,
            -545775.6979633556
        ],
        [
            4142.843189,
            4030.403474,
            112.439715,
            4984.27141,
            5530.047108,
            -545.775698
        ],
        [
            1.87431,
            1.82344,
            0.05087,
            0.177902,
            0.182524,
            0
        ],
        [
            688.025576,
            688.025576,
            688.025576,
            688.025576,
            688.025576,
            688.025576
        ],
        [
            -124442,
            -75836,
            -73626,
            -18293650,
            -8968429,
            -10625271
        ],
        [
            11.829215,
            23.727622,
            1.547881,
            1.120156,
            1.28994,
            0.975644
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            41.37931,
            37.931034,
            44.827586,
            41.37931,
            37.931034,
            44.827586
        ],
        [
            16.758055,
            38.827018,
            1.905084,
            1.586888,
            2.110811,
            1.200793
        ],
        [
            4002658,
            4002658,
            46658,
            8044405,
            8044405,
            4697786
        ],
        [
            -32819,
            -32819,
            -31632,
            -5643255,
            -5643255,
            -4062708
        ],
        [
            221,
            202,
            239,
            221,
            202,
            239
        ],
        [
            425,
            383,
            460,
            425,
            383,
            460
        ],
        [
            77,
            92,
            60,
            77,
            92,
            60
        ],
        [
            12840,
            5884,
            6956,
            12840,
            5884,
            6956
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160877,
            614615,
            -290114,
            -262247,
            153837,
            -581177
        ]
    ]
}
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": 1571054400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834620171,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "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)