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Trade: CHZ/USDT/240/T3/MIDPRICE/9258

Strategy
CHZ/USDT/240/T3/MIDPRICE/9258
Pair
CHZ_USDT
Interval
4h
Score
634608
Daily Profit
0.829059
Profit Factor
12.986260
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-27 19:15
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 2011655.4823 1832493.3793 179162.103 24402354.1144 4788883.0733 19613471.0411
Total P&L (%) 2011.6555 1832.4934 179.1621 24402.3541 4788.8831 19613.471
Avg Daily Profit (%) 0.9101 0.8291 0.0811 0.2492 0.1761 0.2393
Buy And Hold Return (%) 723.446 723.446 723.446 723.446 723.446 723.446
Max Trade Drawdown -80837 -62170 -66702 -39015765 -27991873 -29214095
Profit Factor 6.3231 12.9863 1.7962 1.2127 1.085 1.3361
Total Trades 69 35 34 69 35 34
Winning Trades 34 17 17 34 17 17
Losing Trades 35 18 17 35 18 17
Profitability (%) 49.2754 48.5714 50 49.2754 48.5714 50
Ratio Avg Win / Avg Loss 6.509 13.7502 1.7962 1.2484 1.1488 1.3361
Largest Winning Trade 1565940 1565940 46040 19610719 19610719 14761912
Largest Losing Trade -51282 -22846 -51282 -12785528 -10280515 -12785528
Avg Bars in Trades 188 213 162 188 213 162
Avg Bars in Winners 257 284 229 257 284 229
Avg Bars in Losers 121 146 94 121 146 94
Bars Traded 12995 7472 5523 12995 7472 5523
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 -88075 634608 -247118 -98550 -120061 311807
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": 1758989716011,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 208,
            "offset": 0,
            "a": 0.91961
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "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": [
        [
            2011655.4823209452,
            1832493.379344387,
            179162.1029765585,
            24402354.11442884,
            4788883.073300089,
            19613471.041128743
        ],
        [
            2011.655482,
            1832.493379,
            179.162103,
            24402.354114,
            4788.883073,
            19613.471041
        ],
        [
            0.910115,
            0.829059,
            0.081057,
            0.249203,
            0.176126,
            0.23934
        ],
        [
            723.446042,
            723.446042,
            723.446042,
            723.446042,
            723.446042,
            723.446042
        ],
        [
            -80837,
            -62170,
            -66702,
            -39015765,
            -27991873,
            -29214095
        ],
        [
            6.32307,
            12.98626,
            1.79617,
            1.212708,
            1.084955,
            1.336119
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            49.275362,
            48.571429,
            50,
            49.275362,
            48.571429,
            50
        ],
        [
            6.509043,
            13.750158,
            1.79617,
            1.248376,
            1.148776,
            1.336119
        ],
        [
            1565940,
            1565940,
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            19610719,
            19610719,
            14761912
        ],
        [
            -51282,
            -22846,
            -51282,
            -12785528,
            -10280515,
            -12785528
        ],
        [
            188,
            213,
            162,
            188,
            213,
            162
        ],
        [
            257,
            284,
            229,
            257,
            284,
            229
        ],
        [
            121,
            146,
            94,
            121,
            146,
            94
        ],
        [
            12995,
            7472,
            5523,
            12995,
            7472,
            5523
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45
        ],
        [
            -88075,
            634608,
            -247118,
            -98550,
            -120061,
            311807
        ]
    ]
}
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": 1758989716011,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 208,
            "offset": 0,
            "a": 0.91961
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "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)