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Trade: CHZ/USDT/360/KCL/HILO/9657

Strategy
CHZ/USDT/360/KCL/HILO/9657
Pair
CHZ_USDT
Interval
6h
Score
723274
Daily Profit
1.050092
Profit Factor
2.877927
Profitability
50.694444
Streak
50.618718
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-27 23:50
Expiration Time
2025-11-29 21:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2321490.9964 2346229.4912 -24738.4949 273731.6106 1285200.2968 -1011468.6862
Total P&L (%) 2321.491 2346.2295 -24.7385 273.7316 1285.2003 -1011.4687
Avg Daily Profit (%) 1.0501 1.0613 -0.0112 0.0597 0.119 0
Buy And Hold Return (%) 527.333 527.333 527.333 527.333 527.333 527.333
Max Trade Drawdown -171611 -140213 -97817 -3366401 -2362474 -1329846
Profit Factor 2.8779 3.8675 0.9408 1.0265 1.1938 0.7278
Total Trades 288 144 144 288 144 144
Winning Trades 146 68 78 146 68 78
Losing Trades 142 76 66 142 76 66
Profitability (%) 50.6944 47.2222 54.1667 50.6944 47.2222 54.1667
Ratio Avg Win / Avg Loss 2.7991 4.3225 0.7961 0.9983 1.3343 0.6158
Largest Winning Trade 2156040 2156040 27692 3475844 3475844 275535
Largest Losing Trade -53849 -53849 -31415 -1142594 -837575 -1142594
Avg Bars in Trades 30 48 11 30 48 11
Avg Bars in Winners 36 66 9 36 66 9
Avg Bars in Losers 23 32 13 23 32 13
Bars Traded 8666 7033 1633 8666 7033 1633
Profit Streak 50.6187 99.6187 50.6187 50.6187 99.6187 50.6187
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 723274 672399 -579143 -469062 -44936 -579143
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568505600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759006257265,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2321490.99635836,
            2346229.491249906,
            -24738.4948915449,
            273731.6106373427,
            1285200.2968312884,
            -1011468.6861939466
        ],
        [
            2321.490996,
            2346.229491,
            -24.738495,
            273.731611,
            1285.200297,
            -1011.468686
        ],
        [
            1.050092,
            1.061282,
            -0.01119,
            0.059652,
            0.118964,
            0
        ],
        [
            527.333025,
            527.333025,
            527.333025,
            527.333025,
            527.333025,
            527.333025
        ],
        [
            -171611,
            -140213,
            -97817,
            -3366401,
            -2362474,
            -1329846
        ],
        [
            2.877927,
            3.867522,
            0.940816,
            1.026456,
            1.193812,
            0.727783
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            146,
            68,
            78,
            146,
            68,
            78
        ],
        [
            142,
            76,
            66,
            142,
            76,
            66
        ],
        [
            50.694444,
            47.222222,
            54.166667,
            50.694444,
            47.222222,
            54.166667
        ],
        [
            2.79908,
            4.322524,
            0.796075,
            0.998333,
            1.33426,
            0.615817
        ],
        [
            2156040,
            2156040,
            27692,
            3475844,
            3475844,
            275535
        ],
        [
            -53849,
            -53849,
            -31415,
            -1142594,
            -837575,
            -1142594
        ],
        [
            30,
            48,
            11,
            30,
            48,
            11
        ],
        [
            36,
            66,
            9,
            36,
            66,
            9
        ],
        [
            23,
            32,
            13,
            23,
            32,
            13
        ],
        [
            8666,
            7033,
            1633,
            8666,
            7033,
            1633
        ],
        [
            50.618718,
            99.618718,
            50.618718,
            50.618718,
            99.618718,
            50.618718
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            723274,
            672399,
            -579143,
            -469062,
            -44936,
            -579143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568505600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759006257265,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)