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Trade: CHZ/USDT/360/KCL/MIDPRICE/8835

Strategy
CHZ/USDT/360/KCL/MIDPRICE/8835
Pair
CHZ_USDT
Interval
6h
Score
815166
Daily Profit
0.765579
Profit Factor
3.642115
Profitability
60.804020
Streak
65.186488
Best Strategy
Training Data Length
2217.500000
Evaluation Time
2025-10-01 13:28
Expiration Time
2025-12-06 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1697671.5135 1689244.231 8427.2825 365278.1776 -28575.1093 393853.2868
Total P&L (%) 1697.6715 1689.2442 8.4273 365.2782 -28.5751 393.8533
Avg Daily Profit (%) 0.7656 0.7618 0.0038 0.0694 -0.0152 0.072
Buy And Hold Return (%) 305.6423 305.6423 305.6423 305.6423 305.6423 305.6423
Max Trade Drawdown -105266 -108225 -49076 -2532257 -2744684 -408983
Profit Factor 3.6421 5.1633 1.0356 1.0552 0.9942 1.2333
Total Trades 199 99 100 199 99 100
Winning Trades 121 58 63 121 58 63
Losing Trades 78 41 37 78 41 37
Profitability (%) 60.804 58.5859 63 60.804 58.5859 63
Ratio Avg Win / Avg Loss 2.3478 3.6499 0.6082 0.6802 0.7028 0.7243
Largest Winning Trade 1640566 1640566 9272 1570284 1570284 209796
Largest Losing Trade -58933 -58933 -31891 -1484390 -1484390 -325878
Avg Bars in Trades 42 80 5 42 80 5
Avg Bars in Winners 27 51 4 27 51 4
Avg Bars in Losers 66 121 5 66 121 5
Bars Traded 8459 7947 511 8459 7947 511
Profit Streak 65.1865 65.1865 65.6865 65.1865 65.1865 65.6865
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 815166 776396 -533503 -362913 -578983 -171662
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8870,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572372000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759314512586,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "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": [
        [
            1697671.513504543,
            1689244.2310466703,
            8427.2824578726,
            365278.1775728735,
            -28575.1092717922,
            393853.2868446658
        ],
        [
            1697.671514,
            1689.244231,
            8.427282,
            365.278178,
            -28.575109,
            393.853287
        ],
        [
            0.765579,
            0.761779,
            0.0038,
            0.069357,
            -0.015175,
            0.072047
        ],
        [
            305.64229,
            305.64229,
            305.64229,
            305.64229,
            305.64229,
            305.64229
        ],
        [
            -105266,
            -108225,
            -49076,
            -2532257,
            -2744684,
            -408983
        ],
        [
            3.642115,
            5.163298,
            1.035589,
            1.055227,
            0.994199,
            1.233333
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            121,
            58,
            63,
            121,
            58,
            63
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            60.80402,
            58.585859,
            63,
            60.80402,
            58.585859,
            63
        ],
        [
            2.34781,
            3.649917,
            0.608203,
            0.680229,
            0.702796,
            0.724339
        ],
        [
            1640566,
            1640566,
            9272,
            1570284,
            1570284,
            209796
        ],
        [
            -58933,
            -58933,
            -31891,
            -1484390,
            -1484390,
            -325878
        ],
        [
            42,
            80,
            5,
            42,
            80,
            5
        ],
        [
            27,
            51,
            4,
            27,
            51,
            4
        ],
        [
            66,
            121,
            5,
            66,
            121,
            5
        ],
        [
            8459,
            7947,
            511,
            8459,
            7947,
            511
        ],
        [
            65.186488,
            65.186488,
            65.686488,
            65.186488,
            65.186488,
            65.686488
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            815166,
            776396,
            -533503,
            -362913,
            -578983,
            -171662
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8870,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572372000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759314512586,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "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)