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Trade: CHZ/USDT/360/MIDPRICE/EMA/5649

Strategy
CHZ/USDT/360/MIDPRICE/EMA/5649
Pair
CHZ_USDT
Interval
6h
Score
464748
Daily Profit
0.166008
Profit Factor
2.618239
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
2216.000000
Evaluation Time
2025-09-30 02:19
Expiration Time
2025-12-05 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3244702.2122 -54910.4763 -3189791.7359 -746478.3192 3847620.6989 -4594099.0181
Total P&L (%) -3244.7022 -54.9105 -3189.7917 -746.4783 3847.6207 -4594.099
Avg Daily Profit (%) -1.4642 -0.0248 -1.4394 0 0.166 0
Buy And Hold Return (%) 189.2288 189.2288 189.2288 189.2288 189.2288 189.2288
Max Trade Drawdown -3341135 -125669 -3255669 -4682319 -947778 -5289271
Profit Factor 0.1077 0.7933 0.0537 0.9172 2.6182 0.308
Total Trades 61 31 30 61 31 30
Winning Trades 37 19 18 28 16 12
Losing Trades 24 12 12 33 15 18
Profitability (%) 60.6557 61.2903 60 45.9016 51.6129 40
Ratio Avg Win / Avg Loss 0.0699 0.501 0.0358 1.081 2.4546 0.4619
Largest Winning Trade 37020 37020 28048 1464664 1464664 1051827
Largest Losing Trade -3211354 -53685 -3211354 -4082951 -848449 -4082951
Avg Bars in Trades 137 148 126 137 148 126
Avg Bars in Winners 79 81 77 193 237 135
Avg Bars in Losers 227 255 199 90 54 119
Bars Traded 8395 4614 3781 8395 4614 3781
Profit Streak 132.9718 132.9718 266.2218 0 0 0
Trades During Streak 8 4 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -743881 -577970 -578156 -746704 464748 -584714
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8864,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573106400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759187966814,
    "expiration_time": 1764912672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 250,
            "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": [
        [
            -3244702.2121817176,
            -54910.4763242978,
            -3189791.735857419,
            -746478.3191701665,
            3847620.69892584,
            -4594099.018096007
        ],
        [
            -3244.702212,
            -54.910476,
            -3189.791736,
            -746.478319,
            3847.620699,
            -4594.099018
        ],
        [
            -1.464216,
            -0.024779,
            -1.439437,
            0,
            0.166008,
            0
        ],
        [
            189.228771,
            189.228771,
            189.228771,
            189.228771,
            189.228771,
            189.228771
        ],
        [
            -3341135,
            -125669,
            -3255669,
            -4682319,
            -947778,
            -5289271
        ],
        [
            0.107742,
            0.793266,
            0.053727,
            0.917206,
            2.618239,
            0.307958
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            37,
            19,
            18,
            28,
            16,
            12
        ],
        [
            24,
            12,
            12,
            33,
            15,
            18
        ],
        [
            60.655738,
            61.290323,
            60,
            45.901639,
            51.612903,
            40
        ],
        [
            0.069887,
            0.50101,
            0.035818,
            1.080993,
            2.454599,
            0.461937
        ],
        [
            37020,
            37020,
            28048,
            1464664,
            1464664,
            1051827
        ],
        [
            -3211354,
            -53685,
            -3211354,
            -4082951,
            -848449,
            -4082951
        ],
        [
            137,
            148,
            126,
            137,
            148,
            126
        ],
        [
            79,
            81,
            77,
            193,
            237,
            135
        ],
        [
            227,
            255,
            199,
            90,
            54,
            119
        ],
        [
            8395,
            4614,
            3781,
            8395,
            4614,
            3781
        ],
        [
            132.971838,
            132.971838,
            266.221838,
            0,
            0,
            0
        ],
        [
            8,
            4,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -743881,
            -577970,
            -578156,
            -746704,
            464748,
            -584714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8864,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573106400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759187966814,
    "expiration_time": 1764912672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 250,
            "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)