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Trade: CHZ/USDT/360/SSF/HMA/7649

Strategy
CHZ/USDT/360/SSF/HMA/7649
Pair
CHZ_USDT
Interval
6h
Score
646114
Daily Profit
1.211091
Profit Factor
10.205675
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
2217.250000
Evaluation Time
2025-10-01 07:25
Expiration Time
2025-12-06 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2796615.0848 2685292.2351 111322.8497 10363328.205 27470891.646 -17107563.441
Total P&L (%) 2796.6151 2685.2922 111.3229 10363.3282 27470.8916 -17107.5634
Avg Daily Profit (%) 1.2613 1.2111 0.0502 0.21 0.2538 0
Buy And Hold Return (%) 705.4567 705.4567 705.4567 705.4567 705.4567 705.4567
Max Trade Drawdown -159711 -89486 -126724 -37431755 -20329905 -26779473
Profit Factor 5.4456 10.2057 1.33 1.1015 1.6612 0.7175
Total Trades 87 44 43 87 44 43
Winning Trades 37 20 17 37 20 17
Losing Trades 50 24 26 50 24 26
Profitability (%) 42.5287 45.4545 39.5349 42.5287 45.4545 39.5349
Ratio Avg Win / Avg Loss 7.3589 12.2468 2.0341 1.4885 1.9934 1.0973
Largest Winning Trade 2356574 2356574 48386 41509977 41509977 7739050
Largest Losing Trade -36353 -36353 -34585 -13425666 -10849889 -13425666
Avg Bars in Trades 100 97 102 100 97 102
Avg Bars in Winners 165 152 180 165 152 180
Avg Bars in Losers 51 51 51 51 51 51
Bars Traded 8703 4293 4410 8703 4293 4410
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 603394 646114 -294280 -103427 357637 -583130
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8869,
    "evaluation_days": 2217.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570579200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292712580,
    "expiration_time": 1765023912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 123,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "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": [
        [
            2796615.0848068474,
            2685292.235096074,
            111322.849710773,
            10363328.205007896,
            27470891.64601247,
            -17107563.44100457
        ],
        [
            2796.615085,
            2685.292235,
            111.32285,
            10363.328205,
            27470.891646,
            -17107.563441
        ],
        [
            1.261299,
            1.211091,
            0.050208,
            0.20996,
            0.253759,
            0
        ],
        [
            705.456702,
            705.456702,
            705.456702,
            705.456702,
            705.456702,
            705.456702
        ],
        [
            -159711,
            -89486,
            -126724,
            -37431755,
            -20329905,
            -26779473
        ],
        [
            5.445553,
            10.205675,
            1.329961,
            1.1015,
            1.661191,
            0.717484
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            42.528736,
            45.454545,
            39.534884,
            42.528736,
            45.454545,
            39.534884
        ],
        [
            7.358855,
            12.24681,
            2.034058,
            1.488513,
            1.993429,
            1.097329
        ],
        [
            2356574,
            2356574,
            48386,
            41509977,
            41509977,
            7739050
        ],
        [
            -36353,
            -36353,
            -34585,
            -13425666,
            -10849889,
            -13425666
        ],
        [
            100,
            97,
            102,
            100,
            97,
            102
        ],
        [
            165,
            152,
            180,
            165,
            152,
            180
        ],
        [
            51,
            51,
            51,
            51,
            51,
            51
        ],
        [
            8703,
            4293,
            4410,
            8703,
            4293,
            4410
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            603394,
            646114,
            -294280,
            -103427,
            357637,
            -583130
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8869,
    "evaluation_days": 2217.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570579200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292712580,
    "expiration_time": 1765023912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 123,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "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)