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Trade: CHZ/USDT/360/SSF/HMA/9718

Strategy
CHZ/USDT/360/SSF/HMA/9718
Pair
CHZ_USDT
Interval
6h
Score
319704
Daily Profit
0.580659
Profit Factor
1.655542
Profitability
34.259259
Streak
0.000000
Best Strategy
Training Data Length
2220.500000
Evaluation Time
2025-10-04 13:59
Expiration Time
2025-12-09 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1289352.2508 1297981.0529 -8628.8021 613079.2361 766143.052 -153063.816
Total P&L (%) 1289.3523 1297.9811 -8.6288 613.0792 766.1431 -153.0638
Avg Daily Profit (%) 0.5807 0.5845 -0.0039 0.0885 0.0973 0
Buy And Hold Return (%) 426.0429 426.0429 426.0429 426.0429 426.0429 426.0429
Max Trade Drawdown -136378 -105997 -180268 -2314666 -2188455 -1517667
Profit Factor 1.6555 2.3648 0.9915 1.0271 1.0659 0.9861
Total Trades 648 324 324 648 324 324
Winning Trades 222 106 116 222 106 116
Losing Trades 426 218 208 426 218 208
Profitability (%) 34.2593 32.716 35.8025 34.2593 32.716 35.8025
Ratio Avg Win / Avg Loss 3.1769 4.8635 1.7779 1.9709 2.1922 1.7682
Largest Winning Trade 1034573 1034573 53919 2547072 2547072 709044
Largest Losing Trade -20673 -13255 -20673 -350917 -288092 -350917
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 24 24 24 24 24 24
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 8822 4331 4491 8822 4331 4491
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 319704 268342 -582105 -295642 -223138 -582105
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8882,
    "evaluation_days": 2220.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575586786,
    "expiration_time": 1765313136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 11,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 15,
            "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": [
        [
            1289352.2507951458,
            1297981.0528628156,
            -8628.8020676696,
            613079.2360603167,
            766143.0520129831,
            -153063.8159526694
        ],
        [
            1289.352251,
            1297.981053,
            -8.628802,
            613.079236,
            766.143052,
            -153.063816
        ],
        [
            0.580659,
            0.584544,
            -0.003886,
            0.088507,
            0.097272,
            0
        ],
        [
            426.042894,
            426.042894,
            426.042894,
            426.042894,
            426.042894,
            426.042894
        ],
        [
            -136378,
            -105997,
            -180268,
            -2314666,
            -2188455,
            -1517667
        ],
        [
            1.655542,
            2.364819,
            0.991506,
            1.0271,
            1.065918,
            0.986086
        ],
        [
            648,
            324,
            324,
            648,
            324,
            324
        ],
        [
            222,
            106,
            116,
            222,
            106,
            116
        ],
        [
            426,
            218,
            208,
            426,
            218,
            208
        ],
        [
            34.259259,
            32.716049,
            35.802469,
            34.259259,
            32.716049,
            35.802469
        ],
        [
            3.17685,
            4.863496,
            1.777872,
            1.970921,
            2.19217,
            1.768153
        ],
        [
            1034573,
            1034573,
            53919,
            2547072,
            2547072,
            709044
        ],
        [
            -20673,
            -13255,
            -20673,
            -350917,
            -288092,
            -350917
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            8822,
            4331,
            4491,
            8822,
            4331,
            4491
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319704,
            268342,
            -582105,
            -295642,
            -223138,
            -582105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8882,
    "evaluation_days": 2220.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575586786,
    "expiration_time": 1765313136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 11,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 15,
            "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)