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Trade: CHZ/USDT/480/LINREG/MIDPRICE/6559

Strategy
CHZ/USDT/480/LINREG/MIDPRICE/6559
Pair
CHZ_USDT
Interval
8h
Score
373133
Daily Profit
0.352417
Profit Factor
3.014195
Profitability
43.902439
Streak
54.787515
Best Strategy
Training Data Length
2213.670000
Evaluation Time
2025-09-27 13:54
Expiration Time
2025-12-02 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569414.3474 780134.1633 -210719.8159 -96641.587 -12726.9666 -83914.6203
Total P&L (%) 569.4143 780.1342 -210.7198 -96.6416 -12.727 -83.9146
Avg Daily Profit (%) 0.2572 0.3524 -0.0952 -0.1532 -0.0061 -0.0825
Buy And Hold Return (%) 246.0722 246.0722 246.0722 246.0722 246.0722 246.0722
Max Trade Drawdown -320937 -184890 -230792 -305028 -203255 -125733
Profit Factor 1.712 3.0142 0.489 0.8516 0.9653 0.7046
Total Trades 82 41 41 82 41 41
Winning Trades 33 18 15 33 18 15
Losing Trades 49 23 26 49 23 26
Profitability (%) 40.2439 43.9024 36.5854 40.2439 43.9024 36.5854
Ratio Avg Win / Avg Loss 2.5421 3.8515 0.8476 1.2645 1.2335 1.2213
Largest Winning Trade 859400 859400 36624 125693 125693 70733
Largest Losing Trade -65310 -55357 -65310 -170456 -170456 -60247
Avg Bars in Trades 77 111 43 77 111 43
Avg Bars in Winners 83 94 71 83 94 71
Avg Bars in Losers 73 124 27 73 124 27
Bars Traded 6347 4565 1782 6347 4565 1782
Profit Streak 53.7875 54.7875 53.7875 53.7875 54.7875 53.7875
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4611 373133 -585396 -590698 -580884 -583729
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6641,
    "evaluation_days": 2213.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574352000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758970441324,
    "expiration_time": 1764697824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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": [
        [
            569414.3474286112,
            780134.1633285974,
            -210719.8158999866,
            -96641.5869635726,
            -12726.9666198475,
            -83914.6203437251
        ],
        [
            569.414347,
            780.134163,
            -210.719816,
            -96.641587,
            -12.726967,
            -83.91462
        ],
        [
            0.257226,
            0.352417,
            -0.09519,
            -0.153189,
            -0.006149,
            -0.08251
        ],
        [
            246.072187,
            246.072187,
            246.072187,
            246.072187,
            246.072187,
            246.072187
        ],
        [
            -320937,
            -184890,
            -230792,
            -305028,
            -203255,
            -125733
        ],
        [
            1.712037,
            3.014195,
            0.489015,
            0.851575,
            0.965327,
            0.704584
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            40.243902,
            43.902439,
            36.585366,
            40.243902,
            43.902439,
            36.585366
        ],
        [
            2.542115,
            3.851472,
            0.847626,
            1.264461,
            1.233474,
            1.22128
        ],
        [
            859400,
            859400,
            36624,
            125693,
            125693,
            70733
        ],
        [
            -65310,
            -55357,
            -65310,
            -170456,
            -170456,
            -60247
        ],
        [
            77,
            111,
            43,
            77,
            111,
            43
        ],
        [
            83,
            94,
            71,
            83,
            94,
            71
        ],
        [
            73,
            124,
            27,
            73,
            124,
            27
        ],
        [
            6347,
            4565,
            1782,
            6347,
            4565,
            1782
        ],
        [
            53.787515,
            54.787515,
            53.787515,
            53.787515,
            54.787515,
            53.787515
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4611,
            373133,
            -585396,
            -590698,
            -580884,
            -583729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6641,
    "evaluation_days": 2213.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574352000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758970441324,
    "expiration_time": 1764697824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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)