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Trade: CHZ/USDT/480/SSF/MIDPOINT/3382

Strategy
CHZ/USDT/480/SSF/MIDPOINT/3382
Pair
CHZ_USDT
Interval
8h
Score
321700
Daily Profit
0.782752
Profit Factor
2.370265
Profitability
42.948718
Streak
32.067922
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-01 20:37
Expiration Time
2025-12-07 06:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1736144.8199 1981595.4967 -245450.6768 -110223.726 -185776.3543 75552.6283
Total P&L (%) 1736.1448 1981.5955 -245.4507 -110.2237 -185.7764 75.5526
Avg Daily Profit (%) 0.7828 0.8934 -0.1107 0 0 0.0254
Buy And Hold Return (%) 889.6978 889.6978 889.6978 889.6978 889.6978 889.6978
Max Trade Drawdown -164893 -119824 -156206 -309128 -311171 -39519
Profit Factor 2.3703 4.2608 0.6277 0.8757 0.6533 1.2153
Total Trades 156 78 78 156 78 78
Winning Trades 67 34 33 88 44 44
Losing Trades 89 44 45 68 34 34
Profitability (%) 42.9487 43.5897 42.3077 56.4103 56.4103 56.4103
Ratio Avg Win / Avg Loss 3.1486 5.514 0.856 0.6767 0.5048 0.9391
Largest Winning Trade 1974597 1974597 52925 211870 44752 211870
Largest Losing Trade -135012 -40390 -135012 -278703 -278703 -135012
Avg Bars in Trades 41 55 27 41 55 27
Avg Bars in Winners 50 65 35 34 48 20
Avg Bars in Losers 35 48 22 51 65 36
Bars Traded 6526 4364 2162 6526 4364 2162
Profit Streak 32.0679 61.0679 0 0 0 105.0679
Trades During Streak 1 1 0 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321700 -21265 -617949 -579129 -614127 -358566
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570118400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340268494,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 84,
            "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": [
        [
            1736144.8198525899,
            1981595.4966682843,
            -245450.676815695,
            -110223.7259730593,
            -185776.3543099791,
            75552.6283369196
        ],
        [
            1736.14482,
            1981.595497,
            -245.450677,
            -110.223726,
            -185.776354,
            75.552628
        ],
        [
            0.782752,
            0.893415,
            -0.110663,
            0,
            0,
            0.025376
        ],
        [
            889.697802,
            889.697802,
            889.697802,
            889.697802,
            889.697802,
            889.697802
        ],
        [
            -164893,
            -119824,
            -156206,
            -309128,
            -311171,
            -39519
        ],
        [
            2.370265,
            4.260801,
            0.627717,
            0.875692,
            0.653276,
            1.215314
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            67,
            34,
            33,
            88,
            44,
            44
        ],
        [
            89,
            44,
            45,
            68,
            34,
            34
        ],
        [
            42.948718,
            43.589744,
            42.307692,
            56.410256,
            56.410256,
            56.410256
        ],
        [
            3.148561,
            5.513977,
            0.855978,
            0.676671,
            0.504804,
            0.939106
        ],
        [
            1974597,
            1974597,
            52925,
            211870,
            44752,
            211870
        ],
        [
            -135012,
            -40390,
            -135012,
            -278703,
            -278703,
            -135012
        ],
        [
            41,
            55,
            27,
            41,
            55,
            27
        ],
        [
            50,
            65,
            35,
            34,
            48,
            20
        ],
        [
            35,
            48,
            22,
            51,
            65,
            36
        ],
        [
            6526,
            4364,
            2162,
            6526,
            4364,
            2162
        ],
        [
            32.067922,
            61.067922,
            0,
            0,
            0,
            105.067922
        ],
        [
            1,
            1,
            0,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321700,
            -21265,
            -617949,
            -579129,
            -614127,
            -358566
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570118400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340268494,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 84,
            "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)