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Trade: CHZ/USDT/480/SSF/MIDPRICE/4548

Strategy
CHZ/USDT/480/SSF/MIDPRICE/4548
Pair
CHZ_USDT
Interval
8h
Score
559397
Daily Profit
1.030768
Profit Factor
4.740618
Profitability
35.353535
Streak
0.000000
Best Strategy
Training Data Length
2228.330000
Evaluation Time
2025-10-12 10:50
Expiration Time
2025-12-17 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2296891.7959 2193349.2415 103542.5544 2114608.2432 1749015.8971 365592.346
Total P&L (%) 2296.8918 2193.3492 103.5426 2114.6082 1749.0159 365.5923
Avg Daily Profit (%) 1.0308 0.9843 0.0465 0.1391 0.131 0.0691
Buy And Hold Return (%) 279.2495 279.2495 279.2495 279.2495 279.2495 279.2495
Max Trade Drawdown -115693 -100595 -70792 -8825995 -5869720 -5841569
Profit Factor 4.7406 7.7451 1.3585 1.0705 1.1194 1.0238
Total Trades 99 50 49 99 50 49
Winning Trades 35 16 19 35 16 19
Losing Trades 64 34 30 64 34 30
Profitability (%) 35.3535 32 38.7755 35.3535 32 38.7755
Ratio Avg Win / Avg Loss 8.6686 16.4583 2.1449 1.9575 2.3787 1.6166
Largest Winning Trade 2084170 2084170 49078 5100385 5100385 2440642
Largest Losing Trade -52899 -52899 -25133 -1630766 -1630766 -1574212
Avg Bars in Trades 65 64 66 65 64 66
Avg Bars in Winners 127 129 125 127 129 125
Avg Bars in Losers 31 33 29 31 33 29
Bars Traded 6505 3224 3280 6505 3224 3280
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 559397 -165201 -299346 -154189 -293381 -367781
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6685,
    "evaluation_days": 2228.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568016000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760255425069,
    "expiration_time": 1766003040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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": [
        [
            2296891.795930987,
            2193349.241523299,
            103542.5544076891,
            2114608.24315946,
            1749015.8971391828,
            365592.3460202776
        ],
        [
            2296.891796,
            2193.349242,
            103.542554,
            2114.608243,
            1749.015897,
            365.592346
        ],
        [
            1.030768,
            0.984302,
            0.046466,
            0.139109,
            0.131002,
            0.06905
        ],
        [
            279.2495,
            279.2495,
            279.2495,
            279.2495,
            279.2495,
            279.2495
        ],
        [
            -115693,
            -100595,
            -70792,
            -8825995,
            -5869720,
            -5841569
        ],
        [
            4.740618,
            7.74506,
            1.35845,
            1.070518,
            1.119365,
            1.023842
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            35.353535,
            32,
            38.77551,
            35.353535,
            32,
            38.77551
        ],
        [
            8.668559,
            16.458253,
            2.144921,
            1.957519,
            2.37865,
            1.616593
        ],
        [
            2084170,
            2084170,
            49078,
            5100385,
            5100385,
            2440642
        ],
        [
            -52899,
            -52899,
            -25133,
            -1630766,
            -1630766,
            -1574212
        ],
        [
            65,
            64,
            66,
            65,
            64,
            66
        ],
        [
            127,
            129,
            125,
            127,
            129,
            125
        ],
        [
            31,
            33,
            29,
            31,
            33,
            29
        ],
        [
            6505,
            3224,
            3280,
            6505,
            3224,
            3280
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            559397,
            -165201,
            -299346,
            -154189,
            -293381,
            -367781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6685,
    "evaluation_days": 2228.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568016000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760255425069,
    "expiration_time": 1766003040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 11,
            "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)