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Trade: CHZ/USDT/480/SSF/T3/3358

Strategy
CHZ/USDT/480/SSF/T3/3358
Pair
CHZ_USDT
Interval
8h
Score
812613
Daily Profit
1.222516
Profit Factor
11.574647
Profitability
50.000000
Streak
175.665549
Best Strategy
Training Data Length
2211.330000
Evaluation Time
2025-09-25 10:58
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2860483.045 2703386.7561 157096.2889 30605021.3793 25281703.8179 5323317.5613
Total P&L (%) 2860.483 2703.3868 157.0963 30605.0214 25281.7038 5323.3176
Avg Daily Profit (%) 1.2936 1.2225 0.071 0.2593 0.2507 0.1807
Buy And Hold Return (%) 476.8725 476.8725 476.8725 476.8725 476.8725 476.8725
Max Trade Drawdown -160089 -69221 -125494 -85266494 -22861728 -71851564
Profit Factor 6.2352 11.5746 1.5403 1.18 1.3646 1.0529
Total Trades 84 42 42 84 42 42
Winning Trades 40 21 19 40 21 19
Losing Trades 44 21 23 44 21 23
Profitability (%) 47.619 50 45.2381 47.619 50 45.2381
Ratio Avg Win / Avg Loss 6.8587 11.5746 1.8646 1.298 1.3646 1.2745
Largest Winning Trade 2351133 2351133 47323 27723373 27723373 22993568
Largest Losing Trade -36003 -36003 -29919 -20322877 -10310508 -20322877
Avg Bars in Trades 77 76 78 77 76 78
Avg Bars in Winners 119 115 124 119 115 124
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 6514 3207 3307 6514 3207 3307
Profit Streak 0 175.6655 0 0 175.6655 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 747128 812613 -263006 -14712 372539 -156316

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 2211.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568505600000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758787103469,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.78644
        }
    }
}
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": [
        [
            2860483.0450384715,
            2703386.756137674,
            157096.2889007968,
            30605021.379279353,
            25281703.817938793,
            5323317.561340538
        ],
        [
            2860.483045,
            2703.386756,
            157.096289,
            30605.021379,
            25281.703818,
            5323.317561
        ],
        [
            1.293558,
            1.222516,
            0.071042,
            0.259321,
            0.250689,
            0.180746
        ],
        [
            476.872536,
            476.872536,
            476.872536,
            476.872536,
            476.872536,
            476.872536
        ],
        [
            -160089,
            -69221,
            -125494,
            -85266494,
            -22861728,
            -71851564
        ],
        [
            6.235179,
            11.574647,
            1.540317,
            1.179974,
            1.36457,
            1.05286
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            47.619048,
            50,
            45.238095,
            47.619048,
            50,
            45.238095
        ],
        [
            6.858696,
            11.574647,
            1.864594,
            1.297972,
            1.36457,
            1.274515
        ],
        [
            2351133,
            2351133,
            47323,
            27723373,
            27723373,
            22993568
        ],
        [
            -36003,
            -36003,
            -29919,
            -20322877,
            -10310508,
            -20322877
        ],
        [
            77,
            76,
            78,
            77,
            76,
            78
        ],
        [
            119,
            115,
            124,
            119,
            115,
            124
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            6514,
            3207,
            3307,
            6514,
            3207,
            3307
        ],
        [
            0,
            175.665549,
            0,
            0,
            175.665549,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            747128,
            812613,
            -263006,
            -14712,
            372539,
            -156316
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 2211.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568505600000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758787103469,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.78644
        }
    }
}

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)