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Trade: CHZ/USDT/60/SSF/SINWMA/5193

Strategy
CHZ/USDT/60/SSF/SINWMA/5193
Pair
CHZ_USDT
Interval
1h
Score
303224
Daily Profit
0.193360
Profit Factor
1.453206
Profitability
42.771084
Streak
8.861254
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 02:40
Expiration Time
2025-12-23 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 201416.9938 83147.224 118269.7699 260163.2508 6058.7375 254104.5133
Total P&L (%) 201.417 83.1472 118.2698 260.1633 6.0587 254.1045
Avg Daily Profit (%) 0.1934 0.0798 0.1135 0.1231 0.0056 0.1215
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89105 -87068 -40976 -559526 -594168 -217596
Profit Factor 1.4532 1.3674 1.5423 1.1485 1.0062 1.331
Total Trades 166 83 83 166 83 83
Winning Trades 71 32 39 71 32 39
Losing Trades 95 51 44 95 51 44
Profitability (%) 42.7711 38.5542 46.988 42.7711 38.5542 46.988
Ratio Avg Win / Avg Loss 1.9444 2.1792 1.74 1.5367 1.6036 1.5016
Largest Winning Trade 47403 46042 47403 271823 271823 121353
Largest Losing Trade -20353 -20353 -16725 -159670 -159670 -85530
Avg Bars in Trades 149 139 159 149 139 159
Avg Bars in Winners 221 229 214 221 229 214
Avg Bars in Losers 95 83 110 95 83 110
Bars Traded 24807 11579 13228 24807 11579 13228
Profit Streak 8.8613 16.3196 0 8.8613 16.3196 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303224 -88979 -40248 -86015 -567905 -30981
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669964400000,
    "first_datapoint_time": 1670324400000,
    "last_datapoint_time": 1759964400000,
    "evaluation_time": 1759966812389,
    "expiration_time": 1766444400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 120,
            "offset": 100,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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": [
        [
            201416.9938495594,
            83147.223973471,
            118269.7698760888,
            260163.2508101207,
            6058.7374624871,
            254104.5133476334
        ],
        [
            201.416994,
            83.147224,
            118.26977,
            260.163251,
            6.058737,
            254.104513
        ],
        [
            0.19336,
            0.079821,
            0.113539,
            0.123088,
            0.005647,
            0.121458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89105,
            -87068,
            -40976,
            -559526,
            -594168,
            -217596
        ],
        [
            1.453206,
            1.367364,
            1.542292,
            1.148511,
            1.006157,
            1.330987
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            42.771084,
            38.554217,
            46.987952,
            42.771084,
            38.554217,
            46.987952
        ],
        [
            1.94443,
            2.179236,
            1.740022,
            1.53674,
            1.603562,
            1.501626
        ],
        [
            47403,
            46042,
            47403,
            271823,
            271823,
            121353
        ],
        [
            -20353,
            -20353,
            -16725,
            -159670,
            -159670,
            -85530
        ],
        [
            149,
            139,
            159,
            149,
            139,
            159
        ],
        [
            221,
            229,
            214,
            221,
            229,
            214
        ],
        [
            95,
            83,
            110,
            95,
            83,
            110
        ],
        [
            24807,
            11579,
            13228,
            24807,
            11579,
            13228
        ],
        [
            8.861254,
            16.319588,
            0,
            8.861254,
            16.319588,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303224,
            -88979,
            -40248,
            -86015,
            -567905,
            -30981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669964400000,
    "first_datapoint_time": 1670324400000,
    "last_datapoint_time": 1759964400000,
    "evaluation_time": 1759966812389,
    "expiration_time": 1766444400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 120,
            "offset": 100,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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)