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Trade: CHZ/USDT/720/ALMA/PSAR/8811

Strategy
CHZ/USDT/720/ALMA/PSAR/8811
Pair
CHZ_USDT
Interval
12h
Score
675866
Daily Profit
1.729692
Profit Factor
12.173850
Profitability
38.888889
Streak
14.056836
Best Strategy
Training Data Length
2218.500000
Evaluation Time
2025-10-02 04:21
Expiration Time
2025-12-07 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3697251.9275 3837322.1104 -140070.183 -110740.0267 -53562.2453 -57177.7814
Total P&L (%) 3697.2519 3837.3221 -140.0702 -110.74 -53.5622 -57.1778
Avg Daily Profit (%) 1.6666 1.7297 -0.0631 0 -0.0346 -0.0382
Buy And Hold Return (%) 245.1974 245.1974 245.1974 245.1974 245.1974 245.1974
Max Trade Drawdown -230114 -110557 -163554 -155922 -54489 -64531
Profit Factor 5.9814 12.1739 0.6488 0.5738 0.5827 0.565
Total Trades 72 36 36 72 36 36
Winning Trades 29 14 15 40 21 19
Losing Trades 43 22 21 32 15 17
Profitability (%) 40.2778 38.8889 41.6667 55.5556 58.3333 52.7778
Ratio Avg Win / Avg Loss 8.869 19.1303 0.9083 0.459 0.4162 0.5055
Largest Winning Trade 3984698 3984698 39950 15634 15634 15496
Largest Losing Trade -107133 -49017 -107133 -42927 -42927 -41334
Avg Bars in Trades 58 54 62 58 54 62
Avg Bars in Winners 87 83 91 35 35 35
Avg Bars in Losers 39 37 42 88 82 93
Bars Traded 4235 1979 2256 4235 1979 2256
Profit Streak 14.0568 14.0568 18.0568 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64049 675866 -583456 -663557 -579699 -580420
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573430400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368110646,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 64,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            3697251.927489066,
            3837322.110439827,
            -140070.182950762,
            -110740.0267274076,
            -53562.2453297782,
            -57177.7813976295
        ],
        [
            3697.251927,
            3837.32211,
            -140.070183,
            -110.740027,
            -53.562245,
            -57.177781
        ],
        [
            1.666555,
            1.729692,
            -0.063137,
            0,
            -0.03457,
            -0.038222
        ],
        [
            245.197389,
            245.197389,
            245.197389,
            245.197389,
            245.197389,
            245.197389
        ],
        [
            -230114,
            -110557,
            -163554,
            -155922,
            -54489,
            -64531
        ],
        [
            5.981413,
            12.17385,
            0.648762,
            0.57375,
            0.582721,
            0.564989
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            29,
            14,
            15,
            40,
            21,
            19
        ],
        [
            43,
            22,
            21,
            32,
            15,
            17
        ],
        [
            40.277778,
            38.888889,
            41.666667,
            55.555556,
            58.333333,
            52.777778
        ],
        [
            8.868992,
            19.130336,
            0.908266,
            0.459,
            0.416229,
            0.505516
        ],
        [
            3984698,
            3984698,
            39950,
            15634,
            15634,
            15496
        ],
        [
            -107133,
            -49017,
            -107133,
            -42927,
            -42927,
            -41334
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            87,
            83,
            91,
            35,
            35,
            35
        ],
        [
            39,
            37,
            42,
            88,
            82,
            93
        ],
        [
            4235,
            1979,
            2256,
            4235,
            1979,
            2256
        ],
        [
            14.056836,
            14.056836,
            18.056836,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64049,
            675866,
            -583456,
            -663557,
            -579699,
            -580420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573430400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368110646,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 64,
            "af": 0,
            "af0": 0,
            "max_af": 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)