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Trade: CHZ/USDT/720/EMA/HILO/6028

Strategy
CHZ/USDT/720/EMA/HILO/6028
Pair
CHZ_USDT
Interval
12h
Score
748172
Daily Profit
0.802405
Profit Factor
8.601045
Profitability
46.875000
Streak
34.775823
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 21:37
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1647959.4673 1774117.4931 -126158.0258 -70876.8156 145929.4505 -216806.2662
Total P&L (%) 1647.9595 1774.1175 -126.158 -70.8768 145.9295 -216.8063
Avg Daily Profit (%) 0.7453 0.8024 -0.0571 -0.0558 0.0407 0
Buy And Hold Return (%) 295.0845 295.0845 295.0845 295.0845 295.0845 295.0845
Max Trade Drawdown -144811 -99531 -178422 -226991 -66180 -201636
Profit Factor 3.8085 8.601 0.643 0.846 1.9676 0.2991
Total Trades 65 32 33 65 32 33
Winning Trades 28 15 13 28 15 13
Losing Trades 37 17 20 37 17 20
Profitability (%) 43.0769 46.875 39.3939 43.0769 46.875 39.3939
Ratio Avg Win / Avg Loss 5.0326 9.7479 0.9892 1.1179 2.23 0.4601
Largest Winning Trade 1900666 1900666 46162 241054 241054 18500
Largest Losing Trade -69828 -40897 -69828 -129554 -41895 -129554
Avg Bars in Trades 64 50 78 64 50 78
Avg Bars in Winners 98 78 121 98 78 121
Avg Bars in Losers 38 25 50 38 25 50
Bars Traded 4202 1614 2588 4202 1614 2588
Profit Streak 0 34.7758 0 0 34.7758 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120293 748172 -584927 -718081 -300824 -584927

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825431155,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1647959.4672743666,
            1774117.4930797904,
            -126158.0258054241,
            -70876.8156328108,
            145929.4505212203,
            -216806.2661540312
        ],
        [
            1647.959467,
            1774.117493,
            -126.158026,
            -70.876816,
            145.929451,
            -216.806266
        ],
        [
            0.745346,
            0.802405,
            -0.057059,
            -0.05578,
            0.040708,
            0
        ],
        [
            295.084515,
            295.084515,
            295.084515,
            295.084515,
            295.084515,
            295.084515
        ],
        [
            -144811,
            -99531,
            -178422,
            -226991,
            -66180,
            -201636
        ],
        [
            3.808475,
            8.601045,
            0.642993,
            0.845961,
            1.967604,
            0.299062
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            43.076923,
            46.875,
            39.393939,
            43.076923,
            46.875,
            39.393939
        ],
        [
            5.032628,
            9.747851,
            0.989219,
            1.117878,
            2.229951,
            0.460095
        ],
        [
            1900666,
            1900666,
            46162,
            241054,
            241054,
            18500
        ],
        [
            -69828,
            -40897,
            -69828,
            -129554,
            -41895,
            -129554
        ],
        [
            64,
            50,
            78,
            64,
            50,
            78
        ],
        [
            98,
            78,
            121,
            98,
            78,
            121
        ],
        [
            38,
            25,
            50,
            38,
            25,
            50
        ],
        [
            4202,
            1614,
            2588,
            4202,
            1614,
            2588
        ],
        [
            0,
            34.775823,
            0,
            0,
            34.775824,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120293,
            748172,
            -584927,
            -718081,
            -300824,
            -584927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825431155,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)